Scilex Holding Value At Risk
| SCLXW Stock | | | 0.18 0.04 28.57% |
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 Scilex Holding's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
At
-15.38, Scilex Holding exhibits the estimated maximum daily loss at the given confidence level in Value At Risk. This indicates substantial tail risk — there is approximately a 5% probability that Scilex Holding could lose more than
-15.38 in a single day.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -15.38 | |
| ER[a] | = | Expected return on investing in Scilex Holding |
| STD | = | Standard Deviation of Scilex Holding |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Scilex Holding's Value At Risk of -15.3846 falls below the -7.03 peer average. Values range from -12.7119 (Nasus Pharma) to 0.0 (), with tight clustering across the group. Scilex Holding 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 Scilex Holding 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 Scilex Holding to PeersMethodology, Assumptions & Data Sources
Scilex Holding has a current Value At Risk reading of -15.38. The Value At Risk for Scilex Holding 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. Scilex Holding 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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