Risk Assessment

Calculate risk metrics for stocks and positions.

Instructions

Note: If uv is not installed or pyproject.toml is not found, replace uv run python with python in 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 SPY

• var_95

• 95% Value at Risk (daily)

• var_99

• 99% Value at Risk (daily)

• max_drawdown

• Maximum drawdown in period

• sharpe_ratio

• Risk-adjusted return

• position_risk

• If position-size provided, dollar VaR

Explain what the risk metrics mean and suggest position sizing if relevant.

Dependencies

• numpy

• yfinance