I'm struggling to find VaR & ES data for ETF's on websites such yahoo finance & Morningstar. Where can I find this data?
Thanks,
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Sign up to join this communityI'm struggling to find VaR & ES data for ETF's on websites such yahoo finance & Morningstar. Where can I find this data?
Thanks,
Better to compute it by yourself either using Historical simmulation
, Monte Carlo
, or simple parametric method such as variance-covariance
. Alternatively subscribe toBloomberg Risk Analytics, populate the ISIN(s) for your ETF(s) and get the relevant metrics.