{
    "id": "PRT-036",
    "category": "PRT",
    "title": "投資組合尾部損失",
    "question": "超過 VaR 門檻的差情境，平均損失有多大？",
    "chart": "bar",
    "metric": "歷史尾部平均損失（記帳幣）",
    "secondary": "尾部樣本數（天）",
    "x": "尾部情境",
    "y": "歷史尾部平均損失（記帳幣）",
    "panels": [
        "尾部損失",
        "最差情境日期",
        "樣本與估計方式"
    ],
    "filters": [
        "投資帳戶",
        "分析期間",
        "記帳幣別"
    ],
    "apis": [
        "EOD",
        "FX",
        "USER"
    ],
    "calculation": "取目前權重歷史模擬回報中最差 5% 樣本均值作 expected shortfall，逐日列尾部情境。",
    "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。短歷史及新資產可能低估風險；不把尾部平均損失當最壞情境保證。",
    "data_class": "用戶資料",
    "complexity": "高",
    "audience": "專業",
    "reach": 6,
    "frequency": 7,
    "decision": 7,
    "clarity": 9,
    "sample_labels": [
        "尾部情境一",
        "情境二",
        "情境三",
        "尾部平均"
    ],
    "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": 68.5,
    "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": 640,
    "stage": "P3",
    "svg_file": "mockups/0640-PRT-036.svg",
    "demo_fingerprint": "bba4e1464de61475",
    "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
        }
    }
}