Value at Risk (VaR) Calculator
Result
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 — free online calculator.
Formula
- Value at Risk (VaR) Calculator calculates its result from Portfolio, Mu, Z, Sigma σ. It uses the formula VaR = Portfolio × (z × σ − μ); 95% CL z=1.645; 99% z=2.326. Change any input to recalculate the result instantly.
- The main inputs are Portfolio, Mu, Z, Sigma σ. Enter them in the units and format shown in the calculator.
- Use monetary amounts, rates and time periods exactly as labeled; the result reflects the assumptions entered on this page.
- Changing any input above recalculates the result with the same calculation engine used by this page.
Example: Value at Risk (VaR)
- Portfolio: 2
- Mu: 3
- Z: 4
- Sigma σ: 5
Using Portfolio = 2, Mu = 3, Z = 4, Sigma σ = 5, the calculated result is 2.326.
Sample result: Calculating…
Frequently asked questions
What does the Value at Risk (VaR) calculate?
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 — free online calculator.
Which values should I enter?
Enter Portfolio, Mu, Z, Sigma σ using the units and format shown beside each field.
What formula does this calculator use?
The calculator uses the following relationship: VaR = Portfolio × (z × σ − μ); 95% CL z=1.645; 99% z=2.326.
Why might my result differ from another source?
Results can differ when another source uses different units, rounding rules, conventions or assumptions. Compare the inputs and definitions before comparing results.
Does the result update automatically?
Yes. Changing an input updates the result using the same calculation engine shown on this page.