Margin call risk forecaster

Margin call risk

Our margin call risk forecaster allows you to view a potential margin call amount based on a specific percentage drop of your portfolio. Move the slider to the left and right to pinpoint the hypothetical percentage drop of your portfolio and the estimated loan repayment amount and the amount of stock you could sell to cover the repayment.

Margin call historical odds

Our historical simulation is based on the historical performance of the S&P 500 by using the SPY historical performance from its 1993 inception. We then use the historical performance of SPY, as a percentage, to approximate the historical percentage change of your portfolio. Specifically, the historical beta value between each security and SPY is used to scale these historical percentages and apply to the existing security.

For example, if SPY increased 0.5% within a fixed period then a security with beta = 2.0 would be assumed to have increased by 1% during the same period. This is done for 12-month periods, rolling on a monthly basis. We then report the total number of times a margin call would have occurred under this simulation.