4. VaR Data You can calculate your own VaR statistics by downloading recent security price data off...

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4. VaR Data You can calculate your own VaR statistics by downloading recent security price data off the web. Go to finance.yahoo.com and enter the ticker symbol ^GSPC (don’t forget the caret when entering ticker symbols for stock indexes). Now click on the link for “Historical Data.”

There you will see that you can get daily, weekly, or monthly price data for any period by setting the beginning and ending dates as indicated under “Historical Prices.” You can also download the price data into a spreadsheet. Go to the bottom of the page and click on the “Download Data”

link. With the downloaded price data, you will need to calculate returns and then return averages and standard deviations. Using these, calculate the VaR statistics for your data as discussed and illustrated in this chapter.

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Fundamentals Of Investments Valuation And Management

ISBN: 9781260013979

9th Edition

Authors: Bradford Jordan, Thomas Miller, Steve Dolvin

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