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  4. 95980210 / WESTERN UNION CO

95980210 / WESTERN UNION CO

1974-01-01 to 2012-12-31
Non-overlapping, 99% VaR Non-overlapping, 99% ES 10-day overlapping, 99% VaR 10-day overlapping, 99% ES Non-overlapping, 97.5% VaR Non-overlapping, 97.5% ES 10-day overlapping, 97.5% VaR 10-day overlapping, 97.5% ES
obs 181.00 181.00 172.00 172.00 181.00 181.00 172.00 172.00
min 1.85 2.46 1.94 2.17 1.56 2.00 1.53 1.86
max 4.09 5.56 4.85 5.43 3.35 4.44 3.83 4.66
mean 2.64 3.54 3.62 4.06 2.17 2.86 2.87 3.48
st.dev. 0.57 0.79 0.68 0.76 0.46 0.62 0.54 0.65
Q5% 1.96 2.61 2.35 2.63 1.62 2.12 1.86 2.26
Q50% 2.48 3.30 3.70 4.14 2.05 2.69 2.96 3.55
Q95% 3.77 5.13 4.54 5.08 3.09 4.10 3.59 4.36