MGP Ingredients Value At Risk
| MGPI Stock | | | USD 19.30 0.21 1.10% |
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 MGP Ingredients's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
At
-3.41, MGP Ingredients exhibits the estimated maximum daily loss at the given confidence level in Value At Risk. There is approximately a 5% probability that MGP Ingredients could lose more than
-3.41 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -3.41 | |
| ER[a] | = | Expected return on investing in MGP Ingredients |
| STD | = | Standard Deviation of MGP Ingredients |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
MGP Ingredients's Value At Risk of -3.4139 falls above the -5.69 peer average. Values range from -14.4444 (Above Food Ingredients) to 0.0 (), with tight clustering across the group. MGP Ingredients 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 MGP Ingredients 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 MGP Ingredients to PeersMethodology, Assumptions & Data Sources
MGP Ingredients' Value At Risk currently stands at -3.41. The Value At Risk for MGP Ingredients is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. MGP Ingredients operates in the consumer defensive 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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