// multi-utility computation suite · offline · instant · precise
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finance.business-value-at-risk Calculator
Calculates Value at Risk (VaR) at a given confidence level for a business finance portfolio from volatility and time horizon. VaR at 95% confidence means the portfolio loses more than this amount only 5% of the time — it does not characterise the magnitude of losses in the worst 5% of cases.
Inputs
Portfolio
Reference formula or conversion factor shown for context.
Vol
Annualised standard deviation of returns, as a decimal (e.g. 0.2 for 20%). Higher volatility increases option value. Implied vol is derived from market prices.
Confidence
How certain you want to be that the interval contains the true value. 95% is standard. Going to 99% widens the interval.
Results
1-day VaR
Reference formula or conversion factor shown for context.
10-day VaR
Reference formula or conversion factor shown for context.
VaR %
Reference formula or conversion factor shown for context.