Pinnacle West Value At Risk
| PNW Stock | | | USD 102.30 -1.15 -1.11% |
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 Pinnacle West's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
Pinnacle West registers a Value At Risk of
-1.35, reflecting the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for Pinnacle West under normal conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.35 | |
| ER[a] | = | Expected return on investing in Pinnacle West |
| STD | = | Standard Deviation of Pinnacle West |
| 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, Pinnacle West's Value At Risk is above the group average of -1.79. Peer readings range from -2.3087 (Portland General Electric) to 0.0 (), reflecting tight clustering across the sector. Pinnacle West 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 Pinnacle West 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 Pinnacle West to PeersMethodology, Assumptions & Data Sources
Pinnacle West has a current Value At Risk reading of -1.35. The Value At Risk for Pinnacle West applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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