Carlisle Companies 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 Carlisle Companies's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
The Value At Risk of 0 for Carlisle Companies indicates the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for Carlisle Companies under normal conditions.
| = | 0 |
| ER[a] | = | Expected return on investing in Carlisle Companies |
| STD | = | Standard Deviation of Carlisle Companies |
| 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 Carlisle Companies 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
Carlisle Companies has a current Value At Risk reading of 0. This Value At Risk reading for Carlisle Companies results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.