Axa Equitable Value At Risk
| EQH Stock | | | USD 42.60 -0.25 -0.58% |
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 Axa Equitable's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
The current Value At Risk of
-3.12 places Axa Equitable at the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that Axa Equitable could lose more than
-3.12 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -3.12 | |
| ER[a] | = | Expected return on investing in Axa Equitable |
| STD | = | Standard Deviation of Axa Equitable |
| 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 -2.8 for Value At Risk, with Axa Equitable at -3.1243 falling below that level. Readings span -4.539 (Erie Indemnity) to 0.0 (). Axa Equitable 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 Axa Equitable 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 Axa Equitable to PeersMethodology, Assumptions & Data Sources
Axa Equitable has a current Value At Risk reading of -3.12. Axa Equitable's Value At Risk is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Axa Equitable operates in the financial services 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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