English
繁體中文 简体中文 English 日本語 한국어
Resources

Research sections

All reports Published reports
Insights Methodology Pricing Marketplace
Get research access
Menu

Holdings risk contribution

Which positions have small weights yet contribute a lot of portfolio volatility?

Portfolio (example holdings) PRT-020 Bar Sample

Sample data. Every number, symbol and holding on these pages is generated sample data dated 2026-10-16, used only to illustrate layout and method for educational and informational purposes. It is not market data, backtest output or a forecast, and the analytics described in the specifications are not running.

Example holdings. Holdings, weights and watchlist entries on this page are example holdings generated for illustration. They are not a user account, a saved portfolio or any real position.

Download CSV Sample JSON Specification JSON Sample as of

0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD

Highest item: Position A
41.77 %
Lowest item: Position B
7.34 %
Average
31.44 %
Number of items
8 items

Risk and capital weights

Volatility risk contribution (%) (Bar)

Covariance window

Capital weight (%) (Line)

Estimation uncertainty

Volatility risk contribution (%) and Capital weight (%) (Table)

Sample data rows

HoldingsVolatility risk contribution (%)Capital weight (%)Data date (sample)
Position A 41.77 10.1 2026-10-16
Position B 7.34 25.2 2026-10-16
Position C 39.94 1.6 2026-10-16
Position D 31.9 23.9 2026-10-16
Position E 27.71 15.7 2026-10-16
Position F 28.77 16.9 2026-10-16
Position G 32.57 1.6 2026-10-16
Position H 41.54 5 2026-10-16