The Value at Risk (VaR) Calculator can help you estimate how much of your investment you might lose at given normal market conditions, over a given period based on the probability of past performance. Stay on top of your exposure in five easy steps with our Value At Risk calculator.
Watch this quick tutorial on how to use the Value at risk calculator to your advantage and stay on top of your exposure.
Value at Risk (VAR) is a metric designed to quantify the maximum loss for an investment or trade over time. It is based on the variance-covariance method, also known as the parametric method.
Using normal distribution, periodic volatility, and a standard periodicity, the VAR furnishes the trader with a “disaster scenario” for an investment portfolio.
Calculating VAR by hand is cumbersome and time-consuming. Our VAR calculator scrutinizes the formula below in seconds.
Account base currency denomination (currency units)
Standard Deviation: Includes the variance-covariance method assuming a normal distribution in expected return
Also called ‘periodic volatility’.
The square root of the given period over how many trading days are there in a year
Future value of risk, informational purposes, estimate
The VAR Calculator is user-friendly. Simply enter the inputs, click Calculate and view how much of your portfolio value is at risk. A quick primer on the VAR parameters:
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Our economic calendar showcases relevant events to help you trade these markets too.
View calendar
Our Forex heat map includes real-time data and can help you determine the strongest and the weakest currencies on the Forex market right at this moment.
Use heatmap
Use our Value at Risk Calculator to estimate potential losses. This tool can help you make more informed investment decisions and ultimately help protect your hard-earned money.
Use calculator
Use our simple yet powerful Forex Lot Size Calculator to calculate the exact position size for each trade and manage your risk per trade like a pro.
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This free interactive currency strength meter is going to show you which currency pairs are strong and weak, in real-time.
Use this tool
Calculate the swap fee you will be charged on your trading account for holding your positions overnight based on the instrument you are trading, your account currency, and trade size.
Use calculator
Monte Carlo Simulation is a computer simulation technique used to estimate the possible outcomes of your trades and estimate your trading strategies' viability.
Use this tool
Calculate the pip value in the currency you want to trade in and manage your risk per trade like a pro. No more difficult calculations, just a smooth trading experience.
Use calculator
