Washington Federal Value At Risk
| WAFD Stock | | | USD 35.20 -0.22 -0.62% |
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 Washington Federal's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
Washington Federal carries a Value At Risk of
-1.84, consistent with the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for Washington Federal under normal conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.84 | |
| ER[a] | = | Expected return on investing in Washington Federal |
| STD | = | Standard Deviation of Washington Federal |
| 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, Washington Federal's Value At Risk is above the group average of -2.64. Peer readings range from -4.2671 (Western Alliance Bancorporation) to 0.0 (), reflecting tight clustering across the sector. Washington Federal 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 Washington Federal 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 Washington Federal to PeersMethodology, Assumptions & Data Sources
Washington Federal has a current Value At Risk reading of -1.84. The Value At Risk for Washington Federal 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. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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