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VaR Calcn by jainjash56 is a document available to read on EtoBox.

What is VaR Calcn about?

The document presents a Value at Risk (VaR) calculation for a portfolio consisting of NIFTY 50 and gold, with a total portfolio value of ₹1,000,000. The expected return for NIFTY 50 is 12% and for gold is 12.34%, resulting in a VaR of ₹4,708.57 at a 95% confidence interval over 15 days. It also includes historical returns data for both NIFTY and gold over a specified period.

Author

jainjash56

Language

EN