Apogee Enterprises Value At Risk
| APOG Stock | | | USD 36.65 0.07 0.19% |
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 Apogee Enterprises's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
Apogee Enterprises registers a Value At Risk of
-3.64, reflecting the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that Apogee Enterprises could lose more than
-3.64 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -3.64 | |
| ER[a] | = | Expected return on investing in Apogee Enterprises |
| STD | = | Standard Deviation of Apogee Enterprises |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Relative to peers, Apogee Enterprises's Value At Risk is above the group average of -5.02. Peer readings range from -8.4507 (Aspen Aerogels) to 0.0 (), reflecting tight clustering across the sector. Apogee Enterprises 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 Apogee Enterprises 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 Apogee Enterprises to PeersMethodology, Assumptions & Data Sources
The current Value At Risk for Apogee Enterprises is -3.64. The Value At Risk for Apogee Enterprises is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Apogee Enterprises operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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