What Is Clickstream Data

question 94

Essay

What is clickstream data?

---

Definitions:

Value At Risk

A financial metric used to estimate the potential loss in value of a portfolio over a defined period for a given confidence interval.

Extreme Negative Returns

Significantly below-average returns, often considered outliers, that can severely impact an investment's overall performance.

Expected Shortfall

A risk measure that estimates the expected loss of a portfolio in the worst-case scenario of a given percentage of times.

Lower Partial Standard Deviation

A measure of the downward variation or downside risk of an asset's returns, focusing only on returns that fall below a minimum threshold or target.