Value at Risk (VaR) Calculator
Value at Risk (VaR) is a fast, free finance calculator. Enter Portfolio Value, Expected Daily Return and Daily Std Deviation to get an instant, accurate result — complete with the formula, a step-by-step worked example, and answers to common questions, all on one page and private to your browser.
Formula
VaR = Portfolio × (z × σ − μ); 95% CL z=1.645; 99% z=2.326
- VaR = Portfolio × (z × σ − μ); 95% CL z=1.645; 99% z=2.326 — for reference only.
Value at Risk (VaR) Calculator
Value at Risk (VaR) Calculator calculation.
Frequently asked questions
How is Value at Risk (VaR) Calculator calculated?
VaR = Portfolio × (z × σ − μ); 95% CL z=1.645; 99% z=2.326