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DJIA
Expected Shortfall Forecasts - Historical Simulation

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 Dow Jones IndexDJIA 21.08.20191.94 2.743.35 3.874.33 4.745.12 5.485.81 6.12
1 Apple Inc.AAPL 21.08.20193.19 4.515.53 6.387.14 7.828.44 9.039.57 10.09
2 American Express Co.AXP 21.08.20192.43 3.444.21 4.865.43 5.956.43 6.877.29 7.68
3 Boeing Co.BA 21.08.20193.36 4.755.82 6.727.51 8.238.89 9.5010.08 10.63
4 Caterpillar Inc.CAT 21.08.20193.64 5.146.30 7.278.13 8.919.62 10.2810.91 11.50
5 Cisco Systems, Inc.CSCO 21.08.20192.99 4.235.19 5.996.69 7.337.92 8.478.98 9.47
6 Chevron Corp.CVX 21.08.20192.60 3.684.50 5.205.81 6.376.88 7.357.80 8.22
7 Walt Disney Co.DIS 21.08.20192.28 3.223.95 4.565.10 5.586.03 6.456.84 7.21
8 DowDuPont Inc.DWDP 31.05.20193.88 5.486.71 7.758.67 9.4910.26 10.9611.63 12.26
9 General Electric Co.GE 21.08.20194.75 6.718.22 9.5010.62 11.6312.56 13.4314.24 15.01
10 Goldman Sachs Grp.GS 21.08.20192.96 4.195.13 5.926.62 7.257.83 8.378.88 9.36
11 Home Depot, Inc.HD 21.08.20192.29 3.243.97 4.585.12 5.616.06 6.486.87 7.24
12 IBM Corp.IBM 21.08.20192.78 3.944.82 5.576.22 6.827.36 7.878.35 8.80
13 Intel Corp.INTC 21.08.20193.46 4.895.99 6.917.73 8.479.14 9.7710.37 10.93
14 Johnson & JohnsonJNJ 21.08.20192.27 3.213.93 4.535.07 5.556.00 6.416.80 7.17
15 JPMorgan Chase & Co.JPM 21.08.20192.35 3.334.08 4.715.26 5.766.23 6.667.06 7.44
16 Coca-Cola Co.KO 21.08.20191.75 2.473.02 3.493.90 4.284.62 4.945.24 5.52
17 McDonalds Corp.MCD 21.08.20191.96 2.773.39 3.914.38 4.795.18 5.545.87 6.19
18 3M Co.MMM 21.08.20192.93 4.155.08 5.876.56 7.187.76 8.308.80 9.27
19 Merck & Co., Inc.MRK 21.08.20192.26 3.193.91 4.525.05 5.535.98 6.396.78 7.14
20 Microsoft Corp.MSFT 21.08.20192.91 4.125.05 5.836.52 7.147.71 8.248.74 9.22
21 NIKE, Inc.NKE 21.08.20192.71 3.834.69 5.426.05 6.637.16 7.668.12 8.56
22 Pfizer Inc.PFE 21.08.20192.38 3.364.12 4.765.32 5.836.29 6.737.14 7.52
23 Procter & Gamble Co.PG 21.08.20191.93 2.733.34 3.864.32 4.735.11 5.465.79 6.10
24 Travelers Companies, Inc.TRV 21.08.20192.25 3.183.90 4.505.03 5.515.95 6.366.75 7.12
25 UnitedHealth Group Inc.UNH 21.08.20192.73 3.854.72 5.456.09 6.687.21 7.718.18 8.62
26 United Techs. Corp.UTX 21.08.20192.74 3.884.75 5.496.14 6.727.26 7.768.23 8.68
27 Visa Inc.V 21.08.20192.64 3.744.58 5.295.91 6.476.99 7.477.93 8.36
28 Verizon Comms. Inc.VZ 21.08.20192.31 3.274.01 4.625.17 5.666.12 6.546.94 7.31
29 Walmart Inc.WMT 21.08.20192.19 3.093.79 4.384.89 5.365.79 6.196.56 6.92
30 Exxon Mobil Corp.XOM 21.08.20192.32 3.294.02 4.655.20 5.696.15 6.576.97 7.35
2019 VaR4cast.com