Decision support before a trade

TSLA Pre-Trade Risk Scan

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

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

The short version

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

TSLA: 1 of 4 position checks FAILED.

fail 1
warn 2
pass 1

Main risks

failMarket Exposure: Moves more than the market (beta above the limit), so a market drop tends to hit it harder.
warnVolatility: Price swings are above this check's limit.
warnDrawdown Risk: The past year's largest fall is above this check's limit.
TSLA alone vs SPY: volatility 3.6×, 1-year max drawdown 4.3×.
Model downside: 5% of simulated paths ended below -14.62%.

Next step

Review the failed checks against your planned size, then re-check with your own watchlist.

Demo portfolio (SPY, QQQ, NVDA, 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

fail

Beta 2.21 vs SPY (warn >1.3, fail >2.0)

Volatility

warn

Annualized volatility 45% (warn >40%, fail >70%)

Drawdown Risk

warn

Max drawdown 39% over 1Y (warn >25%, fail >45%)

Liquidity

pass

Avg daily turnover $12.8B (warn <$5M, fail <$0.5M)

TSLA 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: 68%; How strongly the model's inputs agree on that label. Not the probability of a rise.
Expected outcome: -0.56%; 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: -14.62%; 5% of simulated paths ended below this return.
90% range high: 14.86%; 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: 0.52; 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, NVDA, RKLB).

Outcome distribution

90% modeled range · 10 trading days

Low -14.62%

High 14.86%

Mean -0.56%

Sizing controlsPosition check summary

1Pass

2Warn

1Fail

Average correlation0.52

TSLA 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.

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

Metric	SPY benchmark	TSLA stock	TSLA − SPY
Annualized Volatility	12.72%	45.25%	+32.53 pp
Beta (vs SPY)	1	2.21	+1.21
1-Day VaR (95%)	1.37%	4.25%	+2.88 pp
Max Drawdown (1Y)	9.13%	39.1%	+29.97 pp

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