RH Value At Risk
| RH Stock | | | USD 131.73 8.25 6.68% |
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 RH's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
At
-6.27, RH's Value At Risk indicates the estimated maximum daily loss at the given confidence level. This indicates substantial tail risk — there is approximately a 5% probability that RH could lose more than
-6.27 in a single day.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -6.27 | |
| ER[a] | = | Expected return on investing in RH |
| STD | = | Standard Deviation of RH |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
RH falls below the -4.17 peer average for Value At Risk. leads at 0.0 while Victorias Secret Co registers the lowest at -5.4373. RH 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 RH 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 RH to PeersMethodology, Assumptions & Data Sources
RH has a current Value At Risk reading of -6.27. This Value At Risk reading for RH 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. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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