Tools

Free general risk calculators

The standard risk arithmetic, free and in your browser. Everything runs client-side — nothing you type is sent anywhere or stored. Tools, not advice: these compute general risk statistics and do not analyse or advise on your holdings or portfolio.

The calculators

Sharpe ratio calculator

Risk-adjusted return: excess return per unit of volatility. The number our walk-forward grades are built on.

Value at Risk (VaR) calculator

Parametric VaR: an estimated loss threshold for user-supplied values at a chosen confidence, with the model limitations stated.

Maximum drawdown calculator

Paste an equity series; get the worst peak-to-trough decline — the risk number investors actually feel.

Stock correlation calculator

Pearson correlation between two user-supplied return series — a general relationship measure, not personalized diversification advice.

Portfolio beta calculator

Sensitivity to a benchmark, from paired return series — with r² so you know how much the beta means.
Why free? These are the open half of the Farlens methodology — the arithmetic is public, daily informational readings are planned for Core. Core is not available today. Read about the planned product.

Informational analytical tool — not a research report or trading signal. “Signals,” the “signal stack” and the “composite score” are analytical indicators derived from published measurements; they are not trading signals, buy/sell/hold recommendations, or entry/exit levels. The service is not personalized to your holdings or portfolio.

Historical, backtested and walk-forward results do not guarantee future results. Data coverage differs from the territories in which the paid service is offered. Planned features are not yet available and no payment is taken pre-launch. At launch, paid access is intended only for adults aged 18 or over in the United States and GCC states. Cancellation and refunds will be handled through Paddle as merchant of record.

Farlens provides informational tools and aggregated public data for public, educational and analytical purposes only. Nothing on this platform constitutes investment, financial, legal, or tax advice. Farlens is not a registered investment adviser or broker-dealer in any jurisdiction. All investment decisions are made solely by you.