Oil States Value At Risk
| OIS Stock | | | USD 8.66 -0.24 -2.70% |
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 Oil States's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
Oil States registers a Value At Risk of
-6.08, reflecting the estimated maximum daily loss at the given confidence level. This indicates substantial tail risk — there is approximately a 5% probability that Oil States could lose more than
-6.08 in a single day.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -6.08 | |
| ER[a] | = | Expected return on investing in Oil States |
| STD | = | Standard Deviation of Oil States |
| 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, Oil States's Value At Risk is below the group average of -4.41. Peer readings range from -8.896 (Geospace Technologies) to 0.0 (), reflecting tight clustering across the sector. Oil States 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 Oil States 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 Oil States to PeersMethodology, Assumptions & Data Sources
Oil States has a current Value At Risk reading of -6.08. This Value At Risk reading for Oil States results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Oil States operates in the energy 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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