Value at Risk (VaR) Calculator
Potential loss at a chosen confidence level
Need to potential loss at a chosen confidence level? Value at Risk (VaR) Calculator gives you an exact answer in seconds. Type in Portfolio Value ($), Daily Volatility (%) and Z-Score (2.33 = 99%) — the calculator recalculates live with every keystroke. Every answer includes a transparent breakdown you can repeat by hand. A practical tool for students, professionals, and everyday planners alike. Privacy-first: the calculation is local, your data stays yours, and the tool keeps working offline. One of 1206+ free CalcProMaster calculators covering value at risk calculator var parametric portfolio loss confidence, free online value at risk (var) calculator and similar everyday questions. Try Value at Risk (VaR) Calculator now and keep it handy for next time.
What does the Value at Risk (VaR) Calculator do?
Value at Risk (VaR) Calculator works out the var (1-day) from the Portfolio Value, Daily Volatility, and Z-Score, following standard Finance conventions — the page defaults produce a var (1-day) of $4660.
- Inputs: Portfolio Value, Daily Volatility, and Z-Score.
- Output: the var (1-day), plus the intermediate steps behind it.
- Method: the standard Finance formula, evaluated entirely in your browser.
Quick answer
With the default inputs (portfolio value of 100,000, daily volatility of 2, z-score of 2.33), value at risk (var) calculator returns a var (1-day) of $4660. Assumptions and limits are summarized below.
How does it work?
Value at Risk (VaR) Calculator computes the var (1-day) directly from your inputs — the Portfolio Value, Daily Volatility, and Z-Score feed the formula. Nothing is uploaded: the math runs locally in your browser and the result appears as you type.
How the Value at Risk (VaR) Calculator works
Value at Risk (VaR) Calculator answers one question well — given the values you provide, what is the figure? Enter the Portfolio Value, Daily Volatility, and Z-Score, and the result panel returns the value with the full working underneath.
Using the Value at Risk (VaR) Calculator
- Portfolio Value — one of the values the calculation builds from; the result reflects exactly what you type here.
- Daily Volatility — used in the first stage of the calculation, so entering it accurately matters more than any later refinement.
- Z-Score — the value that feeds directly into the formula — match it to the scenario you are modeling before moving on.
- The output panel in value at risk (var) calculator leads with the headline result and follows with the steps behind it, so the value can be checked rather than assumed.
- Iterate. Vary the inputs one at a time; the movement in the result shows which lever matters most for your value at risk (var) question.
The formula behind the result
The relationship between the inputs is fixed by the formula, and Value at Risk (VaR) Calculator makes each substitution explicit so nothing about the var (1-day) is hidden.
Worked example: with portfolio value of 100,000, daily volatility of 2, z-score of 2.33, this value at risk (var) calculation returns VaR (1-day): $4660. The same run reports At the 99% confidence level, daily losses should not exceed $4660 more than 1% of the time — parametric (normal).
The steps it follows:
- Formula: VaR = Value × σ × z × √days
- Daily $ move at z = $100,000 × 0.02 × 2.33 = $4660.00
- Scale by √1 = 1.000 → $4660.00
- The parametric method assumes normal returns; fat-tailed markets understate VaR
Substitute your own values and the same steps produce your answer — that is the point of a calculator that shows its working.
Understanding the result
To interpret the result from value at risk (var) calculator, read it together with the intermediate figures — the pairing is what makes the number auditable.
Where it helps
Value at Risk (VaR) Calculator fits planning and checking: planning around a target figure, comparing scenarios side by side, and double-checking the var (1-day), or any moment when the output needs to be right the first time.
Common mistakes
The most common error with Value at Risk (VaR) Calculator is a unit mismatch — one value entered in different units than its label assumes quietly skews the var (1-day). Check each label before typing.
Tip: Run Value at Risk (VaR) Calculator twice with deliberately low and high inputs; the spread tells you how sensitive the figure is, which a single run never shows.
Assumptions and limitations
The model behind Value at Risk (VaR) Calculator covers the standard case; special cases, edge values, or jurisdiction-specific rules may need manual adjustment.
Why use this calculator
Because it is fast and private — Value at Risk (VaR) Calculator runs entirely in your browser, nothing is uploaded, and no account is needed.
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Frequently Asked Questions
What does the Value at Risk (VaR) Calculator calculate?
Value at Risk (VaR) Calculator is built for risk var questions that need a defensible number: the working is always visible, the inputs accept your own values, and the output updates as you type. Because the page doubles as documentation: Value at Risk (VaR) Calculator puts the formula, a worked example, and the assumptions right beside the calculator.
How is the var (1-day) calculated?
The first steps are formula: var = value × σ × z × √days, then daily $ move at z = $100,000 × 0.02 × 2.33 = $4660.00. Value at Risk (VaR) Calculator lists every intermediate step in the result panel, so the derivation of the var (1-day) can be checked line by line.
What do I need to use the Value at Risk (VaR) Calculator?
The Portfolio Value, Daily Volatility, and Z-Score it asks for, or the page defaults if you just want to see the calculation work. Each input maps directly to the formula, and changing any one of them recalculates the var (1-day) instantly.
What does the result from the Value at Risk (VaR) Calculator mean?
The main number the value at risk (var) calculator returns is the var (1-day) for your exact inputs, and the supporting figures and step list give it context. Results from Value at Risk (VaR) Calculator are estimates computed from the values entered; real-world outcomes can differ when fees, taxes, or conditions not modeled here apply.
When is the Value at Risk (VaR) Calculator most useful?
Typical uses for Value at Risk (VaR) Calculator include planning around a target figure, comparing scenarios side by side, and double-checking the var (1-day) — anywhere the figure needs to be defensible rather than guessed. If the var (1-day) looks wrong, read the steps panel before re-entering anything; it usually shows exactly where the number departed from expectation.