Innovative Solutions Value At Risk
| ISSC Stock | | | USD 21.78 0.06 0.28% |
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 Innovative Solutions's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
The Value At Risk of
-8.81 for Innovative Solutions indicates the estimated maximum daily loss at the given confidence level. This indicates substantial tail risk — there is approximately a 5% probability that Innovative Solutions could lose more than
-8.81 in a single day.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -8.81 | |
Value At Risk Peers Comparison
Innovative Solutions's Value At Risk of -8.8117 falls below the -7.57 peer average. Values range from -18.6312 (Roma Green Finance) to 0.0 (), with tight clustering across the group. Innovative Solutions 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 Innovative Solutions 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 Innovative Solutions to PeersMethodology, Assumptions & Data Sources
Innovative Solutions has a current Value At Risk reading of -8.81. Innovative Solutions' Value At Risk is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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