TG Therapeutics Value At Risk
| TGTX Stock | | | USD 36.14 0.04 0.11% |
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 TG Therapeutics's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
With Value At Risk at
-3.96, TG Therapeutics shows the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that TG Therapeutics could lose more than
-3.96 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -3.96 | |
| ER[a] | = | Expected return on investing in TG Therapeutics |
| STD | = | Standard Deviation of TG Therapeutics |
| 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 -3.69 for Value At Risk, with TG Therapeutics at -3.9572 falling below that level. Readings span -5.4356 (Crispr Therapeutics AG) to 0.0 (). TG Therapeutics 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 TG Therapeutics 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 TG Therapeutics to PeersMethodology, Assumptions & Data Sources
TG Therapeutics' Value At Risk currently stands at -3.96. The Value At Risk for TG Therapeutics 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. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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