Risk & Trading
Risk & Trading Calculators
Measure portfolio risk and risk-adjusted return, price options, size forex and leveraged trades, and model crypto outcomes. Educational only.
🎲 Monte Carlo Investment Simulator Range of possible investment outcomes from random return paths. 🧠 CAPM Calculator Required return from the risk-free rate, beta and market premium. 🅱️ Beta & Alpha Calculator Beta and Jensen's alpha from asset and market returns. 🌊 Volatility Calculator Standard deviation of returns, annualised. 🔗 Two-Asset Portfolio Risk Calculator Expected return and risk of a two-asset portfolio. 📉 Sortino Ratio Calculator Return per unit of downside risk. 📐 Treynor Ratio Calculator Excess return per unit of market risk (beta). 🎰 Kelly Criterion Calculator The bet or position fraction that maximises long-run growth. 🏗️ Margin & Leverage Calculator Buying power, margin call level and effect of leverage on returns. ⬇️ Short Sale Calculator Profit, loss and break-even on a short position, including borrow cost. ✂️ Stock Split Calculator New share count and price after a split or reverse split. 🧪 Black-Scholes Option Pricing Calculator Theoretical call and put prices and the Greeks. 📈 Option Payoff Calculator Profit and loss at expiry for calls, puts and simple strategies. 📞 Covered Call Calculator Return, break-even and called-away outcome for a covered call. 💱 Forex Pip Value Calculator Pip value and profit or loss in a currency pair. 📏 Forex Lot Size Calculator Position size from account risk and stop-loss distance. 🪙 Crypto Profit/Loss Calculator Profit or loss on a crypto trade including fees. 🔒 Crypto Staking Calculator Staking rewards with compounding. 🌀 Impermanent Loss Calculator Loss versus holding when providing liquidity to a pool.
About risk & trading calculators
Trading and portfolio-risk tools help you quantify what you are exposed to. These calculators cover volatility, beta and alpha, CAPM required return, two-asset portfolio risk, Sortino and Treynor ratios, the Kelly criterion and a Monte Carlo investment simulator; options pricing and payoffs including Black-Scholes and covered calls; margin, leverage, short selling and stock splits; forex pip value and lot size; and crypto profit and loss, staking and impermanent loss. Models rely on assumptions and past data does not predict the future. These tools are educational and not trading advice.
Quantify volatility, beta and risk-adjusted return
Price options and plot payoffs
Size forex lots and leveraged trades
Model crypto profit, staking and impermanent loss
Simulate portfolio outcomes with Monte Carlo