MacroGenics Value At Risk
| MGNX Stock | | | USD 3.19 0.01 0.31% |
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 MacroGenics's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
At
-6.51, MacroGenics's Value At Risk indicates the estimated maximum daily loss at the given confidence level. This indicates substantial tail risk — there is approximately a 5% probability that MacroGenics could lose more than
-6.51 in a single day.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -6.51 | |
| ER[a] | = | Expected return on investing in MacroGenics |
| STD | = | Standard Deviation of MacroGenics |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
MacroGenics falls above the -7.53 peer average for Value At Risk. leads at 0.0 while Zentalis Pharmaceuticals Llc registers the lowest at -13.1466. MacroGenics 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 MacroGenics 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 MacroGenics to PeersMethodology, Assumptions & Data Sources
MacroGenics' Value At Risk currently stands at -6.51. MacroGenics' 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. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. MacroGenics operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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