Veru Value At Risk
| VERU Stock | | | USD 2.26 -0.02 -0.88% |
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 Veru's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
The current Value At Risk of
-4.71 places Veru at the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that Veru could lose more than
-4.71 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -4.71 | |
| ER[a] | = | Expected return on investing in Veru |
| STD | = | Standard Deviation of Veru |
| 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 -7.51 for Value At Risk, with Veru at -4.7059 falling above that level. Readings span -15.6028 (Reviva Pharmaceuticals Holdings) to 0.0 (). Veru 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 Veru 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 Veru to PeersMethodology, Assumptions & Data Sources
The current Value At Risk for Veru is -4.71. This Value At Risk reading for Veru 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. Veru operates in the consumer staples 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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