Confidence Level: ${confidenceLevel}%

${initialInvestment > 0 ? `

Initial Investment: ${formatCurrency(initialInvestment)}

` : ''}

---

Value at Risk (VaR): ${varPercent.toFixed(2)}% ${initialInvestment > 0 ? ` (${formatCurrency(varPercent / 100 * initialInvestment)})` : ''}

With ${confidenceLevel}% confidence, the maximum expected loss over one period is ${varPercent.toFixed(2)}%. ${initialInvestment > 0 ? ` This amounts to ${formatCurrency(varPercent / 100 * initialInvestment)} on an initial investment of ${formatCurrency(initialInvestment)}.` : ''} Alternatively, there is a ${(100 - confidenceLevel).toFixed(1)}% chance that the loss will exceed this amount.

Expected Shortfall (ES): ${cvarPercent.toFixed(2)}% ${initialInvestment > 0 ? ` (${formatCurrency(cvarPercent / 100 * initialInvestment)})` : ''}

If losses exceed the VaR estimate (i.e., in the worst ${(100 - confidenceLevel).toFixed(1)}% of cases), the average expected loss (Expected Shortfall) over one period is ${cvarPercent.toFixed(2)}%. ${initialInvestment > 0 ? ` This amounts to ${formatCurrency(cvarPercent / 100 * initialInvestment)} on an initial investment of ${formatCurrency(initialInvestment)}.` : ''}

`; resultsSectionEl.style.display = 'block'; pdfDownloadBtn.style.display = 'block'; // Prepare PDF content document.getElementById('pdfReportDate').textContent = `Report generated on: ${new Date().toLocaleDateString()}`; document.getElementById('pdfConfidenceLevel').textContent = `Confidence Level: ${confidenceLevel}%`; document.getElementById('pdfInitialInvestment').textContent = initialInvestment > 0 ? `Initial Investment: ${formatCurrency(initialInvestment)}` : 'Initial Investment: Not specified'; document.getElementById('pdfNumObservations').textContent = `Number of Observations: ${n}`; document.getElementById('pdfVaRPercent').textContent = `Value at Risk (VaR): ${varPercent.toFixed(2)}%`; document.getElementById('pdfVaRValue').textContent = initialInvestment > 0 ? `VaR Monetary Value: ${formatCurrency(varPercent / 100 * initialInvestment)}` : 'VaR Monetary Value: N/A'; document.getElementById('pdfESPercent').textContent = `Expected Shortfall (ES): ${cvarPercent.toFixed(2)}%`; // Changed label document.getElementById('pdfESValue').textContent = initialInvestment > 0 ? `ES Monetary Value: ${formatCurrency(cvarPercent / 100 * initialInvestment)}` : 'ES Monetary Value: N/A'; // Changed label document.getElementById('pdfVaRInterpretation').textContent = `VaR Interpretation: With ${confidenceLevel}% confidence, the maximum expected loss is ${varPercent.toFixed(2)}%. There's a ${(100-confidenceLevel).toFixed(1)}% chance of losses exceeding this.`; document.getElementById('pdfESInterpretation').textContent = `ES Interpretation: In the worst ${(100-confidenceLevel).toFixed(1)}% of scenarios, the average expected loss (Expected Shortfall) is ${cvarPercent.toFixed(2)}%.`; // Changed label }); loadSampleBtn.addEventListener('click', function() { returnDataEl.value = sampleData; errorMessagesEl.style.display = 'none'; resultsSectionEl.style.display = 'none'; pdfDownloadBtn.style.display = 'none'; }); resetBtn.addEventListener('click', function() { returnDataEl.value = ''; confidenceLevelEl.value = '95'; initialInvestmentEl.value = '10000'; resultsSectionEl.style.display = 'none'; pdfDownloadBtn.style.display = 'none'; errorMessagesEl.style.display = 'none'; resultsOutputEl.innerHTML = ''; }); pdfDownloadBtn.addEventListener('click', function() { const elementToPrint = document.getElementById('pdfReportContent'); elementToPrint.style.display = 'block'; const opt = { margin: [15, 10, 15, 10], filename: 'expected_shortfall_analysis_report.pdf', // Updated filename image: { type: 'jpeg', quality: 0.98 }, html2canvas: { scale: 2, useCORS: true, logging: false }, jsPDF: { unit: 'mm', format: 'a4', orientation: 'portrait' } }; html2pdf().from(elementToPrint).set(opt).save().then(() => { elementToPrint.style.display = 'none'; }).catch(err => { console.error("Error generating PDF:", err); elementToPrint.style.display = 'none'; }); }); });