Abacus Storage Value At Risk
| ASK Stock | | | 1.41 -0.01 -0.70% |
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 Abacus Storage's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
Abacus Storage registers a Value At Risk of
-3.21, reflecting the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that Abacus Storage could lose more than
-3.21 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -3.21 | |
| ER[a] | = | Expected return on investing in Abacus Storage |
| STD | = | Standard Deviation of Abacus Storage |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Abacus Storage falls above the -3.73 peer average for Value At Risk. leads at 0.0 while Data 3 registers the lowest at -6.3444. Abacus Storage 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 Abacus Storage 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 Abacus Storage to PeersMethodology, Assumptions & Data Sources
Abacus Storage's Value At Risk currently stands at -3.21. The Value At Risk for Abacus Storage 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. Abacus Storage operates in the real estate sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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