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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샘플 JSON
사양 JSON
샘플 기준일
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) (다중 계열)
Historical estimated risk
Planned sale value (accounting currency) (막대)
Reduction and cash assumptions
Scenario risk change (percentage points) and Planned sale value (accounting currency) (표)
샘플 데이터 행
| 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 |