HP VaR add-in for MS Excel
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HP VaR is an
easy-to-use tool for assessing market risk of portfolios of various
securities such as stocks or fund shares.
As a portfolio manager,
you are subject to market risk, which reflects the potential loss caused by
the decrease in the market value of a portfolio. Value at Risk (VaR) is the
standard measure that many investors use to quantify this risk. VaR answers
the question, “What is the most I should expect to lose over a defined
period with 95-99 percent certainty?”
HP VaR includes
two common methods of calculating VAR: the historical method and the
variance-covariance method.
HP VaR enables you
to easily build the best portfolio regarding your risk tolerance level.
You have just to repeat
the two following steps as many times as necessary to achieve your goal:
1/ Determine what and how
many assets to include in your portfolio.
2/ Evaluate the resulting expected return on the portfolio, and the risk
associated with this return in calculating VaR and other statistics.
After HP VaR
add-in has been loaded, a new menu, named 'Value at Risk', appears at the
end of the Excel menu bar, just before the Help menu.
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 Main features:
- Expected return and
standard deviation of the assets and portfolios using historical data
- Correlation matrix of the asset returns
- Relative frequency and cumulative distributions of the portfolio returns (table and charts)
- Historical and parametric (variance-covariance) VaR (with a 95% and 99%
level of confidence)
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HP VaR is
compatible with all Excel versions from
version 97 to version 2007
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International:
HP VaR is available
in English and French. Non English/French Excel: let us know if you
encounter error messages using this add-in. Need another language version? Once registered, send
us an email and tell us the language that you would like to translate HP VaR
to. We will provide you with all text included in HP VaR. Once we have
received your translation, we will include it in HP VaR and send you this
new language version for free.
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Pricing request:
If you are interested in
this product,
send us
an email for pricing. Please, do not forget to include the following
information:
name, job, company, country, budget, type of use and other information that
will help us to give you a competitive price.
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