jerry/OpenBB
1
0
Fork 0
mirror of https://github.com/OpenBB-finance/OpenBB.git synced 2026-11-03 07:51:49 +00:00
Code Issues Packages Projects Releases Wiki Activity
Files
cd08218c35aed534ad59309ff2ca99d08e94de6a
OpenBB/website/content/terminal/reference/stocks/qa/var.md
DidierRLopes 4ad995fdd0 Docs/terminalpro and improvement (#5622) 
* add first iteration of content for Terminal Pro

* Update index.md

* Update dashboards.md

* Update folders.md

* Update grouping.md

* Update report.md

* Update templates.md

* Update quick-start.md

* Update index.md

* Update index.md

* Update home.md

* Update news.md

* Update index.md

* Update index.md

* Update index.md

* Update data-provider.md

* Update chat-with-widget.md

* Update data-manipulation.md

* Update forecasting.md

* fix: images self closing tags

* fix: only pro visitors can see pro

* inter font

* improve SEO content and restructuring

* add new package for toggle on tutorials

* move folder around

* improve main page of each prod

* small updates and improvements

* fix logo above

* small improvement in headtitle for portfolio funcs

* fix typos from OpenAI's GPT-4

* fix _category_ json

* remove generic SEO words

* add script that generates SEO for documentation

* add missing file

* remove sdk warning message

* fix links for andrew

---------

Co-authored-by: jose-donato <zmcdonato@gmail.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
2023-10-30 21:01:29 +00:00

2.3 KiB
Vendored
Raw Blame History

title, description, keywords
title description keywords
var The page provides a comprehensive guide on the usage of 'var' command for calculating Value at Risk (VaR) of selected stocks. It includes details on parameters, usage, and examples.
Value at Risk
var
stocks
stock trading
VaR calculation
portfolio management
risk management
quantitative analysis
financial tools

import HeadTitle from '@site/src/components/General/HeadTitle.tsx';

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

Usage

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

Parameters

Name Description Default Optional Choices
use_mean If one should use the mean of the stocks return False True None
adjusted If the VaR should be adjusted for skew and kurtosis (Cornish-Fisher-Expansion) False True None
student_t If one should use the student-t distribution False True None
percentile Percentile used for VaR calculations, for example input 99.9 equals a 99.9 Percent VaR 99.9 True None
data_range Number of rows you want to use VaR over, ex: if you are using days, 30 would show VaR for the last 30 TRADING days 0 True None

Examples

2022 Feb 16, 11:18 (🦋) /stocks/qa/ $ var
          FB Value at Risk
┏━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━━━━┓
┃       ┃ VaR:    ┃ Historical VaR: ┃
┡━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━━━━┩
│ 90.0% │ -0.0305 │ -0.0233         │
├───────┼─────────┼─────────────────┤
│ 95.0% │ -0.0389 │ -0.0364         │
├───────┼─────────┼─────────────────┤
│ 99.0% │ -0.0546 │ -0.0578         │
├───────┼─────────┼─────────────────┤
│ 99.9% │ -0.0719 │ -0.1719         │
└───────┴─────────┴─────────────────┘