Ionis Pharmaceuticals Value At Risk
| IONS Stock | | | USD 76.02 -0.83 -1.08% |
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 Ionis Pharmaceuticals's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
Ionis Pharmaceuticals has a Value At Risk of
-3.28, indicating the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that Ionis Pharmaceuticals could lose more than
-3.28 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -3.28 | |
Value At Risk Peers Comparison
Among sector peers, Ionis Pharmaceuticals's Value At Risk of -3.2758 is above the -4.06 group average. The range runs from -6.6708 (Summit Therapeutics PLC) to 0.0 (). Ionis Pharmaceuticals 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 Ionis Pharmaceuticals 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 Ionis Pharmaceuticals to PeersMethodology, Assumptions & Data Sources
Ionis Pharmaceuticals' Value At Risk currently stands at -3.28. The Value At Risk for Ionis Pharmaceuticals applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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