United States Value At Risk
| USLM Stock | | | USD 109.28 2.30 2.15% |
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 United States's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
At
-5.02, United States exhibits the estimated maximum daily loss at the given confidence level in Value At Risk. This indicates substantial tail risk — there is approximately a 5% probability that United States could lose more than
-5.02 in a single day.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -5.02 | |
| ER[a] | = | Expected return on investing in United States |
| STD | = | Standard Deviation of United States |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
United States's Value At Risk of -5.0207 falls below the -4.58 peer average. Values range from -10.4225 (NovaGold Resources) to 0.0 (), with tight clustering across the group. United States 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 United States 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 United States to PeersMethodology, Assumptions & Data Sources
United States has a current Value At Risk reading of -5.02. The Value At Risk for United States 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. United States operates in the basic materials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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