Outcome distribution
90% modeled range
0%
Low -26.36%
High 34.89%
Mean 1.48%
交易前的决策支持
RKLB 交易前风险扫描
Rocket Lab：在增加敞口前审视下行风险、仓位规模、集中度与相关性。
更新时间:
RKLB 风险快照
仅展示风险扫描 API 返回的数值，缺失数据不会被估算。
- 市场机制
- bear
- 机制置信度
- 0.77%
- 预期结果
- 1.48%
- 90% 区间下限
- -26.36%
- 90% 区间上限
- 34.89%
- 风险阈值
- 0%
- 集中度
- pass
- 平均相关性
- 0.44
Portfolio impact
Risk before vs. after
Annualized Volatility
Before
12.93%After
92.36%
Beta (vs SPY)
Before
1After
3.66
1-Day VaR (95%)
Before
1.44%After
9.84%
Max Drawdown (1Y)
Before
9.13%After
60.99%
Sizing controls
Position check summary
1Pass
0Warn
3Fail
Average portfolio correlation0.44
拟议交易后的风险变化
Annualized Volatility
交易前: 12.93% · 交易后: 92.36%
Beta (vs SPY)
交易前: 1 · 交易后: 3.66
1-Day VaR (95%)
交易前: 1.44% · 交易后: 9.84%
Max Drawdown (1Y)
交易前: 9.13% · 交易后: 60.99%
仓位规模检查
Volatility
failAnnualized volatility 92% (warn >40%, fail >70%)
Drawdown Risk
failMax drawdown 61% over 1Y (warn >25%, fail >45%)
Market Exposure
failBeta 3.66 vs SPY (warn >1.3, fail >2.0)
Liquidity
passAvg daily turnover $1.1B (warn <$50M, fail <$5M)