Normal vs historical VaR comparison
Does assuming a normal distribution underestimate the tail?
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Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Latest value
- -2.16 percentage points
- Period average
- -0.49 percentage points
- Period high
- 14.17 percentage points
- Period low
- -14.82 percentage points
Normal vs historical VaR comparison
VaR difference (percentage points) (Line)
Valid sample size (observations)
Valid sample size (observations) (Bar)
Event detail and data date
VaR difference (percentage points) and Valid sample size (observations) (Table)
Sample data rows
| Trading day/observation period | VaR difference (percentage points) | Valid sample size (observations) | Data date (sample) |
|---|---|---|---|
| 2025-10-16 | -3.56 | 15 | 2025-10-16 |
| 2025-11-03 | 2.42 | 14 | 2025-11-03 |
| 2025-11-17 | -1.52 | 56 | 2025-11-17 |
| 2025-12-03 | -2.08 | 7 | 2025-12-03 |
| 2025-12-19 | 4.2 | 125 | 2025-12-19 |
| 2026-01-02 | -3.68 | 33 | 2026-01-02 |
| 2026-01-20 | 10.98 | 5 | 2026-01-20 |
| 2026-02-05 | 13.66 | 61 | 2026-02-05 |
| 2026-02-23 | 5.8 | 31 | 2026-02-23 |
| 2026-03-09 | -3.6 | 69 | 2026-03-09 |
| 2026-03-25 | 4.74 | 73 | 2026-03-25 |
| 2026-04-10 | 3.17 | 50 | 2026-04-10 |
| 2026-04-24 | -3.27 | 50 | 2026-04-24 |
| 2026-05-12 | 0.09 | 84 | 2026-05-12 |
| 2026-05-28 | -3.14 | 67 | 2026-05-28 |
| 2026-06-11 | -4.39 | 14 | 2026-06-11 |
| 2026-06-29 | 11.11 | 33 | 2026-06-29 |
| 2026-07-15 | -0.53 | 24 | 2026-07-15 |
| 2026-07-31 | -3.44 | 38 | 2026-07-31 |
| 2026-08-14 | -5.8 | 48 | 2026-08-14 |
| 2026-09-01 | 3.8 | 61 | 2026-09-01 |
| 2026-09-17 | 8.58 | 40 | 2026-09-17 |
| 2026-10-01 | -2.38 | 25 | 2026-10-01 |
| 2026-10-16 | -2.16 | 15 | 2026-10-16 |