T Rowe Value At Risk
| PRESX Fund | | | USD 25.43 -0.22 -0.86% |
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 T Rowe's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
T Rowe carries a Value At Risk of
-2.10, consistent with the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that T Rowe could lose more than
-2.10 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -2.10 | |
| ER[a] | = | Expected return on investing in T Rowe |
| STD | = | Standard Deviation of T Rowe |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
The peer group averages -1.73 for Value At Risk, with T Rowe at -2.1049 falling below that level. Readings span -2.0388 (T Rowe Price) to 0.0 (). T Rowe 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 T Rowe 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 T Rowe to PeersMethodology, Assumptions & Data Sources
The current Value At Risk for T Rowe is -2.10. The Value At Risk for T Rowe 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. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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