command for returns, value at risk and conditional value at risk

[hania khan]

Hi,
I have the market prices of companies 1,2,3,4....1000 calculated the returns in excel but i also need to calculate Value at risk and Conditional Value at risk. I have data for 5 years and I want guidance/codes for all the three i.e. returns,VaR and CVaR for all the companies, weekly. if it can be done at once that is great. anyone plz help.

date	1	2	3	4
8/21/2013	88.8	73.55	44.5975	79.38
8/22/2013	88.26	73.46	44.73	79.77
8/23/2013	88.41	73.44	44.775	80.01
8/26/2013	87.53	73.03	43.75	78.54
8/27/2013	86.17	72.86	43.5425	77.97
8/28/2013	86.53	72.38	43.8025	76.85
8/29/2013	86.57	72.43	43.8425	77.31
8/30/2013	86.41	72.98	43.605	77.89
9/2/2013	86.41	72.98	43.605	77.89
9/3/2013	86.42	72.68	44.255	77.75
9/4/2013	86.9	72.91	44.0475	77.49
9/5/2013	87.04	72.67	44.0525	77.14
9/6/2013	87.16	72.59	44.1675	77.15
9/9/2013	87.56	73.51	44.6375	78.16
9/10/2013	88.53	73.96	46.1475	77.95
9/11/2013	89.23	74.05	46.5775	78.27
9/12/2013	89.01	73.91	46.265	78.26
9/13/2013	88.57	74.36	47.25	79.05
9/16/2013	89.03	74.78	47.345	80.16
9/17/2013	89.06	75.15	47.9	79.83
9/18/2013	89.91	76.42	48.4125	80.295
9/19/2013	90.07	76.21	48.6775	80.12
9/20/2013	89.68	75.83	49.7075	79.39
9/23/2013	89.09	76.42	49.06	79.28
9/24/2013	88.22	75.75	48.335	78.62
9/25/2013	87.08	74.65	47.89	77.72
9/26/2013	87.07	74.62	48.39	78.05
9/27/2013	86.73	74.36	48.2625	77.21
9/30/2013	86.69	73.96	47.775	75.59
10/1/2013	87.47	73.59	48.305	76.16
10/2/2013	87.29	73.72	47.955	75.93
10/3/2013	86.58	73.16	47.1625	75.84
10/4/2013	87.31	72.8	47.62	76.02
10/7/2013	86.59	71.87	46.5825	75.65
10/8/2013	85.61	72.9	45.6325	76.33
10/9/2013	85.96	73	45.9625	76.95
10/10/2013	87.78	74.79	47.2575	77.89
10/11/2013	89.45	74.82	48.05	78.48
10/14/2013	89.8	74.68	48.36	78.74
10/15/2013	89.93	74.37	47.8425	77.6
10/16/2013	91.11	75.6	48.9075	78.34
10/17/2013	91.97	75.78	49.57	79.42
10/18/2013	91.63	75.71	50.1125	79.41
10/21/2013	91.2	75.15	50.01	78.97
10/22/2013	92.36	76.32	49.995	80.38
10/23/2013	92.1	75.9	49.7225	80.91
10/24/2013	92.35	76.42	50.7275	80.61
10/25/2013	92.09	76.08	50.765	80
10/28/2013	92.39	77.14	50.77	81.3
10/29/2013	93.14	77.06	51.06	82.46

[Shakeel Sajjad]

Hi,
Did you get any response? I have same problem

[Carlo Lazzaro]

Hania & Shakeel:
please repost your queries on thr General forum, as this one is for practising purposes only (as per FAQ). Thanks.