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var

Provides value at risk (short: VaR) of the selected stock.

Usageโ€‹

var [-m] [-a] [-s] [-p PERCENTILE] [-d DATA_RANGE]

Parametersโ€‹

NameParameterDescriptionDefaultOptionalChoices
use_mean-m --meanIf one should use the mean of the stocks returnFalseTrueNone
adjusted-a --adjustedIf the VaR should be adjusted for skew and kurtosis (Cornish-Fisher-Expansion)FalseTrueNone
student_t-s --studentIf one should use the student-t distributionFalseTrueNone
percentile-p --percentilePercentile used for VaR calculations, for example input 99.9 equals a 99.9 Percent VaR99.9TrueNone
data_range-d --datarangeNumber of rows you want to use VaR over, ex: if you are using days, 30 would show VaR for the last 30 TRADING days0TrueNone

Examplesโ€‹

2022 Feb 16, 11:18 (๐Ÿฆ‹) /stocks/qa/ $ var
FB Value at Risk
โ”โ”โ”โ”โ”โ”โ”โ”โ”ณโ”โ”โ”โ”โ”โ”โ”โ”โ”โ”ณโ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”“
โ”ƒ โ”ƒ VaR: โ”ƒ Historical VaR: โ”ƒ
โ”กโ”โ”โ”โ”โ”โ”โ”โ•‡โ”โ”โ”โ”โ”โ”โ”โ”โ”โ•‡โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”ฉ
โ”‚ 90.0% โ”‚ -0.0305 โ”‚ -0.0233 โ”‚
โ”œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”ผโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”ผโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”ค
โ”‚ 95.0% โ”‚ -0.0389 โ”‚ -0.0364 โ”‚
โ”œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”ผโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”ผโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”ค
โ”‚ 99.0% โ”‚ -0.0546 โ”‚ -0.0578 โ”‚
โ”œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”ผโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”ผโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”ค
โ”‚ 99.9% โ”‚ -0.0719 โ”‚ -0.1719 โ”‚
โ””โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”ดโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”ดโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”˜