VaR backtest exceedance chart
How many times did the historical risk model underestimate losses?
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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
- Latest value
- 27 times
- Period average
- 36 times
- Period high
- 183 times
- Period low
- 3 times
VaR backtest exceedance chart
Exceedance events (count) (カレンダー)
Valid sample size (observations)
Valid sample size (observations) (棒)
Event detail and data date
Exceedance events (count) and Valid sample size (observations) (表)
サンプルデータ行
| Trade date | Exceedance events (count) | Valid sample size (observations) | Data date (sample) |
|---|---|---|---|
| 2025-10-16 | 58 | 8 | 2025-10-16 |
| 2025-11-03 | 22 | 7 | 2025-11-03 |
| 2025-11-17 | 27 | 7 | 2025-11-17 |
| 2025-12-03 | 20 | 21 | 2025-12-03 |
| 2025-12-19 | 24 | 21 | 2025-12-19 |
| 2026-01-02 | 74 | 12 | 2026-01-02 |
| 2026-01-20 | 15 | 12 | 2026-01-20 |
| 2026-02-05 | 18 | 14 | 2026-02-05 |
| 2026-02-23 | 60 | 14 | 2026-02-23 |
| 2026-03-09 | 19 | 12 | 2026-03-09 |
| 2026-03-25 | 77 | 12 | 2026-03-25 |
| 2026-04-10 | 45 | 11 | 2026-04-10 |
| 2026-04-24 | 8 | 11 | 2026-04-24 |
| 2026-05-12 | 35 | 16 | 2026-05-12 |
| 2026-05-28 | 51 | 16 | 2026-05-28 |
| 2026-06-11 | 8 | 18 | 2026-06-11 |
| 2026-06-29 | 12 | 18 | 2026-06-29 |
| 2026-07-15 | 18 | 18 | 2026-07-15 |
| 2026-07-31 | 29 | 18 | 2026-07-31 |
| 2026-08-14 | 75 | 12 | 2026-08-14 |
| 2026-09-01 | 44 | 18 | 2026-09-01 |
| 2026-09-17 | 14 | 18 | 2026-09-17 |
| 2026-10-01 | 36 | 16 | 2026-10-01 |
| 2026-10-16 | 27 | 16 | 2026-10-16 |