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EStoxx50
Expected Shortfall Forecasts - VaR4cast Method

Overview for the 90% confidence level

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Last updated:  Wednesday, 21.08.2019, 21:01:50
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
0 Euro Stoxx 50 IndexEStoxx50 21.08.20191.98 2.683.22 3.694.08 4.474.74 5.035.28 5.49
1 Anheuser-Busch InBevABI 21.08.20192.43 3.354.09 4.745.28 5.676.13 6.506.96 7.30
2 Ahold Delhaize NVAD 21.08.20192.34 3.313.98 4.545.09 5.525.94 6.356.65 6.94
3 adidas AGADS 21.08.20192.60 3.794.57 5.285.92 6.466.98 7.447.82 8.22
4 LAir Liquide SAAI 21.08.20192.40 3.303.95 4.474.91 5.265.60 5.946.36 6.69
5 Airbus SEAIR 21.08.20192.92 4.175.07 5.826.43 7.057.59 8.018.48 8.98
6 Allianz SEALV 21.08.20191.84 2.673.27 3.734.12 4.494.81 5.145.45 5.68
7 ASML Holding NVASML 21.08.20193.05 4.225.00 5.646.12 6.627.08 7.427.81 8.20
8 BASF SEBAS 21.08.20192.79 3.854.74 5.365.94 6.477.00 7.497.93 8.24
9 Bayer AGBAYN 21.08.20193.67 5.136.15 7.037.85 8.619.30 9.7910.29 10.80
10 Bco Bilb.V.Arg.BBVA 21.08.20193.04 4.355.37 6.186.91 7.518.11 8.649.10 9.61
11 BMW AGBMW 21.08.20192.54 3.684.48 5.205.87 6.446.94 7.417.84 8.28
12 Danone SABN 21.08.20191.79 2.533.06 3.513.89 4.184.53 4.865.14 5.41
13 BNP Paribas SABNP 21.08.20192.68 3.974.87 5.556.21 6.787.31 7.838.31 8.73
14 CRH plcCRG 21.08.20192.81 3.764.48 5.185.80 6.236.62 7.127.48 7.84
15 AXA SACS 21.08.20192.09 3.143.99 4.635.27 5.766.26 6.687.07 7.42
16 Daimler AGDAI 21.08.20193.14 4.615.66 6.487.18 7.898.44 9.009.51 9.90
17 Dt. Bank AGDBK 21.08.20194.80 6.888.30 9.7210.74 11.6912.55 13.3614.24 15.07
18 Vinci SADG 21.08.20192.47 3.374.00 4.595.12 5.495.88 6.246.64 6.92
19 Dt. Post AGDPW 21.08.20192.54 3.504.27 4.855.35 5.876.28 6.677.03 7.37
20 Dt. Telekom AGDTE 21.08.20191.60 2.292.79 3.173.58 3.904.22 4.514.78 5.02
21 Essilor Intl. SAEI 21.08.20192.54 3.484.22 4.845.28 5.726.05 6.396.78 7.22
22 Enel SpAENEL 21.08.20193.00 3.834.55 5.235.74 6.276.71 7.067.43 7.71
23 ENGIE SAENGI 21.08.20192.13 3.173.92 4.555.15 5.616.08 6.496.81 7.20
24 Eni S.p.A.ENI 21.08.20192.58 3.504.13 4.715.21 5.696.06 6.436.82 7.23
25 E.ON SEEOAN 21.08.20192.56 3.664.49 5.215.73 6.196.59 7.127.57 7.97
26 TOTAL SAFP 21.08.20192.45 3.394.08 4.775.25 5.696.07 6.426.74 7.13
27 Fresenius SE & Co. KGaAFRE 21.08.20192.49 3.374.08 4.695.20 5.646.14 6.486.84 7.13
28 Societe GeneraleGLE 21.08.20193.20 4.946.03 7.107.96 8.779.50 10.1010.66 11.19
29 Iberdrola, SAIBE 21.08.20191.70 2.422.94 3.433.84 4.224.51 4.795.16 5.39
30 ING Groep NVINGA 21.08.20192.97 4.405.51 6.527.32 7.918.44 8.969.43 9.88
31 Intesa Sanpaolo S.p.A.ISP 21.08.20192.96 4.195.14 5.926.71 7.288.04 8.598.96 9.38
32 Inditex, SAITX 21.08.20192.57 3.534.32 4.935.44 5.856.28 6.677.06 7.31
33 LVMH SEMC 21.08.20192.87 3.924.78 5.425.96 6.516.91 7.327.65 8.03
34 Münchener Rück.MUV2 21.08.20191.81 2.623.21 3.704.06 4.444.80 5.115.38 5.67
35 Nokia CorporationNOKIA 21.08.20193.11 4.535.66 6.517.37 8.008.61 9.229.68 10.16
36 LOréal SAOR 21.08.20192.35 3.173.74 4.234.67 5.015.39 5.675.97 6.23
37 Orange SAORA 21.08.20191.67 2.402.86 3.333.71 4.094.41 4.694.98 5.25
38 K. Philips NVPHIA 21.08.20192.34 3.394.12 4.625.12 5.596.09 6.386.66 6.98
39 Safran SASAF 21.08.20192.75 3.844.58 5.245.74 6.196.57 6.957.35 7.73
40 Bco. Santander, SASAN 21.08.20192.93 4.225.26 6.116.83 7.408.00 8.549.08 9.57
41 SanofiSAN 21.08.20192.33 3.163.73 4.284.77 5.225.64 6.056.34 6.61
42 SAP SESAP 21.08.20192.76 3.864.66 5.225.65 6.096.54 6.917.23 7.54
43 Saint-Gobain SASGO 21.08.20192.80 3.924.74 5.436.04 6.627.10 7.688.06 8.48
44 Siemens AGSIE 21.08.20192.53 3.514.15 4.775.29 5.716.14 6.576.85 7.17
45 Schneider Electric SESU 21.08.20192.97 4.084.90 5.646.21 6.787.20 7.617.97 8.37
46 Telefónica, SATEF 21.08.20192.73 4.045.08 5.956.83 7.377.99 8.509.06 9.44
47 Unibail-Rodamco SEURW 21.08.20192.09 2.953.59 4.084.47 4.935.36 5.695.99 6.28
48 Unilever NVUNA 21.08.20192.03 2.853.41 3.954.42 4.865.23 5.575.78 6.05
49 Vivendi SAVIV 21.08.20192.20 3.093.77 4.364.80 5.225.58 5.926.30 6.61
50 Volkswagen AGVOW3 21.08.20192.59 3.744.62 5.436.00 6.617.21 7.678.17 8.57
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