Antero Resources Value At Risk
| AR Stock | | | USD 37.84 -0.36 -0.94% |
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 Antero Resources's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
With Value At Risk at
-4.05, Antero Resources shows the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that Antero Resources could lose more than
-4.05 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -4.05 | |
| ER[a] | = | Expected return on investing in Antero Resources |
| STD | = | Standard Deviation of Antero Resources |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
The peer group averages -2.86 for Value At Risk, with Antero Resources at -4.047 falling below that level. Readings span -4.7382 (APA Corporation) to 0.0 (). Antero Resources carries lower 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 Antero Resources 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 Antero Resources to PeersMethodology, Assumptions & Data Sources
Antero Resources has a current Value At Risk reading of -4.05. The Value At Risk for Antero Resources applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Antero Resources operates in the energy sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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