Banco Santander Value At Risk
| BCDRF Pink Sheet | | | USD 12.73 0.57 4.69% |
The Value At Risk profile for Banco Santander below includes current and historical values with sector peer benchmarks. Interpretation benefits from evaluating the reading alongside sector peer values and recent history. Context for Banco Santander is enhanced by combining
Banco Santander Volatility with
Banco Santander Price History.
Current Value At Risk Value
A Value At Risk of
-8.87 for Banco Santander signals the estimated maximum daily loss at the given confidence level. This indicates substantial tail risk — there is approximately a 5% probability that Banco Santander could lose more than
-8.87 in a single day.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -8.87 | |
| ER[a] | = | Expected return on investing in Banco Santander |
| STD | = | Standard Deviation of Banco Santander |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Among sector peers, Banco Santander's Value At Risk of -8.8652 is below the -4.42 group average. The range runs from -8.4559 (Ping An Insurance) to 0.0 (). Banco Santander 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 Banco Santander 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 Banco Santander to PeersMethodology, Assumptions & Data Sources
The current Value At Risk for Banco Santander is -8.87. The Value At Risk for Banco Santander applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The output reflects the selected calculation window — changing the horizon will produce different readings. This pink sheet metric is provided for analytical reference.
Other Technical Indicators