Stock Volatility Risk Calculator

Measure a stock's volatility risk and calculate Value at Risk (VaR) for any holding period.

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Volatility Risk Calculator

Enter price and volatility assumptions to see your risk exposure.

Typical daily % price change (absolute average)
Higher confidence = larger VaR
Value at Risk (VaR)
$5.58
95% confidence over 5 days at $100.00
There is a 5% chance the stock could drop below this price over the holding period.

Price Distribution & VaR

Frequently asked questions

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