Intrusion Value At Risk
| INTZ Stock | | | USD 0.84 0.04 5.00% |
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 Intrusion's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
Intrusion registers a Value At Risk of
-7.96, reflecting the estimated maximum daily loss at the given confidence level. This indicates substantial tail risk — there is approximately a 5% probability that Intrusion could lose more than
-7.96 in a single day.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -7.96 | |
| ER[a] | = | Expected return on investing in Intrusion |
| STD | = | Standard Deviation of Intrusion |
| 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, Intrusion's Value At Risk is above the group average of -8.35. Peer readings range from -36.9881 (Hub Cyber Security) to 0.0 (), reflecting tight clustering across the sector. Intrusion 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 Intrusion 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 Intrusion to PeersMethodology, Assumptions & Data Sources
The current Value At Risk for Intrusion is -7.96. Value At Risk for Intrusion is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Intrusion operates in the information technology sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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