Tyra Biosciences Value At Risk
| TYRA Stock | | | USD 32.90 -0.90 -2.66% |
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 Tyra Biosciences's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
Tyra Biosciences carries a Value At Risk of
-4.46, consistent with the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that Tyra Biosciences could lose more than
-4.46 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -4.46 | |
| ER[a] | = | Expected return on investing in Tyra Biosciences |
| STD | = | Standard Deviation of Tyra Biosciences |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Relative to peers, Tyra Biosciences's Value At Risk is above the group average of -6.19. Peer readings range from -8.7401 (Nanobiotix) to 0.0 (), reflecting tight clustering across the sector. Tyra Biosciences carries higher 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 Tyra Biosciences 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 Tyra Biosciences to PeersMethodology, Assumptions & Data Sources
Tyra Biosciences' Value At Risk currently stands at -4.46. The Value At Risk for Tyra Biosciences applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Tyra Biosciences operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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