calculators
Slide 2
Image is not available

We Create Awesome Calculators

We focus on providing fast, comprehensive, convenient collection of hundreds of Free online Calculators

We focus on providing fast, comprehensive, convenient collection of hundreds of Free online Calculators

Image is not available
Utouch App

What Are You Looking For?

Value at Risk (V.A.R) Calculator



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



$

%

years

Standard Deviations





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

Watch the Video

What is the ICalc website for?

Life is full of computational problems. Most of them can be solved simply. The ICalc calculator site includes hundreds of calculators that will help you solve a wide range of problems in many areas, such as health, economics, math, finance, and more.
Press enter to search
Press enter to search