| Mean-Variance Optimization with Transaction Coses | x | x | Classic Markotwitz theory with transaction costs |
| Mean-Variance Optimization | x | x | Classic Markotwitz theory |
| Modified Omega Ratio | x | x | |
| Maximize Omega Ratio of Portfolio | x | x | |
| Omega Ratio | x | x | |
| GARCH Tutorial | x | x | Spreadsheet implements GARCH(1,1) |
| Calmar Ratio | x | x | |
| Treynor Ratio | x | x | |
| How to Calculate Beta | x | x | |
| Sharpe Ratio | x | x | |
| Sharpe Optimal Portfolio | x | x | |
| Sortino Ratio | x | x | |
| How to Annualize a Sharpe Ratio | x | | |
| Value at Risk | x | x | Normal Distribution |
| Value at Risk | x | x | Monte Carlo, Delta-Gamma, Variance-Covariance (1 & 2 asset) |
| Value at Risk with Monte-Carlo Simulation | x | x | With VBA |
| Modified Value at Risk | x | x | Skew and Kurtosis |
| Modified Sharpe Ratio | x | x | Skew and Kurtosis |
| Downside Deviation | x | x | Excel matrix formula and VBA |
| Jensen's Alpha | x | x | |
| Information Ratio | x | x | |
| Historical Volatility | x | x | Calculation steps and spreadsheet that calcualtes historical volatility from Yahoo stock quotes |
| Kappa | x | x | |
| Stutzer Index | x | x | |
| Maximum Drawdown | x | x | VBA function |
| Stock Screener for Excel with Automatic Data Download | | x | Downloads financial data for over 6800 ticker symbols (over 60 items per ticker). Customizable filtering. |
| Average True Range | x | x | |
| Stock Comparison Spreadsheet | | x | Retrieves data from web. Compare finance info for 10 stocks |
| Trading Journal Spreadsheet | | x | Record historical stock trades, suggests stop-loss, summarizes portfolio position, P&L |
| Relative Strength Index | x | x | |
| Compound Annual Growth Rate | x | x | Learn how to calculate CAGR in Excel, and discover its limitations |
| Ulcer Index | x | x | A tool for measuring the stress of holding an investment |
| Correlation Matrix | x | x | Includes VBA to calculate the Correlation Matrix |
| Calculate if a Stock is Undervalued or Overvalued | x | x | Analytical method of calculating if a share is worth buying |
| Upside Potential Ratio | x | x | VBA and Excel worksheet formula |