Vipshop Holdings Value At Risk
| VIPS Stock | | | USD 14.25 -0.38 -2.60% |
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 Vipshop Holdings's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
The current Value At Risk of
-3.85 places Vipshop Holdings at the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that Vipshop Holdings could lose more than
-3.85 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -3.85 | |
| ER[a] | = | Expected return on investing in Vipshop Holdings |
| STD | = | Standard Deviation of Vipshop Holdings |
| 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 -3.61 for Value At Risk, with Vipshop Holdings at -3.8506 falling below that level. Readings span -5.0865 (Murphy USA) to 0.0 (). Vipshop Holdings 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 Vipshop Holdings 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 Vipshop Holdings to PeersMethodology, Assumptions & Data Sources
The current Value At Risk for Vipshop Holdings is -3.85. The Value At Risk for Vipshop Holdings 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. Vipshop Holdings operates in the consumer discretionary 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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