Value at Risk in Financial Formulas

Value at Risk (VaR) is a general measure of risk developed to equate risk across products and to aggregate risk on a portfolio basis. And is denoted by VaR.

Formulas to find Value at Risk in Financial

fxValue at RiskGo

List of variables in Financial formulas

fx Mean of Profit and Loss Go

fx Standard Deviation of Profit and Loss Go

fx Standard Normal Variate Go

FAQ

What is the Value at Risk?

Value at Risk (VaR) is a general measure of risk developed to equate risk across products and to aggregate risk on a portfolio basis.

Can the Value at Risk be negative?

{YesorNo}, the Value at Risk, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

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