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Value at Risk is a term used in financial modeling and risk analysis. VaR describes the maximum loss not exceeded within a specified confidence limit. There's much more information and an Excel spreadsheet at the related link below

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Value at Risk is a risk measure used by financial analysists. It describes your potential loss at a given confidence level. Specifically, at a 99% confidence level, your value at risk is your minimum expected loss over 1% of the trading days. See the related link for a detailed discussion, and an Excel spreadsheet to calculate Value at Risk


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