Value at Risk (Historical)
Estimate the loss a position could see on a bad day, from a stock's own real price history — the empirical distribution, not a model or a forecast.
Enter a symbol to compute.
Value at Risk (VaR) Calculator: how it works
Value at Risk estimates the loss a portfolio is unlikely to exceed over a given horizon at a stated confidence level — for example, the worst day in 20 at 95% confidence.
Formula
VaR = portfolio value × z-score for the confidence level × volatility × √(holding period).