Portfolio Analysis

Mean-Variance Optimization with Transaction CosesxxClassic Markotwitz theory with transaction costs
Mean-Variance OptimizationxxClassic Markotwitz theory
Modified Omega Ratioxx
Maximize Omega Ratio of Portfolioxx
Omega Ratioxx
GARCH TutorialxxSpreadsheet implements GARCH(1,1)
Calmar Ratioxx
Treynor Ratioxx
How to Calculate Betaxx
Sharpe Ratioxx
Sharpe Optimal Portfolioxx
Sortino Ratioxx
How to Annualize a Sharpe Ratiox
Value at RiskxxNormal Distribution
Value at RiskxxMonte Carlo, Delta-Gamma, Variance-Covariance (1 & 2 asset)
Value at Risk with Monte-Carlo SimulationxxWith VBA
Modified Value at RiskxxSkew and Kurtosis
Modified Sharpe RatioxxSkew and Kurtosis
Downside DeviationxxExcel matrix formula and VBA
Jensen's Alphaxx
Information Ratioxx
Historical VolatilityxxCalculation steps and spreadsheet that calcualtes historical volatility from Yahoo stock quotes
Stutzer Indexxx
Maximum DrawdownxxVBA function
Stock Screener for Excel with Automatic Data DownloadxDownloads financial data for over 6800 ticker symbols (over 60 items per ticker). Customizable filtering.
Average True Rangexx
Stock Comparison SpreadsheetxRetrieves data from web. Compare finance info for 10 stocks
Trading Journal SpreadsheetxRecord historical stock trades, suggests stop-loss, summarizes portfolio position, P&L
Relative Strength Indexxx
Compound Annual Growth RatexxLearn how to calculate CAGR in Excel, and discover its limitations
Ulcer IndexxxA tool for measuring the stress of holding an investment
Correlation MatrixxxIncludes VBA to calculate the Correlation Matrix
Calculate if a Stock is Undervalued or OvervaluedxxAnalytical method of calculating if a share is worth buying
How to Calculate MACD in Excelxx
Generate trading signals with MACDx
How to Annualize Volatilityx
How to Calculate EMA in ExcelxxTutorial and free web-connected spreadsheet with full open VBA
Zephyr Pain Indexxx
Williams %RxxTrading guide and spreadsheet with Internet connectivity
Measure the strength of a treend with Aroonx
Calculate Aroon with Excel and VBAxx
Stochastic OscillatorxxCalculation guide, and spreadsheet
Stock Returns HistogramxA spreadsheet that downloads historical prices for any ticker and plots a returns distribution
Upside Potential RatioxxVBA and Excel worksheet formula
Calculating the Correlation Between the S&P 500 and Crude OilxxFree spreadsheet that calculations the rolling correlation coefficient of two assets
List of ETFs Across International Exchanges
Sources of Intraday Stock Data
Live Stock Quotes in ExcelUses Yahoo Finance API to put financial data in a cell with a formula
Complete List of Mutual Funds Across All International ExchangesMutual funds across all international exchanges
Value Electric Utility Stocks with the Graham NumberxxWeb-connected spreadsheet that downloads current market prices and calculates the Graham Number
Calculating the Correlation Between the S&P 500 and Crude Oilx
Calculate the Fair Value of Oil Stocks with the Graham Numberx
The Gordon Growth ModelxLearn about this unique
Calculate Dividend Growth RatexWeb connected spreadsheet that downloads historical dividend data and calculates dividend growth rate
How does Yahoo Finance Calculate Beta?xLearn the precise steps and assumptions that Yahoo Finance uses to calculate this metric
Dow 30 Stocks – Latest Financial Data in ExcelFinancial data for all stocks in the Dow 30
Financial data for all stocks in the FTSE 100
Deriving the Bond Pricing Formulaxx
VBA to Calculate Yield to Maturity of a Bondxx

4 thoughts on “Portfolio Analysis”

  1. Hi, first of all you have a lovely site
    I’m a student in economics, and I’ll be happy if I can get this file to help me in school
    Thank you

  2. Hi Samir,

    Great website and work, it’s amazing what you have build.
    I’m interested in the portfolio manager and tried downloading the try-out on my macbook with excel 2011, but it’s an *.exe file which I can’t run … Do you have a solution for this ?
    Besides the portfolio manager, I’m also very interested in the AnalyserXLPRO, can you confirm this will work on my mac ? If so, then I have some very specific questions about this tool, maybe it’s better I put them on an e-mail ?

    Keep up your great work !

    My very best regards,
    Matthias, from Belgium

  3. Hello Samir,

    It is great to meet you. I love what you do on this website it is amazing.

    Today, yahoo portfolio is not downloading to a spreadsheet like they normally do.

    Under Yahoo Stock Summary Page, at the bottom right side, under “Tool Box” there is this link that is no longer working: ” Download Data (delayed) “.


    I was wondering if you have anything from google site that we can download current or yesterdays stock price, eps, dividend, 52 week high and low, beta ect…

    Since Yahoo portfolio downloading not working to a spreadsheet maybe a long term issue, it would be nice to have an alternative site for stock data sourcing, perhaps google.

    Do you have anything like that can download similar data to an excel spreadsheet?

    Samir, Thank you for all that you do. I learned a lot from you.




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