IDEX Value At Risk
| IEX Stock | | | USD 214.87 -3.32 -1.52% |
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 IDEX's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
IDEX carries a Value At Risk of
-2.63, consistent with the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that IDEX could lose more than
-2.63 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -2.63 | |
| ER[a] | = | Expected return on investing in IDEX |
| STD | = | Standard Deviation of IDEX |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Relative to peers, IDEX's Value At Risk is above the group average of -3.1. Peer readings range from -4.6304 (Flowserve) to 0.0 (), reflecting tight clustering across the sector. IDEX 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 IDEX 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 IDEX to PeersMethodology, Assumptions & Data Sources
IDEX's Value At Risk currently stands at -2.63. This Value At Risk reading for IDEX results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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