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* Update generate_terminal_markdown.py * updates * update workflows * Automated Change * tests * tests * Automated Change * Update test_generate_docs.py * Automated Change * updates * Automated Change * Update gen-docs.yml * Update test.yml * Automated Change * Update test.yml * Automated Change * Update generate_sdk_markdown.py * Automated Change * test * Automated Change * testtt23 * Automated Change * Update generate_sdk_markdown.py * Automated Change * Automated Change * added empting reference folders before autogen docs * updates * Automated Change * update tests gitactions * Automated Change * up * Automated Change * Automated Change * update pytest * Automated Change * tests * Automated Change * examples update * Automated Change * Update generate_sdk_markdown.py * Automated Change * Update test.yml * Update generate_sdk_markdown.py * strip * Automated Change * Workflow : check test update * Automated Change * Automated Change * Automated Change * Update test.yml * Automated Change * Update test.yml * Automated Change * Automated Change * up * Automated Change * Update generate_sdk_markdown.py * Automated Change * update workflows * fix guides * testing * Update gh-pages.yml * Update gh-pages.yml Co-authored-by: tehcoderer <tehcoderer@users.noreply.github.com> Co-authored-by: Jeroen Bouma <jer.bouma@gmail.com> Co-authored-by: Chavithra PARANA <chavithra@gmail.com> Co-authored-by: Chavithra <Chavithra@users.noreply.github.com> Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com> Co-authored-by: jose-donato <jose-donato@users.noreply.github.com>
1.9 KiB
Vendored
1.9 KiB
Vendored
title, description
| title | description |
|---|---|
| var | OpenBB Terminal Function |
var
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 │
└───────┴─────────┴─────────────────┘