Risk changes after the proposed trade
Annualized Volatility
Before: 12.62% ﾂｷ After: 93.56%
Beta (vs SPY)
Before: 1 ﾂｷ After: 3.38
1-Day VaR (95%)
Before: 1.44% ﾂｷ After: 9.96%
Max Drawdown (1Y)
Before: 9.13% ﾂｷ After: 55.17%
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
- chop
- Regime confidence
- 0.63%
- Expected outcome
- 1.2%
- 90% range low
- -26.76%
- 90% range high
- 35.38%
- Risk threshold
- 0%
- Concentration
- pass
- Average correlation
- 0.4
Position sizing checks
Volatility
failAnnualized volatility 94% (warn >40%, fail >70%)
Drawdown Risk
failMax drawdown 55% over 1Y (warn >25%, fail >45%)
Market Exposure
failBeta 3.38 vs SPY (warn >1.3, fail >2.0)
Liquidity
passAvg daily turnover $2.5B (warn <$50M, fail <$5M)