Natural Gas Value At Risk
| NGUSD Commodity | | | 2.77 0.12 4.53% |
The Value At Risk profile for Natural Gas below includes current and historical values with sector peer benchmarks. Interpretation benefits from evaluating the reading alongside sector peer values and recent history. Use
Natural Gas Volatility alongside
Natural Gas Price History to build context for Natural Gas.
Current Value At Risk Value
With Value At Risk at
-5.23, Natural Gas shows the estimated maximum daily loss at the given confidence level. This indicates substantial tail risk — there is approximately a 5% probability that Natural Gas could lose more than
-5.23 in a single day.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -5.23 | |
| ER[a] | = | Expected return on investing in Natural Gas |
| STD | = | Standard Deviation of Natural Gas |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Relative to peers, Natural Gas's Value At Risk is below the group average of -4.33. Peer readings range from -10.3641 (Crude Oil) to 0.0 (), reflecting tight clustering across the sector. Natural Gas carries lower 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 Natural Gas 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 Natural Gas to PeersMethodology, Assumptions & Data Sources
Natural Gas' Value At Risk currently stands at -5.23. Natural Gas' 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. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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