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Expected Shortfall Forecasts - Historical Simulation

Overview for the 90% confidence level

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Last updated:  Friday, 23.08.2019, 21:52:54 Horizon (trading days)
  Name Code Last price 1 2 3 4 5 6 7 8 9 10
 sort_inactivesort_inactive sort_inactivesort_inactivesort_inactivesort_inactivesort_inactivesort_inactivesort_inactivesort_inactivesort_inactivesort_inactive
1 Australian dollarAUD 23.08.20190.66 0.931.14 1.321.48 1.621.75 1.871.98 2.09
2 Brazilian realBRL 23.08.20191.46 2.062.52 2.913.25 3.563.85 4.124.37 4.60
3 Canadian dollarCAD 23.08.20190.75 1.051.29 1.491.67 1.831.97 2.112.24 2.36
4 Swiss francCHF 23.08.20190.51 0.720.88 1.021.14 1.251.35 1.441.53 1.62
5 Chinese yuan renmi.CNY 23.08.20190.62 0.871.07 1.241.38 1.511.64 1.751.85 1.96
6 Czech korunaCZK 23.08.20190.31 0.440.54 0.620.70 0.760.82 0.880.93 0.98
7 Danish kroneDKK 23.08.20190.02 0.030.04 0.040.05 0.050.06 0.060.06 0.07
8 UK pound sterlingGBP 23.08.20190.74 1.041.28 1.471.65 1.811.95 2.092.21 2.33
9 Hong Kong dollarHKD 23.08.20190.73 1.031.26 1.461.63 1.791.93 2.062.19 2.31
10 Croatian kunaHRK 23.08.20190.14 0.200.24 0.280.32 0.350.37 0.400.42 0.45
11 Hungarian forintHUF 23.08.20190.46 0.650.80 0.931.04 1.131.22 1.311.39 1.46
12 Indonesian rupiahIDR 23.08.20190.70 0.991.22 1.401.57 1.721.86 1.992.11 2.22
13 Indian rupeeINR 23.08.20190.80 1.131.38 1.591.78 1.952.11 2.252.39 2.52
14 Japanese yenJPY 23.08.20190.86 1.211.48 1.711.91 2.102.26 2.422.57 2.71
15 Korean wonKRW 23.08.20190.80 1.131.39 1.601.79 1.962.12 2.262.40 2.53
16 Mexican pesoMXN 23.08.20191.13 1.601.95 2.262.52 2.762.99 3.193.39 3.57
17 Malaysian ringgitMYR 23.08.20190.68 0.951.17 1.351.51 1.651.79 1.912.03 2.14
18 Norwegian kroneNOK 23.08.20190.60 0.851.04 1.201.34 1.471.59 1.701.80 1.90
19 New Zealand dollarNZD 23.08.20190.75 1.061.30 1.501.68 1.841.99 2.122.25 2.38
20 Philippine pisoPHP 23.08.20190.78 1.101.34 1.551.74 1.902.05 2.202.33 2.46
21 Polish zlotyPLN 23.08.20190.40 0.570.70 0.810.90 0.991.07 1.141.21 1.28
22 Russian RoubleRUB 23.08.20191.09 1.531.88 2.172.43 2.662.87 3.073.26 3.43
23 Swedish kronaSEK 23.08.20190.62 0.881.08 1.251.40 1.531.65 1.771.87 1.97
24 Singapore dollarSGD 23.08.20190.46 0.650.80 0.921.03 1.131.22 1.311.39 1.46
25 Thai bhatTHB 23.08.20190.65 0.921.13 1.301.45 1.591.72 1.841.95 2.05
26 Turkish liraTRY 23.08.20191.92 2.713.33 3.844.29 4.705.08 5.435.76 6.07
27 US dollarUSD 23.08.20190.74 1.041.28 1.481.65 1.811.95 2.092.21 2.33
28 South African RandZAR 23.08.20191.50 2.122.60 3.003.36 3.683.97 4.254.51 4.75
2019 VaR4cast.com