Enter a stock and a dollar position size to see how much you could lose on a single bad day. This tool measures Value-at-Risk (VaR) and Conditional VaR / Expected Shortfall (CVaR) from roughly three years of daily returns — both the textbook normal-distribution estimate and the historical, actual-returns estimate — so you can size risk before it sizes you.
Method: VaR and CVaR are estimated from up to ~756 trailing daily returns (~3 years). Parametric VaR = position × z × daily σ, with z = 1.645 (95%) and z = 2.326 (99%), assuming a zero mean daily return (a conservative, standard short-horizon simplification); the 1-week figure scales the 1-day VaR by √5 under the square-root-of-time rule, which assumes independent daily returns. Historical VaR reads the 5th / 1st percentile worst daily return directly from the sample; CVaR (expected shortfall) averages every daily return beyond that threshold. All figures are modeled estimates from a limited history and will understate rare crashes. Educational only - not investment advice.