risk
Read-onlyIdempotent
Compute pre-computed risk metrics such as VaR, CVaR, GARCH volatility, max drawdown, skewness, and kurtosis for given tickers. Select an indicator to assess portfolio risk.
Instructions
Pre-computed risk metrics (VaR, CVaR, GARCH volatility, max drawdown, skewness, kurtosis). Requires tickers='AAPL' — use comma-separated values for multiple tickers. Does NOT support period='daily'; use weekly, monthly, quarterly, or yearly instead.
Available indicators: get_conditional_value_at_risk, get_entropic_value_at_risk, get_garch, get_garch_forecast, get_kurtosis, get_maximum_drawdown, get_skewness, get_ulcer_index, get_value_at_risk.
Input Schema
TableJSON Schema
| Name | Required | Description | Default |
|---|---|---|---|
| lag | No | Number of periods to lag when computing growth rates. | |
| alpha | No | Value for alpha. | |
| fisher | No | Value for fisher. | |
| growth | No | Return period-over-period growth rates instead of absolute values. | |
| period | No | Observation frequency, e.g. 'monthly', 'quarterly', or 'annual'. | |
| rolling | No | Value for rolling. | |
| tickers | No | Comma-separated ticker symbols, e.g. 'AAPL,MSFT,GOOGL'. | |
| end_date | No | End of the date range in YYYY-MM-DD format. | 2026-06-27 |
| indicator | Yes | Name of the specific metric to calculate, e.g. 'get_asset_turnover_ratio'. Required — omitting it returns the list of available indicators. | |
| quarterly | No | Return quarterly data instead of annual when True. | |
| start_date | No | Start of the date range in YYYY-MM-DD format. | 2021-06-28 |
| time_steps | No | Value for time_steps. | |
| distribution | No | Value for distribution. | historic |
| show_columns | No | Comma-separated names to filter the output. For historical data use the key names visible in any response record (e.g. 'Close,Volume,Return'). For financial statements use the 'metric' field values from the response (e.g. 'Revenue,Net Income,EBITDA'). Call the tool once without this parameter to see all available names, then repeat with show_columns to reduce response size and token usage. | |
| within_period | No | Value for within_period. | |
| optimization_t | No | Value for optimization_t. | |
| benchmark_ticker | No | Ticker used as the market benchmark, e.g. 'SPY' or '^GSPC'. | SPY |
Output Schema
TableJSON Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |