Risk changes after the proposed trade
Annualized Volatility
Before: 12.62% ﾂｷ After: 44.72%
Beta (vs SPY)
Before: 1 ﾂｷ After: 2.13
1-Day VaR (95%)
Before: 1.44% ﾂｷ After: 4.62%
Max Drawdown (1Y)
Before: 9.13% ﾂｷ After: 29.93%
Decision support before a trade
TSLA Pre-Trade Risk Scan
Tesla: review downside, sizing, concentration and correlation before adding exposure.
Updated:
TSLA risk snapshot
Only values returned by the risk-scan API are displayed. Missing data is not estimated.
- Market regime
- bear
- Regime confidence
- 0.72%
- Expected outcome
- 0.72%
- 90% range low
- -13.39%
- 90% range high
- 16.32%
- Risk threshold
- 0%
- Concentration
- pass
- Average correlation
- 0.49
Position sizing checks
Volatility
warnAnnualized volatility 45% (warn >40%, fail >70%)
Drawdown Risk
warnMax drawdown 30% over 1Y (warn >25%, fail >45%)
Market Exposure
failBeta 2.13 vs SPY (warn >1.3, fail >2.0)
Liquidity
passAvg daily turnover $17.0B (warn <$50M, fail <$5M)