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63 lines
2.3 KiB
Markdown
Vendored
63 lines
2.3 KiB
Markdown
Vendored
---
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title: var
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description: The page provides a comprehensive guide on the usage of 'var' command
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for calculating Value at Risk (VaR) of selected stocks. It includes details on parameters,
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usage, and examples.
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keywords:
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- Value at Risk
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- var
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- stocks
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- stock trading
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- VaR calculation
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- portfolio management
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- risk management
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- quantitative analysis
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- financial tools
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---
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import HeadTitle from '@site/src/components/General/HeadTitle.tsx';
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<HeadTitle title="stocks/qa/var - Reference | OpenBB Terminal Docs" />
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Provides value at risk (short: VaR) of the selected stock.
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### Usage
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```python
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var [-m] [-a] [-s] [-p PERCENTILE] [-d DATA_RANGE]
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```
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---
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## Parameters
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| Name | Description | Default | Optional | Choices |
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| ---- | ----------- | ------- | -------- | ------- |
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| use_mean | If one should use the mean of the stocks return | False | True | None |
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| adjusted | If the VaR should be adjusted for skew and kurtosis (Cornish-Fisher-Expansion) | False | True | None |
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| student_t | If one should use the student-t distribution | False | True | None |
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| percentile | Percentile used for VaR calculations, for example input 99.9 equals a 99.9 Percent VaR | 99.9 | True | None |
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| 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 |
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---
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## Examples
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```python
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2022 Feb 16, 11:18 (🦋) /stocks/qa/ $ var
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FB Value at Risk
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┏━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━━━━┓
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┃ ┃ VaR: ┃ Historical VaR: ┃
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┡━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━━━━┩
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│ 90.0% │ -0.0305 │ -0.0233 │
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├───────┼─────────┼─────────────────┤
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│ 95.0% │ -0.0389 │ -0.0364 │
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├───────┼─────────┼─────────────────┤
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│ 99.0% │ -0.0546 │ -0.0578 │
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├───────┼─────────┼─────────────────┤
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│ 99.9% │ -0.0719 │ -0.1719 │
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└───────┴─────────┴─────────────────┘
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```
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---
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