Stevanato Group Value At Risk
| STVN Stock | | | USD 19.00 0.79 4.34% |
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 Stevanato Group's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
At
-3.87, Stevanato Group exhibits the estimated maximum daily loss at the given confidence level in Value At Risk. There is approximately a 5% probability that Stevanato Group could lose more than
-3.87 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -3.87 | |
| ER[a] | = | Expected return on investing in Stevanato Group |
| STD | = | Standard Deviation of Stevanato Group |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Stevanato Group's Value At Risk of -3.8653 falls below the -3.06 peer average. Values range from -4.7045 (Avantor) to 0.0 (), with tight clustering across the group. Stevanato Group 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 Stevanato Group 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 Stevanato Group to PeersMethodology, Assumptions & Data Sources
Stevanato Group's Value At Risk currently stands at -3.87. Value At Risk for Stevanato Group is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. 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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