Madrigal Pharmaceuticals Value At Risk
| MDGL Stock | | | USD 513.68 -3.71 -0.72% |
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 Madrigal Pharmaceuticals's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
The current Value At Risk of
-3.11 places Madrigal Pharmaceuticals at the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that Madrigal Pharmaceuticals could lose more than
-3.11 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -3.11 | |
Value At Risk Peers Comparison
The peer group averages -4.43 for Value At Risk, with Madrigal Pharmaceuticals at -3.1064 falling above that level. Readings span -7.4762 (Caris Life Sciences) to 0.0 (). Madrigal 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 Madrigal 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 Madrigal Pharmaceuticals to PeersMethodology, Assumptions & Data Sources
Madrigal Pharmaceuticals' Value At Risk currently stands at -3.11. The Value At Risk for Madrigal Pharmaceuticals is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Madrigal Pharmaceuticals operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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