Global Payments Value At Risk
| GPN Stock | | | USD 70.13 0.50 0.72% |
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 Global Payments's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
A Value At Risk of
-3.84 for Global Payments signals the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that Global Payments could lose more than
-3.84 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -3.84 | |
| ER[a] | = | Expected return on investing in Global Payments |
| STD | = | Standard Deviation of Global Payments |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Global Payments falls below the -3.67 peer average for Value At Risk. leads at 0.0 while FTAI Aviation registers the lowest at -6.1288. Global Payments 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 Global Payments 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 Global Payments to PeersMethodology, Assumptions & Data Sources
The current Value At Risk for Global Payments is -3.84. This Value At Risk reading for Global Payments results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Global Payments operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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