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DJIA
Expected Shortfall Forecasts - Historical Simulation

Overview for the 90% confidence level

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Last updated:  Friday, 24.05.2019, 21:17:48 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 24.05.20191.83 2.583.16 3.654.08 4.474.83 5.165.48 5.77
1 Apple Inc.AAPL 24.05.20193.16 4.475.48 6.337.07 7.758.37 8.959.49 10.00
2 American Express Co.AXP 24.05.20192.30 3.253.98 4.605.14 5.636.09 6.516.90 7.27
3 Boeing Co.BA 24.05.20193.20 4.525.54 6.407.15 7.848.46 9.059.60 10.12
4 Caterpillar Inc.CAT 24.05.20193.55 5.016.14 7.097.93 8.689.38 10.0310.64 11.21
5 Cisco Systems, Inc.CSCO 24.05.20192.70 3.824.68 5.406.04 6.627.15 7.648.10 8.54
6 Chevron Corp.CVX 24.05.20192.54 3.594.40 5.085.68 6.226.72 7.187.62 8.03
7 Walt Disney Co.DIS 24.05.20192.21 3.123.83 4.424.94 5.415.84 6.256.63 6.98
8 DowDuPont Inc.DWDP 24.05.20193.88 5.486.71 7.758.67 9.4910.25 10.9611.63 12.26
9 General Electric Co.GE 24.05.20194.52 6.397.83 9.0410.11 11.0711.96 12.7913.56 14.30
10 Goldman Sachs Grp.GS 24.05.20192.84 4.014.91 5.676.34 6.957.50 8.028.51 8.97
11 Home Depot, Inc.HD 24.05.20192.31 3.263.99 4.615.16 5.656.10 6.526.92 7.29
12 IBM Corp.IBM 24.05.20192.67 3.774.62 5.345.96 6.537.06 7.558.00 8.44
13 Intel Corp.INTC 24.05.20193.41 4.825.90 6.817.62 8.349.01 9.6310.22 10.77
14 Johnson & JohnsonJNJ 24.05.20192.09 2.963.62 4.184.67 5.125.53 5.916.27 6.61
15 JPMorgan Chase & Co.JPM 24.05.20192.23 3.153.86 4.464.98 5.465.90 6.306.69 7.05
16 Coca-Cola Co.KO 24.05.20191.69 2.392.92 3.383.77 4.134.47 4.775.06 5.34
17 McDonalds Corp.MCD 24.05.20191.94 2.743.36 3.884.33 4.755.13 5.485.81 6.13
18 3M Co.MMM 24.05.20192.89 4.095.01 5.786.47 7.097.65 8.188.68 9.15
19 Merck & Co., Inc.MRK 24.05.20192.11 2.983.65 4.224.72 5.175.58 5.976.33 6.67
20 Microsoft Corp.MSFT 24.05.20192.78 3.944.82 5.576.23 6.827.37 7.878.35 8.80
21 NIKE, Inc.NKE 24.05.20192.71 3.834.69 5.426.06 6.647.17 7.668.13 8.57
22 Pfizer Inc.PFE 24.05.20192.08 2.953.61 4.174.66 5.105.51 5.896.25 6.59
23 Procter & Gamble Co.PG 24.05.20191.80 2.553.12 3.614.03 4.424.77 5.105.41 5.70
24 Travelers Companies, Inc.TRV 24.05.20192.14 3.033.71 4.294.79 5.255.67 6.066.43 6.78
25 UnitedHealth Group Inc.UNH 24.05.20192.62 3.714.54 5.255.86 6.426.94 7.427.87 8.29
26 United Techs. Corp.UTX 24.05.20192.56 3.624.43 5.125.73 6.276.77 7.247.68 8.10
27 Visa Inc.V 24.05.20192.53 3.574.38 5.055.65 6.196.69 7.157.58 7.99
28 Verizon Comms. Inc.VZ 24.05.20192.17 3.073.76 4.354.86 5.325.75 6.156.52 6.87
29 Walmart Inc.WMT 24.05.20192.25 3.193.90 4.505.04 5.525.96 6.376.76 7.12
30 Exxon Mobil Corp.XOM 24.05.20192.20 3.113.81 4.404.92 5.395.82 6.236.60 6.96
2019 VaR4cast.com