← SET
SHCOMP
SHCOMP (China)
SP500 →
Returns Time Series
Returns chart for SHCOMP
Returns Distribution
Density chart for SHCOMP
Value at Risk (VaR)
VaR chart for SHCOMP
Expected Shortfall (ES)
ES chart for SHCOMP
Autocorrelation Function
ACF chart for SHCOMP
QQ Plots
QQ plots for SHCOMP
Extreme Event Analysis
Extreme events chart for SHCOMP
Extreme Risk. Daily Market Risk Forecasts

Real-time market risk analysis and forecasts for global financial markets

© Jon Danielsson