Graham Value At Risk
| GHM Stock | | | USD 98.19 1.11 1.14% |
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 Graham's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
Graham carries a Value At Risk of
-4.27, consistent with the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that Graham could lose more than
-4.27 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -4.27 | |
| ER[a] | = | Expected return on investing in Graham |
| STD | = | Standard Deviation of Graham |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Relative to peers, Graham's Value At Risk is above the group average of -7.75. Peer readings range from -32.3529 (LogicMark) to 0.0 (), reflecting tight clustering across the sector. Graham 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 Graham 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 Graham to PeersMethodology, Assumptions & Data Sources
Graham's Value At Risk currently stands at -4.27. The Value At Risk for Graham is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Graham operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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