Virco Manufacturing Value At Risk
| VIRC Stock | | | USD 6.06 -0.11 -1.78% |
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 Virco Manufacturing's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
Virco Manufacturing's Value At Risk of
-2.82 reflects the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that Virco Manufacturing could lose more than
-2.82 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -2.82 | |
Value At Risk Peers Comparison
Among sector peers, Virco Manufacturing's Value At Risk of -2.8169 is above the -10.4 group average. The range runs from -33.871 (IRobot) to 0.0 (). Virco Manufacturing 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 Virco Manufacturing 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 Virco Manufacturing to PeersMethodology, Assumptions & Data Sources
Virco Manufacturing's Value At Risk currently stands at -2.82. The Value At Risk for Virco Manufacturing 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. Virco Manufacturing operates in the consumer cyclical 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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