Halliburton Value At Risk
| HAL Stock | | | USD 40.12 -0.24 -0.59% |
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 Halliburton's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
Halliburton has a Value At Risk of
-2.85, indicating the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that Halliburton could lose more than
-2.85 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -2.85 | |
| ER[a] | = | Expected return on investing in Halliburton |
| STD | = | Standard Deviation of Halliburton |
| 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, Halliburton's Value At Risk of -2.849 is above the -3.62 group average. The range runs from -8.1081 (Venture Global) to 0.0 (). Halliburton 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 Halliburton 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 Halliburton to PeersMethodology, Assumptions & Data Sources
The current Value At Risk for Halliburton is -2.85. Halliburton'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. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Halliburton operates in the energy 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.
Other Technical Indicators