Optex Systems Value At Risk
| OPXS Stock | | | USD 10.42 0.22 2.16% |
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 Optex Systems's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
Optex Systems carries a Value At Risk of
-5.49, consistent with the estimated maximum daily loss at the given confidence level. This indicates substantial tail risk — there is approximately a 5% probability that Optex Systems could lose more than
-5.49 in a single day.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -5.49 | |
| ER[a] | = | Expected return on investing in Optex Systems |
| STD | = | Standard Deviation of Optex Systems |
| 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, Optex Systems's Value At Risk is above the group average of -5.82. Peer readings range from -9.9773 (Safe Pro Group) to 0.0 (), reflecting tight clustering across the sector. Optex Systems 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 Optex Systems 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 Optex Systems to PeersMethodology, Assumptions & Data Sources
Optex Systems' Value At Risk currently stands at -5.49. This Value At Risk reading for Optex Systems 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. Optex Systems operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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