Risk Assessment

Calculate risk metrics for stocks and positions.

Instructions

Note: If uv is not installed or pyproject.toml is not found, replace uv run python with python in all commands below.

uv run python scripts/risk.py SYMBOL [--period PERIOD] [--position-size SIZE]

Arguments

• SYMBOL – Ticker symbol
• --period – Analysis period: 1mo, 3mo, 6mo, 1y (default: 1y)
• --position-size – Dollar amount for position-specific metrics (optional)

Output

Returns JSON with:

• volatility – Historical volatility (annualized)
• beta – Beta vs SPY
• var_95 – 95% Value at Risk (daily)
• var_99 – 99% Value at Risk (daily)
• max_drawdown – Maximum drawdown in period
• sharpe_ratio – Risk-adjusted return
• position_risk – If position-size provided, dollar VaR

Explain what the risk metrics mean and suggest position sizing if relevant.

Dependencies

• numpy
• yfinance