Hurco Companies Value At Risk
| HURC Stock | | | USD 16.85 0.05 0.30% |
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 Hurco Companies's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
The Value At Risk of
-2.77 for Hurco Companies indicates the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that Hurco Companies could lose more than
-2.77 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -2.77 | |
| ER[a] | = | Expected return on investing in Hurco Companies |
| STD | = | Standard Deviation of Hurco Companies |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Hurco Companies's Value At Risk of -2.7742 falls above the -6.78 peer average. Values range from -9.9291 (XCHG Limited American) to 0.0 (), with tight clustering across the group. Hurco Companies 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 Hurco Companies 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 Hurco Companies to PeersMethodology, Assumptions & Data Sources
Hurco Companies' Value At Risk currently stands at -2.77. This Value At Risk reading for Hurco Companies results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
Other Technical Indicators