{
    "id": "RSK-035",
    "category": "RSK",
    "title": "VaR回測超越圖",
    "question": "歷史風險模型低估損失的次數有多少？",
    "chart": "calendar",
    "metric": "超越事件（次）",
    "secondary": "有效樣本數（筆）",
    "x": "交易日期",
    "y": "超越事件（次）",
    "panels": [
        "VaR回測超越圖",
        "有效樣本數（筆）",
        "事件明細與資料日期"
    ],
    "filters": [
        "標的／市場",
        "分析區間",
        "基準／參數"
    ],
    "apis": [
        "EOD"
    ],
    "calculation": "各日VaR只用前窗口估計，觀察次日損失是否超越並計頻率。",
    "caveat": "統計估計依歷史窗口而變，缺失保留N/A；研究型價格不能視作交易執行報價。",
    "data_class": "衍生",
    "complexity": "高",
    "audience": "專業",
    "reach": 5,
    "frequency": 4,
    "decision": 6,
    "clarity": 4,
    "sample_labels": [
        "週一",
        "週二",
        "週三",
        "週四",
        "週五"
    ],
    "cadence": "每日／事件觸發",
    "category_name": "風險與回撤",
    "score": 48.5,
    "requires_user_input": false,
    "requires_extra_plan": false,
    "source_urls": [
        "https://eodhd.com/financial-apis/api-for-historical-data-and-volumes"
    ],
    "rank": 964,
    "stage": "P4",
    "svg_file": "mockups/0964-RSK-035.svg",
    "demo_fingerprint": "cbcd665c5252e82a",
    "collection": "catalogue",
    "sample_annotation": {
        "sample": true,
        "as_of": "2026-10-16",
        "notice": "Charts and tables for this report are generated, deterministic synthetic sample observations for educational layout and unit demonstration only. No provider, market data or analysis engine is called, and nothing here is a statement about real securities.",
        "notice_zh": "此報告的圖表與數據為確定性生成的合成示例數據，僅供教育及版面展示；並無連接任何資料供應商或實際分析引擎，不代表任何真實證券的表現。",
        "default_filters": {
            "symbol": "0700.HK",
            "period": "1Y",
            "benchmark": "HSI"
        },
        "filters": {
            "symbol": [
                "0700.HK",
                "0005.HK",
                "AAPL.US",
                "MSFT.US",
                "SPY.US",
                "BTC-USD.CC"
            ],
            "period": [
                "1Y",
                "3Y",
                "5Y"
            ],
            "benchmark": [
                "HSI",
                "SPX",
                "BTC"
            ]
        },
        "library": {
            "version": "2026-10-19",
            "source": "https://chatgpt.com/share/6ad67223-c610-83e8-adb2-33aaf792e584",
            "sample": true
        }
    }
}