Processa Pharmaceuticals Value At Risk
| PCSA Stock | | | USD 2.98 -0.01 -0.33% |
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 Processa Pharmaceuticals's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
Processa Pharmaceuticals registers a Value At Risk of
-11.90, reflecting the estimated maximum daily loss at the given confidence level. This indicates substantial tail risk — there is approximately a 5% probability that Processa Pharmaceuticals could lose more than
-11.90 in a single day.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -11.90 | |
Value At Risk Peers Comparison
Relative to peers, Processa Pharmaceuticals's Value At Risk is below the group average of -8.7. Peer readings range from -17.0569 (Entero Therapeutics) to 0.0 (), reflecting tight clustering across the sector. Processa Pharmaceuticals 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 Processa Pharmaceuticals 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 Processa Pharmaceuticals to PeersMethodology, Assumptions & Data Sources
Processa Pharmaceuticals has a current Value At Risk reading of -11.90. The Value At Risk for Processa Pharmaceuticals is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Processa Pharmaceuticals operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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