{"uid":"cap_g6CHfW415mr79QVSwsP6u","slug":"delx-cvar-lite-conditional-value-at-risk-calculator-69ea09bc","name":"Delx CVaR Lite — Conditional Value at Risk Calculator","description":"Pay-per-result APIs for agents. No signup. Exact price. Verifiable delivery. USDC on Base + Solana via x402.","url":"https://commerce.delx.ai/api/v1/x402/cvar-lite?utm_source=zero.xyz","method":"POST","headers":{},"bodySchema":{"type":"object","properties":{"alpha":{"type":"number","description":"Tail probability for CVaR (e.g. 0.05)"},"returns":{"type":"array","description":"Return series or matrix of series"}}},"responseSchema":{"type":"json","example":{"n":6,"var":-0.08,"cvar":-0.08,"schema":"delx/util-cvar-lite/v1"}},"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.001","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":"$0.001/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.001","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.001","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_QBrj2VeDznDM4GUWiz7bX","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.001","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Computes CVaR (Conditional Value at Risk) and VaR for a given return series at a specified tail probability","exampleAgentPrompt":"Calculate the CVaR and VaR for these monthly returns [-0.02, 0.05, -0.08, 0.03, -0.01, -0.09] using a 5% tail probability (alpha = 0.05).","exampleUseCases":[{"title":"Portfolio tail risk assessment","prompt":"I have a list of daily portfolio returns over the past year — can you compute the CVaR and VaR at a 5% alpha to understand my worst-case expected losses?"},{"title":"Crypto asset downside risk","prompt":"Here are the weekly returns for my crypto holdings: [0.12, -0.25, 0.08, -0.31, 0.05, -0.18]. What's the conditional value at risk at alpha 0.10?"},{"title":"Multi-asset risk comparison","prompt":"Can you calculate the CVaR at alpha 0.05 for each of these three return series so I can compare which asset has the heaviest tail risk?"}],"resultDescription":"Returns a JSON object containing: n (number of observations), var (Value at Risk at the given alpha), cvar (Conditional Value at Risk / Expected Shortfall at the given alpha), and a schema identifier string. Values are expressed as decimals (e.g. -0.08 meaning -8%).","failureModes":["Invalid or missing alpha — must be a decimal between 0 and 1 (e.g. 0.05)","Empty or malformed returns array","Returns series too short for meaningful tail estimation","Payment failure via x402 protocol","Non-numeric values in the returns array"],"whenToPreferThis":"Choose this endpoint when you need a fast, cheap ($0.001 USDC), no-signup CVaR/VaR computation for a single return series or small matrix. It is ideal for AI agents that need on-demand quantitative risk metrics without integrating a full financial analytics library. Prefer this over heavier risk platforms when you just need tail-risk summary statistics rather than full portfolio attribution or factor modeling.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-02T06:34:51.176Z","isFirstParty":false,"canonicalSlug":"delx-cvar-lite-conditional-value-at-risk-calculator-69ea09bc"}