Outcome distribution
90% modeled range
0%
Low -14.9%
High 15.49%
Mean -0.51%
交易前的决策支持
TSLA 交易前风险扫描
Tesla：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:
TSLA 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
- chop
- 机制置信度
- 0.65%
- 预期结果
- -0.51%
- 90% 区间下限
- -14.9%
- 90% 区间上限
- 15.49%
- 风险阈值
- 0%
- 集中度
- pass
- 平均相关性
- 0.51
Portfolio impact
Risk before vs. after
Annualized Volatility
Before
12.93%After
46.85%
Beta (vs SPY)
Before
1After
2.24
1-Day VaR (95%)
Before
1.44%After
4.7%
Max Drawdown (1Y)
Before
9.13%After
39.1%
Sizing controls
Position check summary
1Pass
2Warn
1Fail
Average portfolio correlation0.51
拟议交易后的风险变化
Annualized Volatility
交易前: 12.93% · 交易后: 46.85%
Beta (vs SPY)
交易前: 1 · 交易后: 2.24
1-Day VaR (95%)
交易前: 1.44% · 交易后: 4.7%
Max Drawdown (1Y)
交易前: 9.13% · 交易后: 39.1%
仓位规模检查
Volatility
warnAnnualized volatility 47% (warn >40%, fail >70%)
Drawdown Risk
warnMax drawdown 39% over 1Y (warn >25%, fail >45%)
Market Exposure
failBeta 2.24 vs SPY (warn >1.3, fail >2.0)
Liquidity
passAvg daily turnover $14.2B (warn <$50M, fail <$5M)