VaR Variance-Covariance Method Online Calculator

How to use the Calculator

The following is a VaR calculator that accompanies the articles Calculating the Portfolio VaR In 8 Simple Steps that calculates the VaR in a spreadsheet and The Mathematics behind Portfolio VaR that explains its assumptions and mathematical theory. Here you insert the stock names (stock symbols) and number of shares of up to 4 assets. Then you insert the confidence level and the time period. The application gives back a donut chart showing the value distribution of the portfolio over the assets. In the statistics section, it outputs the current value of the portfolio, and the VaR in absolute terms and as a fraction, using the Variance-Covariance Method over the daily end-of-day market prices of the last 2 years.