Value at Risk (VaR) Calculator
Parametric 1-day and 10-day VaR at 95%/99% confidence — the worst 'normal' day quantified in cash.
Formula
VaR says nothing about HOW bad the bad days get — it's a threshold, not a worst case (that's CVaR's job). Parametric VaR assumes normality; real markets deliver 5σ days far more often than the bell curve admits. Use it as a speedometer, not an airbag.
Not financial advice — for informational and analytical use only. Verify all figures with a qualified professional before acting on them.
Need value at risk calculator results fast? Analysts, founders, traders and finance professionals use the Value at Risk Calculator to skip the spreadsheet and get a defensible answer in one step — free, private and instant.
About Value at Risk (VaR) Calculator
Parametric 1-day and 10-day VaR at 95%/99% confidence — the worst 'normal' day quantified in cash. VaR says nothing about HOW bad the bad days get — it's a threshold, not a worst case (that's CVaR's job). Parametric VaR assumes normality; real markets deliver 5σ days far more often than the bell curve admits. Use it as a speedometer, not an airbag. The governing relationship is VaR = V × σ_daily × z; σ_daily = σ_ann/√252. The Value at Risk Calculator computes entirely in your browser — free, private (your figures never leave your device) and instant, recalculating live as you change any input.
How to use Value at Risk (VaR) Calculator
- 1Enter Portfolio value (currency), Annual volatility (%), Confidence level into the Value at Risk Calculator.
- 2The result is computed automatically using VaR = V × σ_daily × z; σ_daily = σ_ann/√252 — there is no button to press.
- 3Change any input to model a different scenario, then copy or share the result.
Why use Value at Risk (VaR) Calculator?
- ✓Computes value at risk calculator instantly with the correct formula — no spreadsheet needed
- ✓100% free and unlimited, with no sign-up, login or paywall
- ✓Runs entirely in your browser, so the figures you enter stay private
- ✓Shows the formula, a live worked example and references so you can defend the number
Frequently asked questions
What is the formula behind the Value at Risk Calculator?+
Value at Risk Calculator uses VaR = V × σ_daily × z; σ_daily = σ_ann/√252. VaR says nothing about HOW bad the bad days get — it's a threshold, not a worst case (that's CVaR's job). The tool substitutes your actual inputs into this relationship and shows the worked example step by step.
What inputs does the Value at Risk Calculator need?+
Enter Portfolio value (currency), Annual volatility (%), Confidence level and the result updates immediately — there is no button to press. Change any value to model a different scenario in real time.
Is the Value at Risk Calculator free, and is my data private?+
Yes — it is completely free with no sign-up or usage limit, and it runs entirely in your browser, so the numbers you enter are never uploaded or stored on any server. It is for informational and analytical use, not financial advice.
What should I watch out for when using the Value at Risk Calculator?+
Parametric VaR assumes normality; real markets deliver 5σ days far more often than the bell curve admits. Use it as a speedometer, not an airbag.
What is the Value at Risk Calculator based on?+
The method follows authoritative sources: JP Morgan RiskMetrics (1996); Basel market-risk framework. The formula and references are shown on the page so you can verify and cite the result.
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