National Australia Value At Risk
| NAB Stock | | | 40.08 -0.08 -0.20% |
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 National Australia's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
National Australia has a Value At Risk of
-2.49, indicating the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that National Australia could lose more than
-2.49 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -2.49 | |
| ER[a] | = | Expected return on investing in National Australia |
| STD | = | Standard Deviation of National Australia |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
National Australia's Value At Risk of -2.4933 falls above the -3.01 peer average. Values range from -7.8947 (Clean TEQ Water) to 0.0 (), with tight clustering across the group. National Australia 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 National Australia 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 National Australia to PeersMethodology, Assumptions & Data Sources
The current Value At Risk for National Australia is -2.49. Value At Risk for National Australia is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. National Australia operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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