Risk Calculators

Risk-reward ratios, expected value, probability of loss, break-even win rate, risk exposure and scenario analysis.

Risk
Risk-Reward Ratio Calculator
Risk/reward ratio of a trade from entry, stop-loss and target, with the minimum win rate needed to break even.
R:R = |target − entry| ÷ |entry − stop|
Also called risk reward ratio · r:r calculator
Position Size Break-Even Win Rate Expected Value
Risk
Expected Value Calculator
Expected value, variance and standard deviation of a discrete random variable from outcomes and probabilities.
E[X] = Σ xᵢ·pᵢ
Also called ev calculator · mean of random variable
Probability Risk-Reward Ratio Scenario Analysis
Risk
Probability of Loss Calculator
Probability an investment loses money (or beats a target) over a period, from expected return and volatility.
P(loss) = Φ((target − μt) / (σ√t))
Also called probability of profit · chance of loss
Risk-Reward Ratio Expected Value Risk Percentage
Risk
Risk Percentage Calculator
What percentage of your account is at risk on a trade or position.
Account at risk = Amount at risk ÷ Accoun…
Also called account risk percent · percent risked
Position Size Break-Even Win Rate Risk Exposure
Risk
Position Size Calculator
How many shares or units to buy so a stop-loss hit risks only a set percentage of your account.
Units = (account × risk %) ÷ |entry − sto…
Also called position sizing · risk per trade
Risk-Reward Ratio Stop-Loss Risk Percentage
Risk
Break-Even Win Rate Calculator
Minimum win rate needed to break even for a given risk-reward ratio, and your expectancy per trade.
Win rate = 1 / (1 + R:R)
Also called break even probability · required win rate
Risk-Reward Ratio Expected Value Risk Exposure
Risk
Risk Exposure Calculator
Risk exposure (expected loss) = probability × impact for project or business risks, ranked by severity.
Exposure = probability × impact
Also called expected loss · risk score
Weighted Risk Score Expected Value Scenario Analysis
Risk
Weighted Risk Score Calculator
Combine several risk factors, each scored and weighted, into one overall weighted risk score.
Score = Σ(score × weight) ÷ Σ weight
Also called weighted risk · risk scoring model
Risk Exposure Weighted Average Scenario Analysis
Risk
Scenario Analysis Calculator
Best, base and worst-case scenarios with probabilities: expected outcome, spread and downside risk.
E = Σ outcome × probability
Also called scenario risk · best worst case
Expected Value Risk Exposure Risk-Reward Ratio

Key risk formulas

Risk-Reward Ratio	R:R = \|target − entry\| ÷ \|entry − stop\|
Expected Value	E[X] = Σ xᵢ·pᵢ
Probability of Loss	P(loss) = Φ((target − μt) / (σ√t))
Risk Percentage	Account at risk = Amount at risk ÷ Account size × 100
Position Size	Units = (account × risk %) ÷ \|entry − stop\|
Break-Even Win Rate	Win rate = 1 / (1 + R:R)
Risk Exposure	Exposure = probability × impact
Weighted Risk Score	Score = Σ(score × weight) ÷ Σ weight
Scenario Analysis	E = Σ outcome × probability