Value at Risk (V.A.R) Calculator
Asset with exposure of 1,000,000 Dollars, volatility of 10%, time horizon of 1 year, and confidence limit of 2 standard deviations has a Value At Risk (VAR) of 200,000 Dollars
Asset with exposure of 2,000,000 Dollars, volatility of 10%, time horizon of 1 year, and confidence limit of 2 standard deviations has a Value At Risk (VAR) of 400,000 Dollars
Asset with exposure of 1,000,000 Dollars, volatility of 20%, time horizon of 1 year, and confidence limit of 2 standard deviations has a Value At Risk (VAR) of 400,000 Dollars
Asset with exposure of 1,000,000 Dollars, volatility of 10%, time horizon of 2 years, and confidence limit of 2 standard deviations has a Value At Risk (VAR) of 282,842.71 Dollars
Asset with exposure of 1,000,000 Dollars, volatility of 10%, time horizon of 1 year, and confidence limit of 3 standard deviations has a Value At Risk (VAR) of 300,000 Dollars
Asset with exposure of 2,000,000 Dollars, volatility of 10%, time horizon of 1 year, and confidence limit of 2 standard deviations has a Value At Risk (VAR) of 400,000 Dollars
Asset with exposure of 3,000,000 Dollars, volatility of 10%, time horizon of 1 year, and confidence limit of 2 standard deviations has a Value At Risk (VAR) of 600,000 Dollars
Asset with exposure of 2,000,000 Dollars, volatility of 20%, time horizon of 1 year, and confidence limit of 2 standard deviations has a Value At Risk (VAR) of 800,000 Dollars
Asset with exposure of 2,000,000 Dollars, volatility of 10%, time horizon of 2 years, and confidence limit of 2 standard deviations has a Value At Risk (VAR) of 565,685.42 Dollars
Asset with exposure of 2,000,000 Dollars, volatility of 10%, time horizon of 1 year, and confidence limit of 3 standard deviations has a Value At Risk (VAR) of 600,000 Dollars
Value at Risk Calculator helps calculating the Value at Risk (VAR)
What is Value at Risk?
Value at risk (VaR) is a measure of the risk of loss for investments.
The Value at Risk (VAR) describes the maximum expected loss over a given period of time
It estimates how much a set of investments might lose (with a given probability), given normal market conditions, in a set time period such as a day. VaR is typically used by firms and regulators in the financial industry to gauge the amount of assets needed to cover possible losses.
The Formula of Value at Risk
Value at Risk = The Amount of the Exposure x The Volatility of the Asset x The Time Horizon x The Confidence Limit
Value at Risk Calculator
Example of Value at Risk
The value at Risk:Asset with exposure of 1,000,000 Dollars, volatility of 10%, time horizon of 1 year, and confidence limit of 2 standard deviations has a Value At Risk (VAR) of 200,000 Dollars
Asset with exposure of 2,000,000 Dollars, volatility of 10%, time horizon of 1 year, and confidence limit of 2 standard deviations has a Value At Risk (VAR) of 400,000 Dollars
Asset with exposure of 1,000,000 Dollars, volatility of 20%, time horizon of 1 year, and confidence limit of 2 standard deviations has a Value At Risk (VAR) of 400,000 Dollars
Asset with exposure of 1,000,000 Dollars, volatility of 10%, time horizon of 2 years, and confidence limit of 2 standard deviations has a Value At Risk (VAR) of 282,842.71 Dollars
Asset with exposure of 1,000,000 Dollars, volatility of 10%, time horizon of 1 year, and confidence limit of 3 standard deviations has a Value At Risk (VAR) of 300,000 Dollars
Asset with exposure of 2,000,000 Dollars, volatility of 10%, time horizon of 1 year, and confidence limit of 2 standard deviations has a Value At Risk (VAR) of 400,000 Dollars
Asset with exposure of 3,000,000 Dollars, volatility of 10%, time horizon of 1 year, and confidence limit of 2 standard deviations has a Value At Risk (VAR) of 600,000 Dollars
Asset with exposure of 2,000,000 Dollars, volatility of 20%, time horizon of 1 year, and confidence limit of 2 standard deviations has a Value At Risk (VAR) of 800,000 Dollars
Asset with exposure of 2,000,000 Dollars, volatility of 10%, time horizon of 2 years, and confidence limit of 2 standard deviations has a Value At Risk (VAR) of 565,685.42 Dollars
Asset with exposure of 2,000,000 Dollars, volatility of 10%, time horizon of 1 year, and confidence limit of 3 standard deviations has a Value At Risk (VAR) of 600,000 Dollars