Australia Value At Risk
| AN3PJ Stock | | | 102.21 0.05 0.05% |
Value At Risk (or VAR) is a statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument. Below is Australia's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
The Value At Risk of
-0.65 for Australia indicates the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for Australia under normal conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -0.65 | |
| ER[a] | = | Expected return on investing in Australia |
| STD | = | Standard Deviation of Australia |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Australia falls above the -2.64 peer average for Value At Risk. leads at 0.0 while Microequities Asset Management registers the lowest at -5.4545. Australia carries higher tail risk than the peer average at the given confidence level.
Value At Risk Relative To Other Indicators
The chart below plots Value At Risk against Maximum Drawdown for Australia and its peers. Each point represents one equity — position along the horizontal axis shows Value At Risk while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare Australia to PeersMethodology, Assumptions & Data Sources
The current Value At Risk for Australia is -0.65. The Value At Risk for Australia applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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