ARK Innovation Value At Risk
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 ARK Innovation's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
With Value At Risk at 0, ARK Innovation shows the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for ARK Innovation under normal conditions.
| = | 0 |
| ER[a] | = | Expected return on investing in ARK Innovation |
| STD | = | Standard Deviation of ARK Innovation |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
The chart below plots Value At Risk against Maximum Drawdown for ARK Innovation 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.
Value At Risk |
Maximum Drawdown |
Methodology, Assumptions & Data Sources
ARK Innovation has a current Value At Risk reading of 0. The Value At Risk for ARK Innovation 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. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.