Do I need to install anything?

No. It runs in any modern browser, free, with no account required.

For Engineers · Value at Risk

Value at Risk for a dividend stream

Built for engineers using it for real design work. Go from concept to a running model in the browser, then scale to the cloud when needed. Simulate a dividend stream live below — adjust the inputs and watch it respond, right in your browser.

Value at Risk (VaR)Live

parametric VaR & expected shortfall

Controls

Presets

Portfolio value ($)

Annual volatility

Annual return

Horizon (days)

Value at Risk estimates the loss a portfolio will not exceed over a horizon at a confidence level. Parametric VaR assumes normally distributed returns and scales volatility by √time. Expected shortfall (CVaR) is the average loss in the tail beyond VaR. Educational tool, not investment advice.

▶ Run in Python

Data Inspector

VaR (95%)$20,446

Expected shortfall$25,708

Horizon vol1.26%

Governing equation

VaR_{95%} = z σ - μ = 1.64 \times 0.0126 - 0.0003 = 0.0204

Reading this result: At 95% confidence the loss should not exceed 2.0% of the portfolio over 1 day; the average loss in the worse tail beyond that (expected shortfall) is steeper still.

Runs locally in your browser — free forever. Scale to the cloud when reality gets heavy.

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Frequently asked questions

Is this good for engineers?: Yes — this version of "Value at Risk for a dividend stream" is framed for engineers using it for real design work. Go from concept to a running model in the browser, then scale to the cloud when needed.
Do I need to install anything?: No. It runs in any modern browser, free, with no account required.