{"uid":"cap_LIvfuKXra_HCv6v0j6KKZ","slug":"kihustle-value-at-risk-historical-calculator-8c532380","name":"KiHustle Value-at-Risk Historical Calculator","description":"Kostenlose Guides, Solo-Playbooks und Artikel zu KI, Automation und Side Hustles — für Menschen, die mit echten Systemen online Einkommen aufbauen wollen. Transparent finanziert über faire Affiliate-Links.","url":"https://kihustle.tech/api/v1/value-at-risk-historical","method":"POST","headers":{},"bodySchema":{"type":"object","properties":{"returns":{"type":"array","items":{"type":"number"}},"confidence":{"type":"number"}}},"responseSchema":{"type":"json","example":{"result":"processed","status":"success"}},"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.002","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"probe","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.002/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.002","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.002","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_LH6wmwQoV__LyOYFnsI6a","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.002","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Computes historical Value-at-Risk (VaR) for a portfolio given a series of historical returns and a confidence level","exampleAgentPrompt":"Calculate the historical Value-at-Risk for this set of daily returns — [-0.02, 0.01, -0.015, 0.03, -0.04, 0.005, -0.01] — at a 95% confidence level.","exampleUseCases":[{"title":"Portfolio daily risk assessment","prompt":"I have a list of daily portfolio returns for the past year and I want to know my historical VaR at the 95% confidence level — can you calculate that for me using these numbers: [-0.012, 0.008, -0.025, 0.003, -0.031, 0.015, -0.007, 0.022, -0.018, 0.004]?"},{"title":"Stress testing at high confidence","prompt":"Run a historical Value-at-Risk calculation on these monthly returns [-0.05, 0.03, -0.08, 0.01, -0.02, 0.04, -0.06, 0.02] at a 99% confidence level — I need to know the worst-case loss I should expect to exceed only 1% of the time."},{"title":"Risk compliance reporting","prompt":"I need to report our fund's historical VaR for compliance purposes — can you compute it at a 97.5% confidence level using these return figures: [-0.009, 0.014, -0.022, 0.007, -0.033, 0.011, -0.005, 0.019, -0.028, 0.002, -0.016, 0.008]?"}],"resultDescription":"Returns a JSON object with a result field indicating the computed Value-at-Risk metric and a status field confirming successful processing. The VaR figure represents the maximum expected loss not exceeded at the given confidence level over the historical return distribution.","failureModes":["Empty or null returns array — endpoint may return an error or unexpected result","Confidence level outside [0,1] range — invalid parameter likely causes a processing error","Non-numeric values in returns array — schema validation failure","Server-side computation error returning generic success status without meaningful VaR value","Response schema is minimal and may not expose detailed error messages distinguishing input errors from runtime failures"],"whenToPreferThis":"Choose this endpoint when you need a lightweight, pay-per-call historical VaR computation without standing up your own risk analytics infrastructure. Suitable for agents that periodically need a single VaR figure from historical return data at a known confidence level. Prefer alternatives (e.g. dedicated quant finance platforms) if you need parametric VaR, Monte Carlo simulation, conditional VaR (CVaR/ES), multi-asset covariance-based risk, or rich error diagnostics.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-16T01:05:01.035Z","isFirstParty":false}