Telefnica Value At Risk
| TEFOF Pink Sheet | | | USD 4.82 0.13 2.77% |
This reference covers Value At Risk for Telefnica SA, with current readings, historical data, and sector peer comparisons. Readings derive from end-of-day data and refresh with each new trading session. For Telefnica,
Telefnica Volatility and
Telefnica Price History supply complementary context.
Current Value At Risk Value
Telefnica carries a Value At Risk of
-5.99, consistent with the estimated maximum daily loss at the given confidence level. This indicates substantial tail risk — there is approximately a 5% probability that Telefnica could lose more than
-5.99 in a single day.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -5.99 | |
| ER[a] | = | Expected return on investing in Telefnica |
| STD | = | Standard Deviation of Telefnica |
| 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 -4.73 for Value At Risk, with Telefnica at -5.9908 falling below that level. Readings span -9.7143 (Advanced Info Service) to 0.0 (). Telefnica 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 Telefnica 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 Telefnica to PeersMethodology, Assumptions & Data Sources
Telefnica's Value At Risk currently stands at -5.99. Telefnica's Value At Risk is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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