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

    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
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