National Fuel Value At Risk
| NFG Stock | | | USD 88.18 -0.97 -1.09% |
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 Fuel's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
A Value At Risk of
-1.84 for National Fuel signals the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for National Fuel under normal conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.84 | |
| ER[a] | = | Expected return on investing in National Fuel |
| STD | = | Standard Deviation of National Fuel |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
National Fuel falls above the -2.89 peer average for Value At Risk. leads at 0.0 while Frontline registers the lowest at -4.7686. National Fuel 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 Fuel 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 Fuel to PeersMethodology, Assumptions & Data Sources
National Fuel has a current Value At Risk reading of -1.84. This Value At Risk reading for National Fuel results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. National Fuel operates in the utilities 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.
Other Technical Indicators