OGE Energy Value At Risk
| OGE Stock | | | USD 47.37 -0.36 -0.75% |
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 OGE Energy's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
A Value At Risk of
-1.69 for OGE Energy signals the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for OGE Energy under normal conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.69 | |
| ER[a] | = | Expected return on investing in OGE Energy |
| STD | = | Standard Deviation of OGE Energy |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
OGE Energy falls below the -1.64 peer average for Value At Risk. leads at 0.0 while Portland General Electric registers the lowest at -2.4555. OGE Energy 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 OGE Energy 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 OGE Energy to PeersMethodology, Assumptions & Data Sources
OGE Energy's Value At Risk currently stands at -1.69. OGE Energy's 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. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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