National Presto Value At Risk
| NPK Stock | | | USD 143.16 3.25 2.32% |
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 Presto's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
National Presto has a Value At Risk of
-3.86, indicating the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that National Presto could lose more than
-3.86 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -3.86 | |
| ER[a] | = | Expected return on investing in National Presto |
| STD | = | Standard Deviation of National Presto |
| 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, National Presto's Value At Risk of -3.856 is above the -4.47 group average. The range runs from -7.8303 (Serve Robotics Common) to 0.0 (). National Presto 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 Presto 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 Presto to PeersMethodology, Assumptions & Data Sources
National Presto has a current Value At Risk reading of -3.86. Value At Risk for National Presto is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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