Portfolio historical VaR
Under the specified historical sample, what is the portfolio's one-day loss quantile?
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サンプルJSON
仕様JSON
サンプル基準日
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: Large decline zone
- 15 %
- Lowest item: Large decline zone
- 15 %
- Average
- 15 %
- Number of items
- 4 items
Historical scenario distribution
Simulated one-day return (%) (ヒストグラム)
Quantile threshold
Historical 95% VaR (accounting currency) (棒)
Uncovered assets
Simulated one-day return (%) and Historical 95% VaR (accounting currency) (表)
サンプルデータ行
| One-day return bins | Simulated one-day return (%) | Historical 95% VaR (accounting currency) | Data date (sample) |
|---|---|---|---|
| Large decline zone | 15 | 347147 | 2026-10-16 |
| Typical decline | 15 | 432727 | 2026-10-16 |
| Typical gain | 15 | 39683 | 2026-10-16 |
| Large gain zone | 15 | 345320 | 2026-10-16 |