Decision support before a trade

NVDA Pre-Trade Risk Scan

NVIDIA: review downside, sizing, concentration and correlation before adding exposure.

Market data: 2026-10-14 · Computed: 2026-10-14 21:45 UTC

The short version

NVDA moves more than the broader market. Review your exposure before trading.

NVDA: 1 of 4 position checks need attention (WARN). None failed.

fail 0
warn 1
pass 3

Main risks

warnMarket Exposure: Moves more than the market (beta above the limit), so a market drop tends to hit it harder.
NVDA alone vs SPY: volatility 2.9×, 1-year max drawdown 2.2×.
Model downside: 5% of simulated paths ended below -11.05%.

Decision Intelligence, 20% positionReview the trade assumptionsHow it was decided ↓

Next step

Decide whether the WARN items fit your planned size, then re-check with your own watchlist.

Demo portfolio (SPY, QQQ, TSLA, RKLB), not your holdings.

Use My Watchlist Re-check Risk

Not a buy signal: a bull regime, a positive expected outcome or PASS only describe risk.

Position sizing checks

Each check compares one risk number with a fixed limit. FAIL and WARN come first.

Market Exposure

warn

Beta 1.89 vs SPY (warn >1.3, fail >2.0)

Volatility

pass

Annualized volatility 37% (warn >40%, fail >70%)

Drawdown Risk

pass

Max drawdown 20% over 1Y (warn >25%, fail >45%)

Liquidity

pass

Avg daily turnover $24.4B (warn <$5M, fail <$0.5M)

NVDA risk snapshot

How these numbers are computed

Window: 2025-10-16 to 2026-10-14, 250 daily returns; SPY uses the same dates.
Annualized volatility: standard deviation of daily log returns × √252.
Beta: covariance of daily returns with SPY ÷ SPY's variance.
1-day VaR: historical, 95% confidence (the worst 5% of daily log returns in the window).
Max drawdown: largest peak-to-low fall over the last 252 trading days.
Modeled range: 20,000 simulated 10-trading-day paths (geometric Brownian motion from the window's daily drift and volatility). The same data always gives the same paths.
Check limits: volatility warn >40%, fail >70%; max drawdown warn >25%, fail >45%; beta warn >1.3, fail >2; avg daily turnover (quote currency) warn <5M, fail <500K; single-stock weight warn >20%, fail >35%; sector weight warn >40%, fail >60%; correlation moderate ≥0.3, high ≥0.7.

Market regime: Chop (sideways); A model label for the recent price trend (bull = uptrend, bear = downtrend, chop = sideways). It describes the past and is not a buy or sell signal.
Regime confidence: 67%; How strongly the model's inputs agree on that label. Not the probability of a rise.
Expected outcome: 0.87%; Average return across the model's simulated paths. A positive number is not a forecast, a target or a reason to buy.
90% range low: -11.05%; 5% of simulated paths ended below this return.
90% range high: 13.69%; 5% of simulated paths ended above this return.
Break-even line: 0%; The 0% line: below it is a loss, above it a gain.
Concentration: pass; Whether adding the stock pushes one stock or sector past the concentration limit.; Assumed weight: 20%; each treated as an equal weight.
Average correlation: 0.54; How closely daily moves track the other stocks: 1 = in lockstep, 0 = unrelated. Not portfolio risk by itself.; Compared with: the demo portfolio (SPY, QQQ, TSLA, RKLB).

Outcome distribution

90% modeled range · 10 trading days

Low -11.05%

High 13.69%

Mean 0.87%

Sizing controlsPosition check summary

3Pass

1Warn

0Fail

Average correlation0.54

NVDA vs SPY: standalone risk comparison

What these numbers mean

Annualized Volatility: How widely the price swings, scaled to one year. Higher means a bumpier ride.
Beta (vs SPY): How much the stock has tended to move when SPY moves 1%. SPY itself is 1.0; above 1 means bigger moves than the market, up or down.Benchmark: SPY.
1-Day VaR (95%): A bad-day loss size: on about 1 trading day in 20, the one-day loss can be larger than this.1 trading day, 95% confidence.
Max Drawdown (1Y): The largest fall from a peak to a later low.Past 1 year.

NVDA on its own compared with the SPY benchmark, as of 2026-10-14. This is not the risk of a portfolio after adding NVDA. Volatility, VaR and max drawdown are risk measures: higher values usually mean more risk.

Metric	SPY benchmark	NVDA stock	NVDA − SPY
Annualized Volatility	12.72%	37.22%	+24.5 pp
Beta (vs SPY)	1	1.89	+0.89
1-Day VaR (95%)	1.37%	3.77%	+2.4 pp
Max Drawdown (1Y)	9.13%	20.22%	+11.09 pp

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