# List/Grid Portfolio Analysis in Excel Subscribe RSS feed of category Portfolio Analysis in Excel

## Modified Value at Risk

This Excel spreadsheet implements a Modified Value at Risk (or MVaR) calculation, which adjusts the standard deviation to account for skew and kurtosis in the returns distribution (greater negative skew… Read more »

## Value at Risk with Monte Carlo Simulation

This Excel spreadsheet calculates Value at Risk through the Monte Carlo simulation of geometrical brownian motion in VBA.

## Calculate Value At Risk in Excel

Today I’d like to clarify the concept of Value At Risk.  I’ll demonstrate how you can calculate VAR in Excel, but I’ll also discuss some of its limitations.

## Calculate the Omega Ratio with Excel

This Excel spreadsheet helps you calculate the Omega Ratio, a financial benchmark created by Shadwick and Keating in 2002.

## Importing Historical Stock Prices from Yahoo into Excel

This Excel spreadsheet imports historical stock prices from Yahoo Finance (http://finance.yahoo.com).

## Calculate the Sortino Ratio with Excel

This Excel spreadsheet calculates the Sortino Ratio for an investment, a measure of risk-adjusted return. Investments that emphasize their Sortino Ratio often try to minimize their losses as a part… Read more »

## Calculating a Sharpe Optimal Portfolio with Excel

This Excel spreadsheet will calculate the optimum investment weights in a portfolio of three stocks by maximizing the Sharpe Ratio of the portfolio.

## Mean-Variance Portfolio Optimization with Excel

This Excel spreadsheet implements Markowitz’s mean-variance theory. It optimizes asset allocation by finding the stock distribution that minimizes the standard deviation of the portfolio while maintaining the desired return.

## Calculate the Sharpe Ratio with Excel

This article describes how you can implement the Sharpe Ratio in Excel. As an alternative method, I’ll also give some VBA code that can also be used to calculate the… Read more »