Value at Risk (VaR) Calculator
Value at Risk (VaR) Calculator is free to use. Enter your figures below and the result updates as you type. Use it for planning; it is an estimate, not advice.
About the Value at Risk (VaR) Calculator
Parametric 1-day VaR = Portfolio value × (Z × Daily volatility − Average daily return) ÷ 100. Z is 1.645 at 95% and 2.326 at 99% confidence.
VaR says how much you might lose on a normal day at a given confidence level. It does not show how large the losses can be in a crash.
How to use the Value at Risk (VaR) Calculator
- Enter each figure in the boxes above, using the same currency and time units.
- The result updates as you type. Press Calculate to refresh it at any time.
- Change one figure at a time to see how much it moves the result.
Frequently asked questions
What is the Value at Risk (VaR) Calculator used for?
VaR says how much you might lose on a normal day at a given confidence level. It does not show how large the losses can be in a crash.
How accurate is the Value at Risk (VaR) Calculator?
It applies standard formulas to the figures you enter. Real results depend on actual rates, fees, taxes and timing, so treat the output as an estimate and confirm with your bank or adviser.
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