The Value at Risk, or VaR, is an indicator which measures the potential loss in value of an asset or portfolio over a defined period.

theScreener VaR is calculated to quantify the level of financial risk over a medium term period (1 month) with a 95% confidence level. If the VaR of an asset is 25% at one month, there is only a 5% chance that the value of the asset will drop more than 25% over any given month.

theScreener projected VaR model includes the historical VaR, the Stars Rating and the Risk assessment.