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Value at Risk (VaR)
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VaR or Value at Risk measures maximum potential loss in value of an asset or portfolio over a defined period at a given confidence interval. VaR is used to estimate maximum downside risk of an investment.
The VaR of important global commodities can be obtained from below. We have already entered default values, which can be changed as required. We hope that the ready availability of VaR will act as a quick reference point for research and other purposes.
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Note: You may share your views, thoughts, and suggestions with us at research@mcxindia.com |
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| Disclaimer: |
| Every effort has been made to ensure high quality and accuracy of the content provided in Value at Risk. Under any circumstances, MCX shall not be liable to any user for intended/accidental errors. Users may carry out due diligence before using any data/information herein, MCX will not be responsible for any discrepancies/disputes arising out of such use. |
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