Historical VaR and Expected Shortfall
What range do historical tail losses roughly fall into?
CSV 다운로드
샘플 JSON
사양 JSON
샘플 기준일
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) (히스토그램)
Valid sample size (observations)
Valid sample size (observations) (막대)
Event detail and data date
Sample size (trades) and Valid sample size (observations) (표)
샘플 데이터 행
| 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 |