IO Biotech Value At Risk
| IOBT Stock | | | USD 0.0043 0.00 0.000002% |
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 IO Biotech's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
The current Value At Risk of
-26.09 places IO Biotech at the estimated maximum daily loss at the given confidence level. This indicates substantial tail risk — there is approximately a 5% probability that IO Biotech could lose more than
-26.09 in a single day.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -26.09 | |
| ER[a] | = | Expected return on investing in IO Biotech |
| STD | = | Standard Deviation of IO Biotech |
| 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 -8.67 for Value At Risk, with IO Biotech at -26.087 falling below that level. Readings span -13.4328 (Cue Biopharma) to 0.0 (). IO Biotech carries lower 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 IO Biotech 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 IO Biotech to PeersMethodology, Assumptions & Data Sources
IO Biotech has a current Value At Risk reading of -26.09. This Value At Risk reading for IO Biotech results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
Other Technical Indicators