Historical VaR and Expected Shortfall
What range do historical tail losses roughly fall into?
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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: 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) (ヒストグラム)
Valid sample size (observations)
Valid sample size (observations) (棒)
Event detail and data date
Sample size (trades) and Valid sample size (observations) (表)
サンプルデータ行
| 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 |