Value at Risk (VAR) is a measure of risk metric in finance used to quantify the potential loss in the value of a portfolio of assets or a single investment in a specific time horizon, given a certain level of confidence. For instance, lets say there is a VAR of $1000000 at the 95% confidence level in a daily time horizon period, that means that there is a 5%...
The Value at Risk Channel (VaR Channel) is a trading indicator designed to help traders control the level of risk exposure in their positions. The user can select a time period and a probability value, and the indicator will plot the upper and lower limits that the price can reach during the selected time period with the given probability. CONCEPTS The...
GA Value at Risk is a multifunctional tool. Its main purpose is to plot on the chart the Value at Risk . But it shows also integrated features related to the Volatility. Value at Risk is a measure of the risk of loss for investments, given normal market conditions, in a period. It measures and quantifies the level of financial risk. In this case, the risk...