{"text_format":"1","workbook":"xlsx","n_sheets":1,"sheets":["monte carlo value-at-risk"],"not_rendered":{"charts":0,"images":1,"macros":1,"external_links":0,"defined_names":0,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900"}

{"sheet":"monte carlo value-at-risk","index":0,"n_rows":114,"n_cols":11,"rows_kept":114,"cut":false,"hidden":false,"merged":[]}
[]
[]
[]
[null,"http://breakingdownfinance.com"]
[]
[null,"Wealth",10000000]
[null,"Stock price",25]
[null,"daily return",1E-4]
[null,"daily volatility",0.05]
[null,"Period",10]
[null,"dt",{"$f":"1/260","v":3.8461538461538464E-3}]
[null,"Simulations",100]
[]
[null,"Day","Stockprice",null,"Return",null,null,"Probability",0.99,0.95,0.9]
[null,1,25.022693404862444,null,4.6757300471320651E-3,null,null,"xday VaR",{"$f":"PERCENTILE(OFFSET(E15,0,0,COUNT(E15:E1048576)),1-I14)","v":-1.799588040978178E-2},{"$f":"PERCENTILE(OFFSET(E15,0,0,COUNT(E15:E1048576)),1-J14)","v":-1.4104669038717165E-2},{"$f":"PERCENTILE(OFFSET(E15,0,0,COUNT(E15:E1048576)),1-K14)","v":-9.8650473767647913E-3}]
[null,2,24.921929425492621,null,1.0332589688557547E-3,null,null,"xday VaR",{"$f":"I15*$C$6","v":-179958.8040978178},{"$f":"J15*$C$6","v":-141046.69038717166},-98650.473767647913]
[null,3,25.013860132598669,null,-5.0565234513072488E-3]
[null,4,25.072199336572584,null,8.4232246518636256E-3]
[null,5,25.0798399134713,null,2.8872343441710413E-3]
[null,6,25.052066866513744,null,2.2292663213976383E-3]
[null,7,24.994914442934768,null,-5.4430427626427358E-3]
[null,8,25.005793179344973,null,1.2769359863420648E-2]
[null,9,25.142696092391969,null,-1.1227678686587028E-2]
[null,10,25.009768867179226,null,1.7621313386078308E-2]
[null,null,null,null,-5.3489012699281524E-3]
[null,null,null,null,-1.2889517571256337E-2]
[null,null,null,null,8.6189675184678016E-3]
[null,null,null,null,3.4641142418181392E-3]
[null,null,null,null,2.8300135147732997E-2]
[null,null,null,null,-4.7147176464877871E-3]
[null,null,null,null,-2.5717705865160312E-3]
[null,null,null,null,2.730766932541373E-3]
[null,null,null,null,-9.1665081128226022E-3]
[null,null,null,null,8.1885719050533989E-3]
[null,null,null,null,-8.9352710000745184E-4]
[null,null,null,null,8.9214632250369519E-3]
[null,null,null,null,3.7990296910850319E-3]
[null,null,null,null,-6.6366308593327483E-3]
[null,null,null,null,8.1316333160252885E-3]
[null,null,null,null,-8.4541970556062385E-4]
[null,null,null,null,6.2124010920316941E-4]
[null,null,null,null,1.7381111421335138E-3]
[null,null,null,null,5.0194183849312513E-3]
[null,null,null,null,-1.6486768286345543E-2]
[null,null,null,null,-1.8365988520088972E-2]
[null,null,null,null,-4.6148347789188859E-3]
[null,null,null,null,2.9755210135473664E-3]
[null,null,null,null,1.3371133901128651E-2]
[null,null,null,null,2.9931809852112856E-3]
[null,null,null,null,4.9178464832513313E-3]
[null,null,null,null,9.6358026885012826E-3]
[null,null,null,null,-1.0673705651567111E-3]
[null,null,null,null,3.9669426147630471E-3]
[null,null,null,null,9.6992420451607053E-3]
[null,null,null,null,9.0900627684593616E-3]
[null,null,null,null,-4.6314437188869073E-3]
[null,null,null,null,-3.215911682287631E-3]
[null,null,null,null,2.1023786921301468E-3]
[null,null,null,null,1.4194444781653326E-2]
[null,null,null,null,1.1999110585269257E-2]
[null,null,null,null,5.2381828820236009E-4]
[null,null,null,null,1.3529489862754263E-2]
[null,null,null,null,9.5265756048834582E-4]
[null,null,null,null,1.2382159627050804E-2]
[null,null,null,null,-1.5552414491711519E-2]
[null,null,null,null,5.0047939499275884E-3]
[null,null,null,null,-1.6153528074900336E-3]
[null,null,null,null,2.560560264686762E-3]
[null,null,null,null,3.1643217726833317E-3]
[null,null,null,null,1.6837164974729202E-2]
[null,null,null,null,-3.7547767146435262E-3]
[null,null,null,null,5.9954851707877399E-3]
[null,null,null,null,1.0703688433524539E-2]
[null,null,null,null,8.5665381727006995E-4]
[null,null,null,null,3.2407943787970961E-3]
[null,null,null,null,7.0022653336938578E-3]
[null,null,null,null,1.3060263840931619E-2]
[null,null,null,null,4.2424666312850245E-3]
[null,null,null,null,7.2158923076366399E-3]
[null,null,null,null,5.9253183715790581E-3]
[null,null,null,null,-4.5807198654178594E-3]
[null,null,null,null,4.4867356482716225E-3]
[null,null,null,null,-9.7857373937549896E-3]
[null,null,null,null,-1.4028471909612206E-2]
[null,null,null,null,7.0739546077858151E-4]
[null,null,null,null,1.3280557520482184E-2]
[null,null,null,null,-1.7992141944021101E-2]
[null,null,null,null,-2.5119197627000434E-3]
[null,null,null,null,-1.0578837223852999E-2]
[null,null,null,null,-4.9091668175882397E-3]
[null,null,null,null,-9.4355701005468529E-3]
[null,null,null,null,-1.166210368197762E-2]
[null,null,null,null,-6.7779965759540151E-3]
[null,null,null,null,1.0583203254719731E-2]
[null,null,null,null,2.0516813856502392E-2]
[null,null,null,null,-5.1762902625240859E-4]
[null,null,null,null,-7.1766413005338592E-3]
[null,null,null,null,-1.692672410493079E-2]
[null,null,null,null,-4.9356099954110944E-3]
[null,null,null,null,-8.2334896809297398E-3]
[null,null,null,null,4.0761319369475579E-4]
[null,null,null,null,-5.1046842147984828E-3]
[null,null,null,null,1.3930429569634306E-2]
[null,null,null,null,-3.816529229126453E-3]
[null,null,null,null,5.413769362103471E-3]
[null,null,null,null,-4.6916155162550766E-3]
[null,null,null,null,2.9106990965936941E-3]
[null,null,null,null,1.468367893529221E-2]
[null,null,null,null,1.5315073407042856E-3]
[null,null,null,null,5.3299859868030097E-3]
[null,null,null,null,-8.214499318814239E-3]
[null,null,null,null,-1.6473261666219985E-3]
[null,null,null,null,8.3489108157639436E-3]
[null,null,null,null,-5.1651265010133063E-4]