Decoded Intelligence Signal

Value at Risk (VaR)

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risk

Verified: May 27, 2026

Lexicon Core Definition

A statistical measure of the maximum loss expected to be exceeded with a given probability over a specified time period; 1-day VaR(95%) represents the loss threshold exceeded on 5% of trading days.

Analysis Breakdown

A statistical measure of the maximum loss expected to be exceeded with a given probability over a specified time period; 1-day VaR(95%) represents the loss threshold exceeded on 5% of trading days. Full explanation coming soon when Journey 25 content is ingested.

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