/risk-assessment

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

Timezone

All timestamps and time-based calculations must use the America/New_York timezone. All JSON output must include generated_at (NY time string) and data_delay fields.