parent_command:stocks/qa
usage: var [-m] [-a] [-s] [-p PERCENTILE] [-d DATA_RANGE]

Provides value at risk (short: VaR) of the selected stock.

optional arguments:
  -m, --mean            If one should use the mean of the stocks return (default: False)
  -a, --adjusted        If the VaR should be adjusted for skew and kurtosis (Cornish-Fisher-Expansion) (default: False)
  -s, --student         If one should use the student-t distribution (default: False)
  -p PERCENTILE, --percentile PERCENTILE
                        Percentile used for VaR calculations, for example input 99.9 equals a 99.9 Percent VaR (default: 99.9)
  -d DATA_RANGE, --datarange DATA_RANGE
                        Number of rows you want to use VaR over, ex: if you are using days, 30 would show VaR for the last 30 TRADING days (default: 0)


Examples:
- To calculate the value at risk for a specific stock: stocks/load <SYMBOL>/qa/var
- Calculate the value at risk using the mean of the stock's return: stocks/load <SYMBOL>/qa/var -m
- Determine the adjusted value at risk with Cornish-Fisher-Expansion: stocks/load <SYMBOL>/qa/var -a
- Compute the value at risk using the student-t distribution: stocks/load <SYMBOL>/qa/var -s
- Find the value at risk at a specific percentile, for example, 95th percentile: stocks/load <SYMBOL>/qa/var -p 95
- Calculate the value at risk over a specific data range, such as the last 30 trading days: stocks/load <SYMBOL>/qa/var -d 30
- Obtain the adjusted value at risk using the mean of the stock's return and a specific data range: stocks/load <SYMBOL>/qa/var -m -a -d 30