INTNED Value At Risk
| 456837AR4 | | | 99.43 -0.86 -0.86% |
Value At Risk for INTNED 575 is tracked here with the current value, historical readings, and cross-peer analysis. The reading reflects current end-of-day data and adjusts as new sessions are recorded. Review
INTNED Volatility and
INTNED Price History for a broader perspective on INTNED.
Current Value At Risk Value
The Value At Risk of
-4.41 for INTNED indicates the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that INTNED could lose more than
-4.41 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -4.41 | |
| ER[a] | = | Expected return on investing in INTNED |
| STD | = | Standard Deviation of INTNED |
| 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, INTNED's Value At Risk is below the group average of -4.27. Peer readings range from -5.8824 (JD Sports Fashion) to 0.0 (), reflecting tight clustering across the sector. INTNED 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 INTNED 575 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 INTNED to PeersMethodology, Assumptions & Data Sources
INTNED has a current Value At Risk reading of -4.41. This Value At Risk reading for INTNED results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
Other Technical Indicators