Tractor Supply Value At Risk
| TSCO Stock | | | USD 36.74 -1.43 -3.75% |
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 Tractor Supply's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
Tractor Supply has a Value At Risk of
-3.86, indicating the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that Tractor Supply could lose more than
-3.86 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -3.86 | |
| ER[a] | = | Expected return on investing in Tractor Supply |
| STD | = | Standard Deviation of Tractor Supply |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Among sector peers, Tractor Supply's Value At Risk of -3.8555 is below the -3.64 group average. The range runs from -5.7584 (Expedia Group) to 0.0 (). Tractor Supply 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 Tractor Supply 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 Tractor Supply to PeersMethodology, Assumptions & Data Sources
Tractor Supply has a current Value At Risk reading of -3.86. Value At Risk for Tractor Supply is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Tractor Supply operates in the consumer discretionary sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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