Global Car Companies Stock Analysis
Price Analysis, Returns, Indexing, and Value at Risk
ML, Cursor Ai
January 01, 2026
Global Car Companies Stock Analysis
01 January 2026 - Written by ML with Cursor Ai support
Introduction
This report analyzes share prices for 21 global car companies (8 Chinese companies listed in Hong Kong and 13 international companies) over the past 10 years. The analysis includes:
- Historical price data retrieval
- Return calculations
- Indexed price series (normalized to common start date)
- Visualizations (combined and faceted charts)
- Value at Risk (VaR) calculations for each car company
- Performance comparison with the Hang Seng Index
Car Company Ticker Reference
| Ticker | Company Name |
|---|---|
| 1211.HK | BYD Company Limited |
| 0175.HK | Geely Automobile Holdings Limited |
| 2333.HK | Great Wall Motor Company Limited |
| 9868.HK | XPeng Inc. |
| 2015.HK | Li Auto Inc. |
| 9863.HK | Zhejiang Leapmotor Technology Co., Ltd. |
| 1114.HK | Brilliance China Automotive Holdings Limited |
| 0489.HK | Dongfeng Motor Group Company Limited |
| TSLA | Tesla, Inc. |
| GM | General Motors Company |
| F | Ford Motor Company |
| VOW.DE | Volkswagen AG |
| STLAM.MI | Stellantis N.V. |
| MBG.DE | Mercedes-Benz Group AG |
| BMW.DE | BMW AG |
| 7203.T | Toyota Motor Corporation |
| 7267.T | Honda Motor Co., Ltd. |
| 7201.T | Nissan Motor Co., Ltd. |
| 7269.T | Suzuki Motor Corporation |
| 005380.KS | Hyundai Motor Company |
| MARUTI.NS | Maruti Suzuki India Limited |
Data Fetching
## Fetching data for 21 car companies...## Chinese companies: 8## International companies: 13## Date range: 2016-01-01 to 2026-01-01## Fetching 1211.HK ... OK
## Fetching 0175.HK ... OK
## Fetching 2333.HK ... OK
## Fetching 9868.HK ... OK
## Fetching 2015.HK ... OK
## Fetching 9863.HK ... OK
## Fetching 1114.HK ... OK
## Fetching 0489.HK ... OK
## Fetching TSLA ... OK
## Fetching GM ... OK
## Fetching F ... OK
## Fetching VOW.DE ... OK
## Fetching STLAM.MI ... OK
## Fetching MBG.DE ... OK
## Fetching BMW.DE ... OK
## Fetching 7203.T ... OK
## Fetching 7267.T ... OK
## Fetching 7201.T ... OK
## Fetching 7269.T ... OK
## Fetching 005380.KS ...## OK
## Fetching MARUTI.NS ... OK##
## Successfully fetched data for 21 out of 21 tickers.## Total observations: 47775## Date range: 2016-01-01 to 2025-12-31Data Summary:
| Ticker | Company Name | Start Date | End Date | Obs | First Price | Last Price |
|---|---|---|---|---|---|---|
| 005380.KS | Hyundai Motor Company | 2016-01-04 | 2025-12-30 | 2447 | 102446.26 | 296500.00 |
| 0175.HK | Geely Automobile Holdings Limited | 2016-01-04 | 2025-12-31 | 2462 | 3.38 | 17.94 |
| 0489.HK | Dongfeng Motor Group Company Limited | 2016-01-04 | 2025-12-31 | 2462 | 6.12 | 8.80 |
| 1114.HK | Brilliance China Automotive Holdings Limited | 2016-01-04 | 2025-12-31 | 2462 | 1.03 | 4.08 |
| 1211.HK | BYD Company Limited | 2016-01-04 | 2025-12-31 | 2462 | 13.02 | 95.10 |
| 2015.HK | Li Auto Inc. | 2021-08-12 | 2025-12-31 | 1078 | 117.00 | 64.65 |
| 2333.HK | Great Wall Motor Company Limited | 2016-01-04 | 2025-12-31 | 2462 | 5.94 | 15.28 |
| 7201.T | Nissan Motor Co., Ltd. | 2016-01-04 | 2025-12-30 | 2465 | 967.79 | 390.10 |
| 7203.T | Toyota Motor Corporation | 2016-01-04 | 2025-12-30 | 2465 | 1081.49 | 3356.00 |
| 7267.T | Honda Motor Co., Ltd. | 2016-01-04 | 2025-12-30 | 2465 | 870.57 | 1536.00 |
| 7269.T | Suzuki Motor Corporation | 2016-01-04 | 2025-12-30 | 2465 | 747.54 | 2334.50 |
| 9863.HK | Zhejiang Leapmotor Technology Co., Ltd. | 2022-09-29 | 2025-12-31 | 799 | 31.90 | 48.74 |
| 9868.HK | XPeng Inc. | 2021-07-07 | 2025-12-31 | 1104 | 165.00 | 79.05 |
| BMW.DE | BMW AG | 2016-01-04 | 2025-12-30 | 2541 | 54.69 | 93.14 |
| F | Ford Motor Company | 2016-01-04 | 2025-12-31 | 2514 | 8.07 | 13.12 |
| GM | General Motors Company | 2016-01-04 | 2025-12-31 | 2514 | 26.80 | 81.32 |
| MARUTI.NS | Maruti Suzuki India Limited | 2016-01-01 | 2025-12-31 | 2472 | 4235.08 | 16697.00 |
| MBG.DE | Mercedes-Benz Group AG | 2016-01-04 | 2025-12-30 | 2541 | 32.66 | 60.07 |
| STLAM.MI | Stellantis N.V. | 2016-01-04 | 2025-12-30 | 2540 | 4.03 | 9.46 |
| TSLA | Tesla, Inc. | 2016-01-04 | 2025-12-31 | 2514 | 14.89 | 449.72 |
| VOW.DE | Volkswagen AG | 2016-01-04 | 2025-12-30 | 2541 | 86.57 | 105.10 |
Calculate Returns
## Calculated returns for 21 car companies.## Total return observations: 47754Returns Summary:
| Ticker | Company Name | Mean | Std Dev | Min | Max |
|---|---|---|---|---|---|
| 005380.KS | Hyundai Motor Company | 0.043 | 2.060 | -13.697 | 17.746 |
| 0175.HK | Geely Automobile Holdings Limited | 0.068 | 3.036 | -23.529 | 17.902 |
| 0489.HK | Dongfeng Motor Group Company Limited | 0.015 | 2.738 | -18.540 | 43.246 |
| 1114.HK | Brilliance China Automotive Holdings Limited | 0.056 | 3.516 | -99.462 | 23.052 |
| 1211.HK | BYD Company Limited | 0.081 | 2.949 | -17.319 | 16.378 |
| 2015.HK | Li Auto Inc. | -0.055 | 4.195 | -41.650 | 29.704 |
| 2333.HK | Great Wall Motor Company Limited | 0.038 | 3.215 | -17.727 | 19.364 |
| 7201.T | Nissan Motor Co., Ltd. | -0.037 | 2.287 | -15.638 | 21.266 |
| 7203.T | Toyota Motor Corporation | 0.046 | 1.739 | -14.683 | 13.401 |
| 7267.T | Honda Motor Co., Ltd. | 0.023 | 1.905 | -19.568 | 13.717 |
| 7269.T | Suzuki Motor Corporation | 0.046 | 2.143 | -18.245 | 15.706 |
| 9863.HK | Zhejiang Leapmotor Technology Co., Ltd. | 0.053 | 4.149 | -28.259 | 14.064 |
| 9868.HK | XPeng Inc. | -0.067 | 4.941 | -36.033 | 29.181 |
| BMW.DE | BMW AG | 0.021 | 1.761 | -13.893 | 13.516 |
| F | Ford Motor Company | 0.019 | 2.315 | -20.287 | 21.060 |
| GM | General Motors Company | 0.044 | 2.301 | -19.023 | 18.185 |
| MARUTI.NS | Maruti Suzuki India Limited | 0.056 | 1.740 | -18.524 | 12.676 |
| MBG.DE | Mercedes-Benz Group AG | 0.024 | 1.926 | -20.890 | 24.119 |
| STLAM.MI | Stellantis N.V. | 0.034 | 2.463 | -19.679 | 12.104 |
| TSLA | Tesla, Inc. | 0.136 | 3.723 | -23.652 | 20.449 |
| VOW.DE | Volkswagen AG | 0.008 | 2.086 | -17.063 | 14.694 |
Index to Common Start Date
## Common start date: 2022-09-29## Indexed prices to common start date.## Total indexed observations: 16944## Number of car companies: 21Indexed Prices Preview:
| Ticker | Date | Price | Index |
|---|---|---|---|
| 005380.KS | 2022-09-29 | 152075.47 | 100.00 |
| 005380.KS | 2022-09-30 | 147886.06 | 97.25 |
| 005380.KS | 2022-10-04 | 150399.72 | 98.90 |
| 005380.KS | 2022-10-05 | 148305.02 | 97.52 |
| 005380.KS | 2022-10-06 | 149142.89 | 98.07 |
| 0175.HK | 2022-09-29 | 10.28 | 100.00 |
| 0175.HK | 2022-09-30 | 10.15 | 98.72 |
| 0175.HK | 2022-10-03 | 10.09 | 98.18 |
| 0175.HK | 2022-10-05 | 10.78 | 104.93 |
| 0175.HK | 2022-10-06 | 10.37 | 100.91 |
| 0489.HK | 2022-09-29 | 3.83 | 100.00 |
| 0489.HK | 2022-09-30 | 3.73 | 97.45 |
| 0489.HK | 2022-10-03 | 3.79 | 99.07 |
| 0489.HK | 2022-10-05 | 3.90 | 101.86 |
| 0489.HK | 2022-10-06 | 3.85 | 100.46 |
| 1114.HK | 2022-09-29 | 1.00 | 100.00 |
| 1114.HK | 2022-09-30 | 1.00 | 100.00 |
| 1114.HK | 2022-10-03 | 1.00 | 100.00 |
| 1114.HK | 2022-10-05 | 0.37 | 36.99 |
| 1114.HK | 2022-10-06 | 0.31 | 30.96 |
| 1211.HK | 2022-09-29 | 64.89 | 100.00 |
| 1211.HK | 2022-09-30 | 62.82 | 96.81 |
| 1211.HK | 2022-10-03 | 62.05 | 95.62 |
| 1211.HK | 2022-10-05 | 67.80 | 104.48 |
| 1211.HK | 2022-10-06 | 66.25 | 102.09 |
| 2015.HK | 2022-09-29 | 94.45 | 100.00 |
| 2015.HK | 2022-09-30 | 90.60 | 95.92 |
| 2015.HK | 2022-10-03 | 90.25 | 95.55 |
| 2015.HK | 2022-10-05 | 95.65 | 101.27 |
| 2015.HK | 2022-10-06 | 94.60 | 100.16 |
| 2333.HK | 2022-09-29 | 8.32 | 100.00 |
| 2333.HK | 2022-09-30 | 8.16 | 98.04 |
| 2333.HK | 2022-10-03 | 8.08 | 97.07 |
| 2333.HK | 2022-10-05 | 8.30 | 99.78 |
| 2333.HK | 2022-10-06 | 7.86 | 94.46 |
| 7201.T | 2022-09-29 | 465.73 | 100.00 |
| 7201.T | 2022-09-30 | 436.34 | 93.69 |
| 7201.T | 2022-10-03 | 445.35 | 95.62 |
| 7201.T | 2022-10-04 | 454.54 | 97.60 |
| 7201.T | 2022-10-05 | 453.88 | 97.46 |
| 7203.T | 2022-09-29 | 1790.49 | 100.00 |
| 7203.T | 2022-09-30 | 1715.07 | 95.79 |
| 7203.T | 2022-10-03 | 1774.95 | 99.13 |
| 7203.T | 2022-10-04 | 1832.09 | 102.32 |
| 7203.T | 2022-10-05 | 1829.34 | 102.17 |
| 7267.T | 2022-09-29 | 964.37 | 100.00 |
| 7267.T | 2022-09-30 | 926.28 | 96.05 |
| 7267.T | 2022-10-03 | 947.84 | 98.29 |
| 7267.T | 2022-10-04 | 968.21 | 100.40 |
| 7267.T | 2022-10-05 | 972.34 | 100.83 |
| 7269.T | 2022-09-29 | 1088.39 | 100.00 |
| 7269.T | 2022-09-30 | 1052.91 | 96.74 |
| 7269.T | 2022-10-03 | 1079.94 | 99.22 |
| 7269.T | 2022-10-04 | 1107.66 | 101.77 |
| 7269.T | 2022-10-05 | 1116.83 | 102.61 |
| 9863.HK | 2022-09-29 | 31.90 | 100.00 |
| 9863.HK | 2022-09-30 | 24.80 | 77.74 |
| 9863.HK | 2022-10-03 | 26.50 | 83.07 |
| 9863.HK | 2022-10-05 | 25.35 | 79.47 |
| 9863.HK | 2022-10-06 | 24.10 | 75.55 |
| 9868.HK | 2022-09-29 | 47.90 | 100.00 |
| 9868.HK | 2022-09-30 | 46.00 | 96.03 |
| 9868.HK | 2022-10-03 | 45.90 | 95.82 |
| 9868.HK | 2022-10-05 | 45.40 | 94.78 |
| 9868.HK | 2022-10-06 | 43.05 | 89.87 |
| BMW.DE | 2022-09-29 | 56.92 | 100.00 |
| BMW.DE | 2022-09-30 | 57.63 | 101.24 |
| BMW.DE | 2022-10-03 | 58.24 | 102.31 |
| BMW.DE | 2022-10-04 | 59.99 | 105.38 |
| BMW.DE | 2022-10-05 | 58.85 | 103.38 |
| F | 2022-09-29 | 8.94 | 100.00 |
| F | 2022-09-30 | 8.73 | 97.65 |
| F | 2022-10-03 | 8.94 | 100.00 |
| F | 2022-10-04 | 9.63 | 107.76 |
| F | 2022-10-05 | 9.75 | 109.07 |
| GM | 2022-09-29 | 32.16 | 100.00 |
| GM | 2022-09-30 | 31.03 | 96.48 |
| GM | 2022-10-03 | 31.79 | 98.83 |
| GM | 2022-10-04 | 34.62 | 107.64 |
| GM | 2022-10-05 | 33.69 | 104.75 |
| MARUTI.NS | 2022-09-29 | 8373.86 | 100.00 |
| MARUTI.NS | 2022-09-30 | 8571.24 | 102.36 |
| MARUTI.NS | 2022-10-03 | 8298.27 | 99.10 |
| MARUTI.NS | 2022-10-04 | 8437.60 | 100.76 |
| MARUTI.NS | 2022-10-06 | 8449.74 | 100.91 |
| MBG.DE | 2022-09-29 | 41.45 | 100.00 |
| MBG.DE | 2022-09-30 | 41.39 | 99.85 |
| MBG.DE | 2022-10-03 | 41.89 | 101.07 |
| MBG.DE | 2022-10-04 | 43.48 | 104.90 |
| MBG.DE | 2022-10-05 | 41.91 | 101.11 |
| STLAM.MI | 2022-09-29 | 9.61 | 100.00 |
| STLAM.MI | 2022-09-30 | 9.66 | 100.47 |
| STLAM.MI | 2022-10-03 | 9.85 | 102.46 |
| STLAM.MI | 2022-10-04 | 10.18 | 105.86 |
| STLAM.MI | 2022-10-05 | 9.94 | 103.36 |
| TSLA | 2022-09-29 | 268.21 | 100.00 |
| TSLA | 2022-09-30 | 265.25 | 98.90 |
| TSLA | 2022-10-03 | 242.40 | 90.38 |
| TSLA | 2022-10-04 | 249.44 | 93.00 |
| TSLA | 2022-10-05 | 240.81 | 89.78 |
| VOW.DE | 2022-09-29 | 128.55 | 100.00 |
| VOW.DE | 2022-09-30 | 124.10 | 96.54 |
| VOW.DE | 2022-10-03 | 124.21 | 96.62 |
| VOW.DE | 2022-10-04 | 127.60 | 99.26 |
| VOW.DE | 2022-10-05 | 125.87 | 97.91 |
Performance Analysis
Fetch Hang Seng Index Data
## Fetching Hang Seng Index data from 2024-12-01 to 2026-01-01 ...## ✓ Successfully fetched Hang Seng Index data
## Date range: 2024-12-02 to 2025-12-31
## Total observations: 266
## ✓ YTD start date (2025-01-01) data available
## Actual date used: 2024-12-31
## Price on that date: 20059.95Calculate Performance Metrics
## Reference dates:## Latest (most recent trading day): 2025-12-31## 1 month ago: 2025-12-01## 3 months ago: 2025-10-02## YTD start: 2025-01-01## Hang Seng Index prices (using nearest available trading day):## Latest: 25630.54 on 2025-12-31 (target: 2025-12-31 )## 1M: 26033.26 on 2025-12-01 (target: 2025-12-01 )## 3M: 27287.12 on 2025-10-02 (target: 2025-10-02 )## YTD: 20059.95 on 2024-12-31 (target: 2025-01-01 )## Sample stock: 1211.HK
## Latest price: 95.1 on 2025-12-31
## 1M price: 97.95 on or before 2025-12-01
## 3M price: 113.9 on or before 2025-10-02
## YTD price: 87.8951 on or before 2025-01-01
## Available date range: 2016-01-04 to 2025-12-31## Performance data calculated for 22 stocks plus Hang Seng IndexAbsolute Performance Table
| Ticker | Company Name | Latest Price | 1 Month Ago | 3 Months Ago | YTD Start | 1M Change (%) | 3M Change (%) | YTD Change (%) |
|---|---|---|---|---|---|---|---|---|
| 0489.HK | Dongfeng Motor Group Company Limited | 8.80 | 9.15 | 9.13 | 3.73 | -3.83 | -3.61 | 135.92 |
| 1114.HK | Brilliance China Automotive Holdings Limited | 4.08 | 3.88 | 4.19 | 2.24 | 5.15 | -2.63 | 82.18 |
| 9868.HK | XPeng Inc. | 79.05 | 83.35 | 95.05 | 46.85 | -5.16 | -16.83 | 68.73 |
| GM | General Motors Company | 81.32 | 72.80 | 59.24 | 52.72 | 11.70 | 37.27 | 54.24 |
| 9863.HK | Zhejiang Leapmotor Technology Co., Ltd. | 48.74 | 53.25 | 69.00 | 32.35 | -8.47 | -29.36 | 50.66 |
| MARUTI.NS | Maruti Suzuki India Limited | 16697.00 | 16097.00 | 15965.00 | 11088.29 | 3.73 | 4.59 | 50.58 |
| 005380.KS | Hyundai Motor Company | 296500.00 | 254500.00 | 217896.75 | 198801.50 | 16.50 | 36.07 | 49.14 |
| F | Ford Motor Company | 13.12 | 13.16 | 12.08 | 9.22 | -0.30 | 8.61 | 42.35 |
| 7269.T | Suzuki Motor Corporation | 2334.50 | 2430.50 | 2125.00 | 1752.96 | -3.95 | 9.86 | 33.17 |
| ^HSI | Hang Seng Index | 25630.54 | 26033.26 | 27287.12 | 20059.95 | -1.55 | -6.07 | 27.77 |
| BMW.DE | BMW AG | 93.14 | 89.38 | 87.14 | 74.94 | 4.21 | 6.89 | 24.29 |
| 0175.HK | Geely Automobile Holdings Limited | 17.94 | 17.06 | 19.74 | 14.56 | 5.16 | -9.12 | 23.21 |
| VOW.DE | Volkswagen AG | 105.10 | 101.00 | 94.90 | 86.54 | 4.06 | 10.75 | 21.45 |
| MBG.DE | Mercedes-Benz Group AG | 60.07 | 59.07 | 55.01 | 49.52 | 1.69 | 9.20 | 21.32 |
| 2333.HK | Great Wall Motor Company Limited | 15.28 | 14.80 | 17.00 | 13.11 | 3.24 | -10.12 | 16.57 |
| TSLA | Tesla, Inc. | 449.72 | 430.14 | 436.00 | 403.84 | 4.55 | 3.15 | 11.36 |
| 7203.T | Toyota Motor Corporation | 3356.00 | 3082.00 | 2805.00 | 3043.56 | 8.89 | 19.64 | 10.27 |
| 1211.HK | BYD Company Limited | 95.10 | 97.95 | 113.90 | 87.90 | -2.91 | -16.51 | 8.20 |
| 7267.T | Honda Motor Co., Ltd. | 1536.00 | 1535.00 | 1503.50 | 1467.35 | 0.07 | 2.16 | 4.68 |
| STLAM.MI | Stellantis N.V. | 9.46 | 9.23 | 8.82 | 11.56 | 2.56 | 7.32 | -18.14 |
| 7201.T | Nissan Motor Co., Ltd. | 390.10 | 375.00 | 347.40 | 480.00 | 4.03 | 12.29 | -18.73 |
| 2015.HK | Li Auto Inc. | 64.65 | 70.30 | 102.00 | 94.40 | -8.04 | -36.62 | -31.51 |
Relative Performance Table
| Ticker | Company Name | 1M vs HSI (%) | 3M vs HSI (%) | YTD vs HSI (%) |
|---|---|---|---|---|
| 0489.HK | Dongfeng Motor Group Company Limited | -2.28 | 2.46 | 108.16 |
| 1114.HK | Brilliance China Automotive Holdings Limited | 6.70 | 3.45 | 54.41 |
| 9868.HK | XPeng Inc. | -3.61 | -10.76 | 40.96 |
| GM | General Motors Company | 13.24 | 43.34 | 26.47 |
| 9863.HK | Zhejiang Leapmotor Technology Co., Ltd. | -6.92 | -23.29 | 22.89 |
| MARUTI.NS | Maruti Suzuki India Limited | 5.27 | 10.66 | 22.81 |
| 005380.KS | Hyundai Motor Company | 18.05 | 42.14 | 21.37 |
| F | Ford Motor Company | 1.24 | 14.68 | 14.58 |
| 7269.T | Suzuki Motor Corporation | -2.40 | 15.93 | 5.40 |
| BMW.DE | BMW AG | 5.75 | 12.96 | -3.48 |
| 0175.HK | Geely Automobile Holdings Limited | 6.71 | -3.05 | -4.56 |
| VOW.DE | Volkswagen AG | 5.61 | 16.82 | -6.32 |
| MBG.DE | Mercedes-Benz Group AG | 3.24 | 15.27 | -6.45 |
| 2333.HK | Great Wall Motor Company Limited | 4.79 | -4.05 | -11.20 |
| TSLA | Tesla, Inc. | 6.10 | 9.22 | -16.41 |
| 7203.T | Toyota Motor Corporation | 10.44 | 25.71 | -17.50 |
| 1211.HK | BYD Company Limited | -1.36 | -10.43 | -19.57 |
| 7267.T | Honda Motor Co., Ltd. | 1.61 | 8.23 | -23.09 |
| STLAM.MI | Stellantis N.V. | 4.11 | 13.39 | -45.91 |
| 7201.T | Nissan Motor Co., Ltd. | 5.57 | 18.36 | -46.50 |
| 2015.HK | Li Auto Inc. | -6.49 | -30.55 | -59.28 |
Interpretation: - Absolute Performance: Shows the actual price changes for each stock and the Hang Seng Index - Relative Performance: Shows how each stock performed relative to the Hang Seng Index - Positive values indicate the stock outperformed the index - Negative values indicate the stock underperformed the index
Visualization: All Car Companies on One Chart
Visualization: Faceted Charts
Value at Risk (VaR) Calculation
Following the methodology from the VaR teaching guide, we calculate 1-year historical VaR at 95% confidence level for each car company.
VaR Calculation Function
Calculate VaR for All Car Companies
## Calculating VaR for all car companies...## Processing 1211.HK ... VaR = 36.81 %
## Processing 0175.HK ... VaR = 65.74 %
## Processing 2333.HK ... VaR = 91.56 %
## Processing 9868.HK ... VaR = 154.46 %
## Processing 2015.HK ... VaR = 66.37 %
## Processing 9863.HK ... VaR = 61.38 %
## Processing 1114.HK ... VaR = 90.56 %
## Processing 0489.HK ... VaR = 45.65 %
## Processing TSLA ... VaR = 46.31 %
## Processing GM ... VaR = 46.83 %
## Processing F ... VaR = 39.62 %
## Processing VOW.DE ... VaR = 36.47 %
## Processing STLAM.MI ... VaR = 58.54 %
## Processing MBG.DE ... VaR = 29.63 %
## Processing BMW.DE ... VaR = 25.79 %
## Processing 7203.T ... VaR = 17.01 %
## Processing 7267.T ... VaR = 20.91 %
## Processing 7201.T ... VaR = 60.14 %
## Processing 7269.T ... VaR = 33.54 %
## Processing 005380.KS ... VaR = 29.31 %
## Processing MARUTI.NS ... VaR = 28.76 %##
## VaR calculation complete for 21 car companies.VaR Results Table
| Ticker | Company Name | VaR (%) | CI Lower (%) | CI Upper (%) | Obs | Start Date | End Date |
|---|---|---|---|---|---|---|---|
| 9868.HK | XPeng Inc. | 154.46 | 149.39 | 161.09 | 852 | 2021-07-07 | 2025-12-31 |
| 2333.HK | Great Wall Motor Company Limited | 91.56 | 82.34 | 98.80 | 2210 | 2016-01-04 | 2025-12-31 |
| 1114.HK | Brilliance China Automotive Holdings Limited | 90.56 | 77.02 | 96.21 | 2210 | 2016-01-04 | 2025-12-31 |
| 2015.HK | Li Auto Inc. | 66.37 | 62.15 | 68.42 | 826 | 2021-08-12 | 2025-12-31 |
| 0175.HK | Geely Automobile Holdings Limited | 65.74 | 63.95 | 68.06 | 2210 | 2016-01-04 | 2025-12-31 |
| 9863.HK | Zhejiang Leapmotor Technology Co., Ltd. | 61.38 | 58.41 | 63.60 | 547 | 2022-09-29 | 2025-12-31 |
| 7201.T | Nissan Motor Co., Ltd. | 60.14 | 58.32 | 62.04 | 2213 | 2016-01-04 | 2025-12-30 |
| STLAM.MI | Stellantis N.V. | 58.54 | 52.67 | 65.63 | 2288 | 2016-01-04 | 2025-12-30 |
| GM | General Motors Company | 46.83 | 44.47 | 49.15 | 2262 | 2016-01-04 | 2025-12-31 |
| TSLA | Tesla, Inc. | 46.31 | 42.84 | 50.55 | 2262 | 2016-01-04 | 2025-12-31 |
| 0489.HK | Dongfeng Motor Group Company Limited | 45.65 | 44.57 | 46.55 | 2210 | 2016-01-04 | 2025-12-31 |
| F | Ford Motor Company | 39.62 | 36.32 | 43.38 | 2262 | 2016-01-04 | 2025-12-31 |
| 1211.HK | BYD Company Limited | 36.81 | 34.76 | 39.25 | 2210 | 2016-01-04 | 2025-12-31 |
| VOW.DE | Volkswagen AG | 36.47 | 34.60 | 37.50 | 2289 | 2016-01-04 | 2025-12-30 |
| 7269.T | Suzuki Motor Corporation | 33.54 | 28.57 | 36.73 | 2213 | 2016-01-04 | 2025-12-30 |
| MBG.DE | Mercedes-Benz Group AG | 29.63 | 27.10 | 31.69 | 2289 | 2016-01-04 | 2025-12-30 |
| 005380.KS | Hyundai Motor Company | 29.31 | 27.59 | 30.63 | 2195 | 2016-01-04 | 2025-12-30 |
| MARUTI.NS | Maruti Suzuki India Limited | 28.76 | 27.20 | 30.54 | 2220 | 2016-01-01 | 2025-12-31 |
| BMW.DE | BMW AG | 25.79 | 24.83 | 26.45 | 2289 | 2016-01-04 | 2025-12-30 |
| 7267.T | Honda Motor Co., Ltd. | 20.91 | 19.66 | 21.81 | 2213 | 2016-01-04 | 2025-12-30 |
| 7203.T | Toyota Motor Corporation | 17.01 | 15.10 | 19.00 | 2213 | 2016-01-04 | 2025-12-30 |
VaR Visualization
Summary
Key Findings
Data Coverage: - Successfully retrieved data for 21 out of 21 car companies - Chinese companies: 8 out of 8 - International companies: 13 out of 13 - Analysis period: 10 years (from 2022-09-29 to 2025-12-31)
Risk Analysis: - VaR calculated at 95% confidence level (1-year historical VaR) - Highest VaR: 154.46% (9868.HK) - Lowest VaR: 17.01% (7203.T) - Average VaR: 51.68%
Interpretation: - VaR represents the maximum expected loss at the specified confidence level - For example, a VaR of 30% means that in the worst 5% of 1-year periods, losses were 30% or worse - Higher VaR indicates higher risk (more volatile returns)
Methodology
- Data Retrieval: Historical adjusted closing prices from Yahoo Finance
- Returns Calculation: Log returns (log price differences)
- Indexing: Normalized to 100 at common start date for comparison
- VaR Calculation:
- Rolling 252-trading-day (1-year) returns
- 5th percentile of annual return distribution
- Bootstrap confidence intervals (1000 iterations)
Analysis generated on 2026-01-01 using R version R version 4.5.1 (2025-06-13)