{
    "id": "PRT-020",
    "category": "PRT",
    "title": "持倉風險貢獻",
    "question": "哪些部位雖然權重不大，卻貢獻很多組合波動？",
    "chart": "bar",
    "metric": "波動風險貢獻（%）",
    "secondary": "資金權重（%）",
    "x": "持倉",
    "y": "波動風險貢獻（%）",
    "panels": [
        "風險與資金權重",
        "協方差視窗",
        "估計不確定度"
    ],
    "filters": [
        "投資帳戶",
        "分析期間",
        "記帳幣別"
    ],
    "apis": [
        "EOD",
        "FX",
        "USER"
    ],
    "calculation": "以同期回報協方差 Σ 與當前權重 w 計算 wi(Σw)i/(w'Σw)，對照市值權重。",
    "caveat": "需要用戶的持倉／交易／現金流或情境設定；EODHD 不提供券商帳戶。這是當前權重歷史協方差估計；負風險貢獻可存在，不能解讀成必然對沖。",
    "data_class": "用戶資料",
    "complexity": "高",
    "audience": "專業",
    "reach": 8,
    "frequency": 9,
    "decision": 9,
    "clarity": 9,
    "sample_labels": [
        "部位甲",
        "部位乙",
        "部位丙",
        "部位丁"
    ],
    "cadence": "每日收市及用戶交易更新後",
    "sample_note": "僅用於合成視覺示意，並非真實行情或投資成果。",
    "category_name": "投資組合",
    "score": 86.5,
    "requires_user_input": true,
    "requires_extra_plan": false,
    "source_urls": [
        "https://eodhd.com/financial-apis/api-for-historical-data-and-volumes",
        "https://eodhd.com/financial-apis/list-supported-forex-currencies"
    ],
    "rank": 179,
    "stage": "P1",
    "svg_file": "mockups/0179-PRT-020.svg",
    "demo_fingerprint": "334f85c76aa66996",
    "collection": "catalogue",
    "sample_annotation": {
        "sample": true,
        "as_of": "2026-10-16",
        "notice": "Charts and tables for this report are generated, deterministic synthetic sample observations for educational layout and unit demonstration only. No provider, market data or analysis engine is called, and nothing here is a statement about real securities.",
        "notice_zh": "此報告的圖表與數據為確定性生成的合成示例數據，僅供教育及版面展示；並無連接任何資料供應商或實際分析引擎，不代表任何真實證券的表現。",
        "default_filters": {
            "symbol": "0700.HK",
            "period": "1Y",
            "benchmark": "HSI"
        },
        "filters": {
            "symbol": [
                "0700.HK",
                "0005.HK",
                "AAPL.US",
                "MSFT.US",
                "SPY.US",
                "BTC-USD.CC"
            ],
            "period": [
                "1Y",
                "3Y",
                "5Y"
            ],
            "benchmark": [
                "HSI",
                "SPX",
                "BTC"
            ]
        },
        "library": {
            "version": "2026-10-19",
            "source": "https://chatgpt.com/share/6ad67223-c610-83e8-adb2-33aaf792e584",
            "sample": true
        }
    }
}