Holdings risk contribution
Which positions have small weights yet contribute a lot of portfolio volatility?
CSV 다운로드
샘플 JSON
사양 JSON
샘플 기준일
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 (%) (막대)
Covariance window
Capital weight (%) (선)
Estimation uncertainty
Volatility risk contribution (%) and Capital weight (%) (표)
샘플 데이터 행
| Holdings | Volatility 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 |