Investors have a dazzling array of mutual funds to pick from. How can investors decide which fund to invest in?
This Mathcad worksheet automatically downloads historical stock quotes from Yahoo Finance with a VBScript button. You don’t need to manually import the data with text files.
This article explores what the Treynor Ratio means for investors, and provides an Excel spreadsheet.
This Excel spreadsheet calculates the beta of a stock, a widely used risk management tool that describes the risk of a single stock with respect to the risk of the overall market.
This Excel spreadsheet calculates the Modified Sharpe Ratio.
This Excel spreadsheet calculates Kappa, a generalized downside-risk adjusted performance measure.
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 and kurtosis act to increase VaR).
This Excel spreadsheet downloads historical Forex data from the Internet. You can ask for bid, ask and mid rates for a range of historical currencies.
This Excel spreadsheet calculates Value at Risk through the Monte Carlo simulation of geometrical brownian motion in VBA.
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.