Run a Stock Risk Analysis and calculate Value @ Risk metric

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What you get with this Hourlie

You will receive a spreadsheet that converts stock prices/cash-flow forecasts (your inputs) to returns and calculates descriptive statistics for the time series (this spreadsheet is for only one data set at the time), these are; mean, standard deviations, skewness and kurtosis, also the spread sheet is designed to forecast possible loss on investment based on a confident level and a period (days) ahead.

Your inputs:
This spread sheet will require you to copy and paste daily prices for your stock/asset choice, in addition to:

1. Level of risk measure or the significance level (1%, 5%, 10%).
2. Risk horizon period, number of days to look ahead (normally is 1, 5 10 days ahead)
3. The value of your investment or portfolio exposure.

These inputs will generate the following outputs:
1. Descriptive statistics for level prices and returns for the asset
2. Daily and annual volatility exposure level.
3. Four different methods of Value at Risk calculation based on Normal Distribution, Historical, Monte Carlo and an overall Average measure.

Value at Risk (VaR) is a measure of the risk of investments. It estimates how much a set of investments might lose, given normal market conditions, in a set time period such as a day. VaR is typically used by firms and regulators in the financial industry to gauge the amount of assets needed to cover possible losses.

This part of the spreadsheet calculates value at risk based on three methods, normal, historical and monte carlo simulation. You only need to enter your raw data (price level data not returns), for example daily prices of SP500 assets and the outputs will be generated automatically.
How can use this?
1. A joiner stock analyst or market risk analyst.
2. Undergraduate or MSc student studying finance or financial economics.
3. A small business owner that wants to assess his risk exposure.
How useful this is spreadsheet and what can it be used for?
1. Stock analysis to pick stocks for investment or to compare risk exposure for a specific amount of investment for number of days.
2. Understand how to apply the concept of Value at Risk to a portfolio of assets (this spreadsheet is a one asset portfolio).
3. How to calculate different value at risk metrics.

Get more with Hourlie Add-ons

  • I can provide a tailor made spreadsheet that suits your requirement with multi assets and provide a report

    Additional 2 working days

  • I can deliver all work in 1 working day

What the Seller needs to start the work

To purchase this spreadsheet nothing is need if you are inputting your data. For the add-on I will require name of assets and weights for each (amount of investment) if the stock are publicly traded otherwise data will be required.