Discussion Board for collaboration related to Creating Analytics for QlikView.
Hi, i am new to qlikview and i'd like to make an application that has an input some tables from yahoo finance and then calculates the VaR (Value at Risk) , but i have some problems with the formula.
In the input file i need the field avg[Adj Close], Stdev[Adj Close] and a sum of money
I tried with:
(exp(Avg([Adj Close])+ Stdev([Adj Close])*NORM(0.05))-1)*120000) as VaR_5%
but the result the formula doesn't work
In r the formula is VaR = (exp(mean+ stdev*qnorm(0.05)) -1)*120000
where qnorm is a normal distribution with a confidence intervals at 95%.
the main problem is that i don't found the corrispondence qnorm formula in qlik
Can anyone help me with the cc returns formula? Thanks in advance and sorry for my bad english
Go to Solution.
This should do it:
(exp(Avg([Adj Close])+ Stdev([Adj Close])*NORMINV(0.05,0,1))-1)*120000
Post a sample file.
Post a sample file......
here the file .qvw and the cvs table.
Thanks it seems work.