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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