IREN Limited(IREN)NASDAQ
Risk Analysis & Market Sentiment
Risk Analysis & Market Sentiment
Comprehensive risk, liquidity, and regime view for IREN
Snapshot of your risk profile
- Volatility Context: With 1.04% annualized volatility, expect typical daily moves of approximately 0.1% percentage.
- Downside Risk: The 95% VaR indicates that on 1 out of every 20 days, losses could exceed -8.80%. Ensure your stop-losses are wide enough to survive normal noise but tight enough to catch this break.
- Liquidity: Low liquidity suggests you can likely enter and exit easily at current volume.
Position Risk Calculator
Estimate potential losses for a specific position size and holding period using VaR, CVaR, and historical drawdowns.
Risk Analysis
Value at Risk, risk-adjusted returns, and volatility measures
Return Distribution (Loss vs Gain)
Most daily moves cluster near 0%, with rarer large moves in the tails. Use this to gauge how often typical days versus shock days occur for IREN.
Volatility Structure (Trend vs Mean)
Recent 30-day volatility is 112.8%, which is elevated compared with its long-term mean of 104.1%.
Tail & Distribution Risk (Shock Probability)
Over the sample, fat-tail days show a bias toward big upside days, with approximately 186 extreme loss buckets and 191 extreme gain buckets populated.
Drawdown Analytics (Depth of Loss)
The worst historical drawdown reached -65.6%. The current drawdown sits around -47.7%, helping you calibrate pain vs opportunity.
Value at Risk (VaR)Conf: 92.00%
Performance RatiosConf: 85.00%
Volatility & DrawdownConf: 92.00%
Market & Distribution
Liquidity ProfileConf: 82.19%
Bankruptcy RiskConf: 90.00%
Component Ratios
Market Regime
Analyst & Forecast Scenarios
Price targets from analyst estimates and forecast models - shown for educational reference only.
- Optimistic: Based on analyst high target prices and maximum forecast values from monthly projections
- Base: Uses analyst consensus (mean) target or 1-year forecast from predictive models
- Pessimistic: Derived from analyst low targets and minimum forecast values
- These are third-party estimates and model outputs, not guarantees. Actual prices may differ significantly.
Risk Regime Matrix – Regime × Volatility × Liquidity
Qualitative summary of the current environment with actionable trading guidance based on regime, volatility and liquidity metrics.
Mixed or transitional regime - combine technical and fundamental analysis.
Recommended Risk Parameters
Action Items:
✓ Use standard risk management (2x ATR stops)
✓ Reduce size if uncertain (80-90% of normal)
✓ Monitor key support/resistance for direction
✓ Diversify across multiple setups
💧 Low liquidity: Use limit orders and scale entries/exits
📊 Beta Comparison
Stock Beta
4.28
Market (S&P 500)
1.00
What This Means
Aggressive - Significantly more volatile (328% above Market (S&P 500)), higher risk/reward
When Market (S&P 500) moves up 10%, this stock typically moves 42.8% in the same direction. Higher beta means amplified gains in bull markets but also amplified losses in downturns.
📈 Volatility in Historical Context
Current
104.5%
Percentile
45th
Avg
104.1%
What This Means
Current volatility of 104.5% is at the 45th percentile of its historical range. This is close to the historical average of 104.1%, indicating typical price swings for this stock.
Trading Implications:
Normal volatility range - Apply standard risk management. Market behaving typically for this stock.