Hexagon AB Value At Risk
| HXGBY Pink Sheet | | | USD 10.80 0.33 3.15% |
Value At Risk data for Hexagon AB ADR is presented below, including the current value, historical progression, and peer context.
Hexagon AB Volatility and
Hexagon AB Price History offer additional context on Hexagon AB.
Current Value At Risk Value
The Value At Risk of
-3.83 for Hexagon AB indicates the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that Hexagon AB could lose more than
-3.83 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -3.83 | |
| ER[a] | = | Expected return on investing in Hexagon AB |
| STD | = | Standard Deviation of Hexagon AB |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Hexagon AB's Value At Risk of -3.829 falls above the -5.73 peer average. Values range from -10.4167 (NTT Data Corp) to 0.0 (), with tight clustering across the group. Hexagon AB 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 Hexagon AB 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 Hexagon AB to PeersMethodology, Assumptions & Data Sources
The current Value At Risk for Hexagon AB is -3.83. This Value At Risk reading for Hexagon AB 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. The output reflects the selected calculation window — changing the horizon will produce different readings. This pink sheet metric is provided for analytical reference.
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