Value At Risk

{
  "asOf": "2026-10-12T00:57:41.149Z",
  "confidencePct": 95,
  "degraded": false,
  "disclaimer": "Screening signal computed from the named public source. Not financial, legal or investment advice; provided as is. Verify at the source before acting.",
  "educationalOnly": "Educational arithmetic on the numbers you supplied. Not investment advice: it does not say what to buy, sell, hold or how much to risk, and a supplied or past series does not predict the future.",
  "historicalExpectedShortfall": 0.02,
  "historicalExpectedShortfallAmount": 200,
  "historicalExpectedShortfallPct": 2,
  "historicalVaR": 0.0164,
  "historicalVaRAmount": 164,
  "historicalVaRPct": 1.64,
  "horizon": "one period of the supplied data",
  "illustrativeOnly": true,
  "meanReturn": 0.001,
  "negativeVaRMeansTheThresholdWasAGain": "a negative VaR means even the tail quantile was a gain in this history",
  "notChecked": [
    "ILLUSTRATIVE ONLY: VaR says nothing about how bad losses beyond the threshold can get, and real markets have fat tails and jumps the normal formula misses",
    "whether the supplied history represents the future, or whether it is long enough (a 99% historical VaR from 100 returns rests on one or two points)",
    "…1 more"
  ],
  "observations": 10,
  "parametricExpectedShortfall": 0.02530801306,
  "parametricExpectedShortfallAmount": 253.0801306,
  "parametricExpectedShortfallPct": 2.530801306,
  "parametricVaR": 0.01997860184,
  "parametricVaRAmount": 199.7860184,
  "parametricVaRPct": 1.997860184,
  "periodVolatility": 0.01275408431,
  "portfolioValue": 10000,
  "reasons": [
    "Historical VaR: the loss at the (1 - confidence) quantile of your returns, by linear interpolation between order statistics (numpy default); expected shortfall is the average of the returns at or belo…",
    "Parametric VaR assumes returns are normal with your sample mean and standard deviation: loss = -(mean + z * sd), z = the (1 - confidence) quantile of the standard normal.",
    "…2 more"
  ],
  "source": "computed locally",
  "summary": "ILLUSTRATIVE 95% one-period VaR: historical 1.64%, parametric 1.997860184% of value (from 10 returns).",
  "tailObservations": 1,
  "tooFewTailObservations": true,
  "verdict": "VAR_ILLUSTRATIVE_COMPUTED",
  "zScore": -1.644853627
}

# bash or zsh: see the payment challenge. Nothing is charged.
curl -sS -g -i 'https://portfolio-stats.x402tookit.com/value-at-risk?confidencePct=95&portfolioValue=10000&returns=%5B-0.02%2C-0.01%2C0%2C0.01%2C0.02%2C0.015%2C-0.005%2C0.008%2C-0.012%2C0.004%5D'

# x402 v2 sends the challenge base64-encoded in the PAYMENT-REQUIRED header (v1 sends it in the body).
# To read the header:
curl -sS -g -o /dev/null -D - 'https://portfolio-stats.x402tookit.com/value-at-risk?confidencePct=95&portfolioValue=10000&returns=%5B-0.02%2C-0.01%2C0%2C0.01%2C0.02%2C0.015%2C-0.005%2C0.008%2C-0.012%2C0.004%5D' \
  | grep -i '^payment-required:' | cut -d' ' -f2 | tr -d '\r' | base64 --decode

// npm i @x402/fetch @x402/evm viem
import { wrapFetchWithPayment, x402Client } from "@x402/fetch";
import { registerExactEvmScheme } from "@x402/evm/exact/client";
import { privateKeyToAccount } from "viem/accounts";

// Pays at most $0.02 per call.
const client = new x402Client().setSpendControls({ maxAmountPerPayment: "$0.02" });
registerExactEvmScheme(client, { signer: privateKeyToAccount(process.env.EVM_PRIVATE_KEY) });
const pay = wrapFetchWithPayment(fetch, client);

// Not sure it's safe to pay? ToolVet checks it first for $0.005. Pay for that from a separate
// client: this one is capped at $0.02 per payment. GET https://toolvet.app/api/v1/check?url=https%3A%2F%2Fportfolio-stats.x402tookit.com%2Fvalue-at-risk
const res = await pay("https://portfolio-stats.x402tookit.com/value-at-risk?confidencePct=95&portfolioValue=10000&returns=%5B-0.02%2C-0.01%2C0%2C0.01%2C0.02%2C0.015%2C-0.005%2C0.008%2C-0.012%2C0.004%5D");
console.log(res.status, await res.text());

# pip install "x402[requests,evm]"
import os
from eth_account import Account
from x402 import x402ClientSync
from x402.http.clients import x402_requests
from x402.mechanisms.evm import EthAccountSigner
from x402.mechanisms.evm.exact.register import register_exact_evm_client

# Pays at most $0.02 per call.
client = x402ClientSync().set_spend_controls({"max_amount_per_payment": "$0.02"})
register_exact_evm_client(client, EthAccountSigner(Account.from_key(os.environ["EVM_PRIVATE_KEY"])))

with x402_requests(client) as session:
    res = session.get("https://portfolio-stats.x402tookit.com/value-at-risk?confidencePct=95&portfolioValue=10000&returns=%5B-0.02%2C-0.01%2C0%2C0.01%2C0.02%2C0.015%2C-0.005%2C0.008%2C-0.012%2C0.004%5D")
    print(res.status_code, res.text)