Risk changes after the proposed trade
Annualized Volatility
Before: 12.62% ﾂｷ After: 12.62%
Beta (vs SPY)
Before: 1 ﾂｷ After: 1
1-Day VaR (95%)
Before: 1.44% ﾂｷ After: 1.44%
Max Drawdown (1Y)
Before: 9.13% ﾂｷ After: 9.13%
Decision support before a trade
SPY Pre-Trade Risk Scan
SPDR S&P 500 ETF Trust: review downside, sizing, concentration and correlation before adding exposure.
Updated:
SPY risk snapshot
Only values returned by the risk-scan API are displayed. Missing data is not estimated.
- Market regime
- bull
- Regime confidence
- 0.84%
- Expected outcome
- 0.7%
- 90% range low
- -3.45%
- 90% range high
- 4.96%
- Risk threshold
- 0%
- Concentration
- pass
- Average correlation
- 0.66
Position sizing checks
Volatility
passAnnualized volatility 13% (warn >40%, fail >70%)
Drawdown Risk
passMax drawdown 9% over 1Y (warn >25%, fail >45%)
Market Exposure
passBeta 1.00 vs SPY (warn >1.3, fail >2.0)
Liquidity
passAvg daily turnover $39.7B (warn <$50M, fail <$5M)