1 Reply Latest reply: Jan 10, 2015 11:50 AM by Gysbert Wassenaar RSS

    Value at risk formula

      Good Morning I need to calculate the Value At Risk on a period of 2 years. These are the fields of my equities:

      Audi:

      LOAD year(Date) as Year,

        month(Date) as Month,

        Date,

           Open,

           High,

           Low,

           Close,

           Volume,

           [Adj Close],

           'AUDI' as Azione

       

      and i already calculated the CC returns.

      What is the formula to calculate the Value at risk?

      Thanks