Portfolio Risk Management in Excel: Measure Volatility, VaR and Monte Carlo Outcomes
Portfolio risk management in Excel: measure stock volatility, calculate value at risk, check concentration, run a stress test for a market downturn, and simulate outcomes with Monte Carlo.
- 1Portfolio Risk Management in Excel
Portfolio risk management is essential for protecting your investments and achieving long-term financial goals. Learn how to measure, monitor, and manage portfolio risk using Excel and MarketXLS.
- 2Stock Volatility Calculator: How to Measure & Calculate Volatility in Excel
Stock volatility calculator methods explained for Excel. Learn historical vs implied volatility, annualizing returns, VIX analysis, and how to calculate volatility using MarketXLS functions.
- 3Excel Volatility Calculator by MarketXLS for Optimized Trading
Calculate stock and portfolio volatility in Excel with MarketXLS functions such as StockVolatilityCustomDates and PortfolioVolatility, plus a free volatility calculator template.
- 4Value at Risk (VaR) in Excel
Value at Risk (VaR) estimates the loss a portfolio should not exceed at a set confidence level. Calculate parametric, historical, and Monte Carlo VaR in Excel.
- 5Concentration Risk Portfolio Analysis Excel: How to Measure and Manage Top-Heavy Portfolios in 2026
Concentration risk portfolio analysis excel: learn how to measure, monitor, and manage top-heavy portfolio exposure using the Herfindahl-Hirschman Index, sector overlap analysis, and rebalancing strategies, all built in
- 6Portfolio Stress Test Excel: Complete Market Downturn Analysis Framework for 2026
How to stress test a portfolio in Excel using beta-weighted market decline scenarios, drawdown tracking, and balance-sheet risk metrics.
- 7Monte Carlo Simulation Excel: A Complete Workflow Guide for Investors
Build a Monte Carlo simulation in Excel with NORM.INV(RAND()), a Data Table, and historical prices from MarketXLS, then read percentiles, probability of loss, and CVaR.
- 8Monte Carlo Simulation Excel: Portfolio and Retirement Outcome Projection
A free Excel Monte Carlo model that runs 120 random portfolio paths, reports median, 5th and 95th percentile outcomes, and estimates the probability of reaching your goal.