27 Jul '13, 8am

Stress Testing Your Portfolio

Whenever I feel that the stock market is about to go into a bear market, I would run a stress test on my portfolio. The method I use is Value-at-Risk (VaR), which measures the amount of loss at a certain confidence level or probability of occurrence. For example, a VaR at 99% confidence level (which is equivalent to 1% probability of occurrence) of $1,000 would mean that the loss would not exceed $1,000 99% of the time. VaR has a holding period tagged to it, such as daily, monthly or yearly. A daily VaR at 99% confidence level (henceforth written as [email protected]%”) of $1,000 would mean that the loss for any one day would not exceed $1,000 99% of the time. As losses could accumulate over time, the longer the holding period, the larger is the VaR for the same confidence level. Assuming that share price changes follow a normal …

Full article: http://thefinance.sg/2013/07/27/stress-testing-your-portf...

Tweets

Staying in the ‘Here and Now’: The Best Anti-aging Medicine via @sharethis

Staying in the ‘Here and Now’: The Best Anti-ag...

emmagem.com 27 Jul '13, 9am

So many people are pre-occupied with looking for ways to maintain a youthful appearance, it has become a major industry. D...

Relax! It's the weekend. 5 ways to reduce stress now:

Relax! It's the weekend. 5 ways to reduce stres...

seventhgeneration.com 27 Jul '13, 3pm

Worrying is one of my hobbies. I say it as a joke, but the truth is, worrying all the time can really wear you down. When ...

Retiring Without Stress

Retiring Without Stress

care2.com 28 Jul '13, 5pm

Listen to and follow your heart. This is an opportunity to really look deeply. What do you want to do with your newfound t...

For your weekend reading pleasure, testing HTTP...

pivotallabs.com 26 Jul '13, 11pm

Welcome back to our semi-regularly scheduled program. This time around, we are going to take a look at how to write tests ...

#rails 4: Testing strong parameters #rails4

pivotallabs.com 28 Jul '13, 1am

UPDATE: Thanks to fellow Pivots Alex Kwiatkowski and Rick Reilly, we found that inheriting from ActionController::Paramete...

New Energy Storage Testing Center Coming To New...

solarindustrymag.com 27 Jul '13, 9am

The New York Battery and Energy Storage Technology Consortium (NY-BEST) and DNV KEMA Energy & Sustainability have partnere...

Testing of M9 replacement to start next year

airforcetimes.com 27 Jul '13, 6pm

There is good news for airmen eager to replace the M9 service pistol: Final approval for a replacement program is expected...

My Portfolio by echesbrough: Designed my Portfo...

freelancer.com 23 Jul '13, 1am

Project Description: Designed my Portfolio with Photoshop then built it from scratch using HTML, CSS, JQuery, Ruby on Rail...

Toyota begins testing Segway-like Winglet in Ja...

green.autoblog.com 26 Jul '13, 2pm

Public Sidewalk Trials of Toyota Personal Mobility Robot to Start in Japan The City of Tsukuba (Tsukuba) in Ibaraki Prefec...

Toyota begins testing Segway-like Winglet in Ja...

green.autoblog.com 26 Jul '13, 12pm

Public Sidewalk Trials of Toyota Personal Mobility Robot to Start in Japan The City of Tsukuba (Tsukuba) in Ibaraki Prefec...

Is Your Portfolio Melting the Polar Caps?

Is Your Portfolio Melting the Polar Caps?

triplepundit.com 01 Aug '13, 9am

In a lot of cases, most of us own the funds which hold the individual stocks. If that is the case, learn more about the fu...

10 Yoga Poses for Stress & Anxiety

10 Yoga Poses for Stress & Anxiety

care2.com 21 Jul '13, 12am

Practicing yoga is not only an effective stress reliever, but also a way to ease symptoms of anxiety. By transferring focu...