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

[hania khan]

need urgent reply

[Andres Salman]

hania khan Did you find an answer for your problem?

[Ines Pfingsthorn]

Hi! Did you solve this??

[Rich Goldstein]

for those of us who don't understand your jargon (remember that people from Statalist come from many different backgrounds), you should at least supply formulae as well as definition of what those terms mean