Value at Risk is a risk measure used by financial analysists. It describes your potential loss at a given confidence level. Specifically, at a 99% confidence level, your value at risk is your minimum expected loss over 1% of the trading days.
See the related link for a detailed discussion, and an Excel spreadsheet to calculate Value at Risk
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The risk you are willing to take probabilistically speaking. In general, confidence plus risk is 100%; either your confident or you are taking a risk. In hypothesis testing, it is the probability of rejecting a true null hypothesis.
The combination (product, actually) of a probability and the associated benefit (or cost) of a certain situation is called the "mathematical expectation", "expectation value", or "expected value".
A negative risk is something that is a bad or dangerous risk to take.
The combination (product, actually) of a probability and the associated benefit (or cost) of a certain situation is called the "mathematical expectation", "expectation value", or "expected value".
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