How can I cover my investment against eventual stock market crash?

The best way to protect yourself against a stock market crash is to have a diversified portfolio and practice asset allocation, stocks, bonds and CDs and money markets. If you have a long time horizon, ten years or more, you shouldnt worry about a stock market crash. Because you have time to make up for it. The closer you are to retirement, or the time you will need the money, the more of your portfolio that you should have in safer investments like bonds, CDs and money markets. If you have a long time horizon, a well diversified and balanced portfolio, then a crash is a buying opportunity.

Do not invest

you can not.....

Stocks are not a smart investment except to have a very small amount of your total portfolio in.
Don't gamble in the stock market unless you can afford to lose it.

Idiot. That's the WHOLE point of the stock market. You can make money but its a GAMBLE. Go buy an investment banker - then you can blame him when its turns ghetto.

Open a high interest CD if you don't want to gamble.

Know when to pull out.
There is nothing to insure your investments protection if the stock market crashes. In case you don't know, a crash occurs when consumer confidence plummets and everybody sells their stocks which destroys the worth of individual stock. If that happens, the stock you hold would be worth a fraction of what it does now. The only hope if you don't get out early enough is that if you keep the stock you do have you wait out the crash and let the market rebuild.

Options (It's like an Insurance Policy against market crashes)

Drop me a line if you need more detailed information.

Buy CDs or I-bonds (so you can stay ahead of inflaction), market crashes and you buy on the fire sale. You can put stops on your stocks so that if they go down, it will trigger a sale.

I agree with jeff410. A diversified portfolio in domestic and international stocks, small-cap and large-cap stocks, as well as bonds is your best bet. This will protect you from some of the ups and downs of the market. However, any stock investments has the risk of a market downturn. But, if you are young and hold onto the investments, your investments will grow over the long-term.

Many investment companies (Fidelity, for example) have mutual funds with a good mix of funds like this already prepared. They usually have a year in the name, denoting the year you would like to retire.

Do invest in good stocks and forget market crash.

If I were worried about a crash I'd look at long term index options -1 year out, the puts-you are betting the market tanks and if it does you'll score on the option , hopefully to the extent that your portfolio has eroded. if the market stays flat or heads higher your put will expire worthless-some people look at it as an annual insurance policy expenditure.
If the market tanks due to inflationary expectations or reality gold would be an alternative-on the other hand if the market corrects due to deflation than gold could correct as well.