Metalla Royalty Value At Risk
| MTA Stock | | | CAD 9.24 0.06 0.65% |
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 Metalla Royalty's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
At
-6.99, Metalla Royalty'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 Metalla Royalty could lose more than
-6.99 in a single day.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -6.99 | |
| ER[a] | = | Expected return on investing in Metalla Royalty |
| STD | = | Standard Deviation of Metalla Royalty |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Among sector peers, Metalla Royalty's Value At Risk of -6.9892 is above the -7.86 group average. The range runs from -9.4042 (Avino Silver Gold) to 0.0 (). Metalla Royalty 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 Metalla Royalty 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 Metalla Royalty to PeersMethodology, Assumptions & Data Sources
Metalla Royalty's Value At Risk currently stands at -6.99. The Value At Risk for Metalla Royalty 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. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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