Risk change after reducing a position
If a concentrated position is reduced, how do the allocation and historical volatility estimate change?
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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: Reduce by half
- 6.92 percentage points
- Lowest item: Reduce by a quarter
- -10.72 percentage points
- Average
- 0.94 percentage points
- Number of items
- 4 items
Allocation before and after
Scenario risk change (percentage points) (複数系列)
Historical estimated risk
Planned sale value (accounting currency) (棒)
Reduction and cash assumptions
Scenario risk change (percentage points) and Planned sale value (accounting currency) (表)
サンプルデータ行
| Reduction ratio | Scenario risk change (percentage points) | Planned sale value (accounting currency) | Data date (sample) |
|---|---|---|---|
| No reduction | 2.52 | 517827 | 2026-10-16 |
| Reduce by a quarter | -10.72 | 155512 | 2026-10-16 |
| Reduce by half | 6.92 | 252725 | 2026-10-16 |
| Exit fully | 5.05 | 389042 | 2026-10-16 |