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-0.170 1
-0.162 0 Histogram
-0.155 1 700
-0.147 0
-0.139 1 600
-0.132 0
-0.124 0 500
-0.116 0
-0.108 1 400
-0.101 0
Frequency
300
-0.093 0
-0.085 2 200
-0.078 0
-0.070 2 100
-0.062 6
-0.054 4 0
-0.047 11 70 47 24 01 78 54 31 08 1 5 38 61 8 4 08 3 1 54 7 7 00
0 .1 0.1 0.1 0.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.1 0.1 0.1 0.2
-0.039 19 - - - - - - - -
-0.031 35
Bin
-0.024 77
-0.016 167
-0.008 289
0.000 504
0.007 574
0.015 440
0.023 214
0.030 75
0.038 29
0.046 23
0.054 5
0.061 4
0.069 5
0.077 6
0.084 0
0.092 0
0.100 0
0.108 1
0.115 1
0.123 1
0.131 1
0.138 0
0.146 0
0.154 0
0.162 0
0.169 0
0.177 0
0.185 0
0.192 0
0.200 0
0.208 0
More 1
m
Frequency
1 4 8 1 4 7 0
08 1 0 13 1 5 17 2 0
0. 0 . 0. 0 . 0. 0 .
SHB
VaR Analysis
Data
VaR Analysis
Past returns
Number of obs 2500
Min daily return -17.02%
Max daily return 21.55%
Average daily return 0.06%
Range 38.57%
Parametric
Standard deviation 1.86%
5% VaR daily return -3.00%
5% VaR opening price 58.20
5% VaR $ ($59,928.25)
Historical
Lower 5% of obs 125
5% VaR daily return -2.68%
5% VaR opening price 58.39
5% VaR $ ($53,565.34)