Risk Assessment
Calculate risk metrics for stocks and positions.
Instructions
Note: Ifuvis not installed orpyproject.tomlis not found, replaceuv run pythonwithpythonin all commands below.
uv run python scripts/risk.py SYMBOL [--period PERIOD] [--position-size SIZE]Arguments
SYMBOL- Ticker symbol--period- Analysis period: 1mo, 3mo, 6mo, 1y (default: 1y)--position-size- Dollar amount for position-specific metrics (optional)
Output
Returns JSON with:
volatility- Historical volatility (annualized)beta- Beta vs SPYvar_95- 95% Value at Risk (daily)var_99- 99% Value at Risk (daily)max_drawdown- Maximum drawdown in periodsharpe_ratio- Risk-adjusted returnposition_risk- If position-size provided, dollar VaR
Explain what the risk metrics mean and suggest position sizing if relevant.
Dependencies
numpyyfinance