Horace Mann Value At Risk
| HMN Stock | | | USD 45.14 -0.51 -1.12% |
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 Horace Mann's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
With Value At Risk at
-1.78, Horace Mann shows the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for Horace Mann under normal conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.78 | |
| ER[a] | = | Expected return on investing in Horace Mann |
| STD | = | Standard Deviation of Horace Mann |
| 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 -2.84 for Value At Risk, with Horace Mann at -1.7778 falling above that level. Readings span -4.4674 (WisdomTree) to 0.0 (). Horace Mann 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 Horace Mann 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 Horace Mann to PeersMethodology, Assumptions & Data Sources
The current Value At Risk for Horace Mann is -1.78. Horace Mann'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. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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