Optimal Risky Portfolio selection

Choose the Data Source


Choose the Stocks to put in your Portfolio


Choose Benchmark


Indicate the source you want to use for the expected returns of the stocks


Do you want to authorize short selling ?


Indicate the period of time you want to use for historical data

to

The Optimal Risky Portfolio on the Efficient Frontier

Source of data : Yahoo Finance


Minimum Variance Portfolio and Optimal Risky Portfolio Information


Risk and Return - Minimum Variance Portfolio

Risk and Return - Optimal Risky Portfolio

Risk and Return - Benchmark Portfolio


Composition


Assets Information


Risk and Return


Covariance Matrix


Assets Data

Download

Complete Portfolio computation

Input the risk free rate


Choose the proportion of risk free asset in the portfolio


The Complete Portfolio on the CAL

Source of data : Yahoo Finance


Complete Portfolio Information


Risk and Return

Risk and Return - Benchmark Portfolio


Composition


Assets Information


Risk and Return


Covariance Matrix


Assets Data

Download

Portfolio selection using my data

Notes:

In this part you can input an Excel file containing your own data. This file must follow the model shown in the documentation and contain all the information necessary for the computation.

This includes:

- Stocks' names

- Stocks' Expected Returns

- Stocks' variances

- Stocks' correlation coefficients

- The Risk Free Rate


Please Input your data

Format supported: .xls, .xlsx

Do you want to authorize short selling ?

If short selling is authorized you might have assets with negative weigths.

On the other hand, if you don't allow short selling, some assets might have a weight of 0 in your portfolio as they are inefficient.

Portfolio's Location on the CAL


Portfolios Information


Risk and Return - Minimum Variance Portfolio

Risk and Return - Optimal Risky Portfolio

Risk and Return - Complete Portfolio


composition


Assets Information


Risk and Return


Covariance Matrix