VaR backtest exceedance chart
How many times did the historical risk model underestimate losses?
CSV 다운로드
샘플 JSON
사양 JSON
샘플 기준일
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) (캘린더)
Valid sample size (observations)
Valid sample size (observations) (막대)
Event detail and data date
Exceedance events (count) and Valid sample size (observations) (표)
샘플 데이터 행
| 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 |