Ryan O'Connell, CFA, FRM walks through an example of how to calculate Value at Risk (VaR) in Excel using the Historical Method.

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Chapters:
0:00 - Calculate Daily Stock Price Returns
1:25 - Define Portfolio Assumptions
1:44 - Find Daily Profits and Losses
2:37 - Calculate Value at Risk (VaR) Using Historical Method
3:10 - Create VaR Histogram

Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.

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