Historical VaR and Expected Shortfall
What range do historical tail losses roughly fall into?
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Sample JSON
Specification JSON
Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: Median
- 86 transactions
- Lowest item: Low percentile
- 23 transactions
- Average
- 59 transactions
- Number of items
- 5 items
Historical VaR and Expected Shortfall
Sample size (trades) (Histogram)
Valid sample size (observations)
Valid sample size (observations) (Bar)
Event detail and data date
Sample size (trades) and Valid sample size (observations) (Table)
Sample data rows
| Daily loss (%) | Sample size (trades) | Valid sample size (observations) | Data date (sample) |
|---|---|---|---|
| Low percentile | 23 | 13 | 2026-10-16 |
| Medium-low | 43 | 15 | 2026-10-16 |
| Median | 86 | 28 | 2026-10-16 |
| Medium-high | 81 | 52 | 2026-10-16 |
| High percentile | 61 | 23 | 2026-10-16 |