Assess risk metrics for a stock or position including volatility, beta, VaR, and drawdown analysis. Use when user asks about risk, volatility, beta, VaR, value at risk, drawdown, or position sizing.
Installs into .claude/skills of the current project.
Are you the author of Risk Assessment?
Add the live security badge to your README. It updates with every re-scan.
[](https://www.skillsdirectory.com/skills/staskh-risk-assessment)
---
name: risk-assessment
description: Assess risk metrics for a stock or position including volatility, beta, VaR, and drawdown analysis. Use when user asks about risk, volatility, beta, VaR, value at risk, drawdown, or position sizing.
dependencies: ["trading-skills"]
---
# 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.
```bash
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.
