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Portfolio Stats – Value-at-Risk & Expected Shortfall
x402
Portfolio Stats – Value-at-Risk & Expected Shortfall is a paid API for AI agents from portfolio-stats.x402tookit.com, paid per call via x402, $0.02/call, status unknown (last checked 2026-10-30).
Computes illustrative historical and parametric Value-at-Risk (VaR) and Expected Shortfall (CVaR) from a user-supplied price or return series.
Price / call$0.02
Success—
StatusUnknown
How this service works
ILLUSTRATIVE historical and parametric Value-at-Risk and expected shortfall from a return series you supply. Not advice.
Output
Returns an object containing historical VaR and parametric VaR (both as fractions and percentages), expected shortfall, mean return, z-score, number of observations, horizon label, confidence level, optional dollar-denominated losses if portfolioValue was supplied, a plain-language summary, an educational disclaimer, and flags for any degraded or unchecked conditions.
Example use cases
Daily equity risk assessment
“I have these daily closing prices for a stock: [100,102,101,99,103,107,105,104,100,98,97,101]. Can you calculate the historical and parametric VaR at 95% confidence using 252 periods per year, and tell me the dollar loss estimate for a $100,000 position?”
Weekly fund return tail-risk check
“Here are weekly returns for my fund in decimal form: [0.01,-0.02,0.015,-0.03,0.005,0.02,-0.01,0.008,-0.025,0.012]. Compute both VaR and expected shortfall at 99% confidence, assuming 52 weeks per year.”
Monthly return risk for client report
“I have monthly percentage returns — enter them as percent units: [1.2,-2.1,0.8,-1.5,2.3,-0.4,1.1,-3.0,0.6,1.8]. Calculate parametric and historical VaR at 95% confidence with 12 periods per year so I can include it in a client summary.”
Technical details
Endpoint
GEThttps://portfolio-stats.x402tookit.com/value-at-risk?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need a quick, illustrative VaR or Expected Shortfall figure from a raw price or return series you already have, without setting up a full risk analytics platform. It supports both historical simulation and parametric (Gaussian) methods in one call, optionally annualises results, and can express losses in monetary terms — making it ideal for lightweight portfolio risk checks, educational demonstrations, or automated report generation where regulatory-grade precision is not required.
Side effects
- Missing both prices and returns — endpoint requires one of the two
- Fewer than ~20 data points may produce unreliable or degraded estimates flagged in the response
- confidencePct outside 90–99.9 range rejected or clamped
- Malformed JSON array in prices or returns parameter causes a parse error
- Conflicting prices and returns supplied simultaneously
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Tags
x402
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