Reviva Pharmaceuticals Value At Risk
| RVPH Stock | | | USD 0.88 0.06 7.32% |
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 Reviva Pharmaceuticals's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
Reviva Pharmaceuticals carries a Value At Risk of
-15.60, consistent with the estimated maximum daily loss at the given confidence level. This indicates substantial tail risk — there is approximately a 5% probability that Reviva Pharmaceuticals could lose more than
-15.60 in a single day.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -15.60 | |
Value At Risk Peers Comparison
Relative to peers, Reviva Pharmaceuticals's Value At Risk is below the group average of -7.07. Peer readings range from -13.0769 (Bioatla) to 0.0 (), reflecting tight clustering across the sector. Reviva 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 Reviva 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 Reviva Pharmaceuticals to PeersMethodology, Assumptions & Data Sources
Reviva Pharmaceuticals has a current Value At Risk reading of -15.60. The Value At Risk for Reviva Pharmaceuticals is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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