Outcome distribution
90% modeled range
0%
Low -26.95%
High 34.95%
Mean 1.13%
Decision support before a trade
RKLB Pre-Trade Risk Scan
Rocket Lab: review downside, sizing, concentration and correlation before adding exposure.
Updated:
RKLB risk snapshot
Only values returned by the risk-scan API are displayed. Missing data is not estimated.
- Market regime
- bear
- Regime confidence
- 0.77%
- Expected outcome
- 1.13%
- 90% range low
- -26.95%
- 90% range high
- 34.95%
- Risk threshold
- 0%
- Concentration
- pass
- Average correlation
- 0.42
Portfolio impact
Risk before vs. after
Annualized Volatility
Before
12.84%After
94.85%
Beta (vs SPY)
Before
1After
3.6
1-Day VaR (95%)
Before
1.44%After
9.96%
Max Drawdown (1Y)
Before
9.13%After
60.99%
Sizing controls
Position check summary
1Pass
0Warn
3Fail
Average portfolio correlation0.42
Risk changes after the proposed trade
Annualized Volatility
Before: 12.84% · After: 94.85%
Beta (vs SPY)
Before: 1 · After: 3.6
1-Day VaR (95%)
Before: 1.44% · After: 9.96%
Max Drawdown (1Y)
Before: 9.13% · After: 60.99%
Position sizing checks
Volatility
failAnnualized volatility 95% (warn >40%, fail >70%)
Drawdown Risk
failMax drawdown 61% over 1Y (warn >25%, fail >45%)
Market Exposure
failBeta 3.60 vs SPY (warn >1.3, fail >2.0)
Liquidity
passAvg daily turnover $1.3B (warn <$50M, fail <$5M)