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VAR (Value at Risk) Calculator

Calculate VAR (Value at Risk), estimate the maximum loss of your stock in a specific period of time, given a confidence level.
This web calculates parametric VAR. It is recommended to use estimations in this web altough, as it is very difficult to calculate them,
it is also valid to use historic data. (See table below)

Stock value
Dividend return (%)
Expected return (%)
Expected return
Level of confidence
Volatility/Standard Deviation
Volatility/Standard Deviation period (days)
Period to calculate
Minimum value on period
Stocks Info
American Stocks Spanish Stocks
Expected Return
Expected Return
Volatilities & Expected Return

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