Portfolio Analytics

Real-time asset tracking & risk assessment

Risk Benchmark:

View Holdings List:

Select a specific list or view aggregated totals

Total Portfolio Value

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+$0.00 (0.00%)

Est. Annual Yield

0.00%

Weighted Dividend Yield

Portfolio Volatility

0.00%

Low Risk

Portfolio Beta

1.00

Relative to Benchmark

Historical VaR (95%)

0.00%

Max 1-day Loss (95% Conf)

Historical CVaR (95%)

0.00%

Expected Shortfall

Cumulative Returns vs. Benchmark

Target: Current Holdings 1 Year History

Add stocks to view historical performance comparison

Asset Allocation

No holdings added yet

Holdings Summary

Asset	Shares	Current Price	Value	Weight	Returns
No holdings available. Go to Holdings to add assets.

Asset Risk Contribution Breakdown (MCR / CCR)

Component Risk %

Add assets to view risk contribution analysis

Options & Portfolio Hedging Module

Strategy Settings:

Structure:

Horizon:

Hedge Ratio:

Click "Calculate Hedging Strategy" to evaluate Black-Scholes protective collars, puts, and covered calls for your holdings.

Option Contract Orders & Greeks Breakdown

Ticker	Asset Name	Underlying Price	Put Strike	Call Strike	Put Premium	Call Premium	Contracts	Net Cost %	Hedged Delta	Max Loss %	Max Gain %	Expiration

Active Holdings List

Select, create, rename, or delete your custom holdings lists

Add Asset to Portfolio

Search ticker symbols, specify share counts and cost basis to add or update your active portfolio holdings

Search Ticker Symbol

Number of Shares

Avg Cost per Share ($)

Asset Portfolio Holdings

0 Assets

Ticker	Company Name	Shares	Avg Cost Basis	Market Price	Market Value	Current Weight	Target Weight	Yield	Actions
Your portfolio is empty. Add your first stock using the form above.

Target Asset Allocations

Assign target percentages to each asset. The total must equal 100%.

Suggested Rebalancing Trades

Set target allocations and click calculate to generate trading suggestions.

Asset	Current Weight	Target Weight	Suggested Action	Value Change	Estimated Shares

Saved Model Portfolios

Manage, edit, rename, and organize your saved target allocation sets and model portfolios.

Select Saved Portfolio:

Portfolio Name

Created: -

Ticker Symbol	Target Weight (%)	Action

Total Allocation: 0.0%

No Portfolio Selected

Select an existing saved portfolio from the dropdown above or click "Create New Portfolio Set" to build a new model portfolio.

Asset Screener & Risk Analytics

Screen universe assets, calculate individual stock variances (σ²), returns (μ), and analyze pairwise covariances (Σ)

Quick Sector & Basket Presets:

Add Custom Assets:

Timeframe:

Active Universe:

Total Screened Stocks

0

Active Candidate Universe

Avg Ann. Return (μ)

0.00%

Expected Portfolio Return

Avg Stock Variance (σ²)

0.000000

Annualized Total Variance

Best Diversification Pair

N/A

Lowest Pairwise Covariance

Stock Variances & Risk Metrics

Individual stock return distributions, variance (σ²), volatility (σ), and Sharpe ratios

Ticker	Company Name	Price ($)	Period Perf (%)	Ann. Return (μ)	Ann. Variance (σ²)	Ann. Volatility (σ)	Sharpe Ratio	Min-Var Weight	Action
Universe Ready (100 Assets Selected) Click "Calculate Screener Stats" above to compute expected returns (μ), variances (σ²), Sharpe ratios, and full covariance matrices.

Correlation Matrix Visualizer

Off-diagonal elements represent pairwise return correlations (ρ_ij) essential for portfolio diversification

Modern Portfolio Optimizer & Hypothesis Backtest

Period:

Return Prior (μ):

Covariance (Σ):

Engine:

Enter target ticker symbols to compute Markowitz Efficient Frontier optimal weights and test the walk-forward out-of-sample hypothesis:

Load Saved Portfolio:

Click Run Optimization to generate Efficient Frontier and Out-of-Sample Backtest.

Markowitz Efficient Frontier (Monte Carlo Simulation)

Expected Return vs. Volatility

Max Sharpe Ratio Portfolio

Exp. Return: 0%

Volatility: 0%

Sharpe: 0.00

Minimum Volatility Portfolio

Exp. Return: 0%

Volatility: 0%

Sharpe: 0.00

Risk Parity Portfolio

Exp. Return: 0%

Volatility: 0%

Sharpe: 0.00

Equal Weight Portfolio

Exp. Return: 0%

Volatility: 0%

Sharpe: 0.00

Out-of-Sample Hypothesis Backtest Results

Test Window

Walk-Forward Out-of-Sample Growth

Out-of-Sample Metrics Comparison

Strategy	Total Return	Volatility	Sharpe	Max Drawdown

Multi-Portfolio Comparison & Future Outlook

Compare historical backtest returns, risk-adjusted metrics (Sharpe), and projected future growth trajectories across candidate strategies.

No Portfolios Selected for Comparison

Select any saved portfolio or your active holdings from the dropdown above to add it for side-by-side performance comparison, Sharpe ratio analysis, and growth projections!

Historical Cumulative Growth Comparison

Normalized Out-of-Sample Performance

Future Growth Outlook & Wealth Trajectory

1 to 5 Year Forecast

Projections compound expected annualized returns (μ) against risk variance (σ²) under Monte Carlo log-normal trajectory expectation on a $10,000 baseline investment.

Strategy Performance & Risk Matrix

Portfolio Strategy	Exp. Return (μ)	Volatility (σ)	Sharpe Ratio	Max Drawdown	Proj. 1Y Value ($10k)	Proj. 3Y Value ($10k)	Action

Macro Crisis & Stress-Test Scenarios

Custom Shock Inputs:

Equity Shock: %

Rate Shift: bps

Energy Shock: %

Select one of the portfolios above and click "Run Stress Test Analysis" to simulate historical crisis drawdowns and macro shocks on its target weights.

Asset-Level Shock Impact Breakdown

Ticker	Asset Name	Portfolio Weight	Est. Return %	Est. Dollar Impact

Execution & Direct Portfolio Buying

Macroeconomic & Market Regime Indicators

Informational market regime signals built on Yahoo tickers. Click the icon on any indicator card for comprehensive regime explanations.

Overall Macro Health

AI Macro Executive Summary

Market Tailwinds

Macro Headwinds

Crisis Regime Detector

Which financial-crisis archetype current data matches — and which assets historically hold up or fail in it

AI Second Opinion

Archetype Match Scores

Evidence From Current Data

Asset Playbook

Historically Holds Up — Suggested

Historically Fails — Avoid / Underweight

Crisis Cheat Sheet — how each asset behaves in each crisis type

Yield Curve Spreads (10Y-3M & 10Y-2Y)

● 10Y-3M Spread | ● 10Y-2Y Spread

10Y - 3M

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10Y - 2Y

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CBOE Volatility Index (VIX)

Ticker: ^VIX (Implied Volatility)

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Credit Stress Proxy (HYG vs IEF)

HYG vs IEF 3M Relative Return

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Risk Appetite (SPY / GLD)

S&P 500 ETF (SPY) / Gold ETF (GLD)

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Growth Momentum (CPER / GLD)

Copper ETF (CPER) / Gold ETF (GLD)

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Cycle Stage (IWM / SPY)

Russell 2000 (IWM) / S&P 500 (SPY)

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Sector Rotation (XLY / XLP)

Discretionary (XLY) / Staples (XLP)

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Total Market Value (Wilshire 5000)

Aggregate value of ~3,400 US stocks

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Buffett Indicator

Total Market Value / Nominal GDP

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Inflation, Labor, Dollar, Credit & Banking Signals

Company Fundamentals & Statement Analysis

Multi-year fundamental deep dive computed directly from raw financial statements (Income Statement, Balance Sheet, Cash Flow).

No Ticker Analyzed Yet

Enter a ticker symbol above (e.g. AAPL, MSFT, NVDA, or JPM) to compute profitability, cash generation, valuation, financial health, and multi-year growth trends directly from raw financial statements.

Quarterly Financial Trend Revenue & Net Income by quarter, EPS overlaid

Quarterly EPS & YoY Growth (Extended History) From reported earnings history

1. Profitability ROIC is primary capital-structure-neutral metric

ROIC (Return on Invested Capital)

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NOPAT / Invested Capital

ROE (Return on Equity)

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Net Income / Avg Equity

Gross Margin

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Gross Profit / Revenue

Operating Margin

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Operating Income / Revenue

Net Margin

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Net Income / Revenue

2. Cash Generation (Cash Flow Quality)

Cash Conversion Ratio

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Operating Cash Flow / Net Income

Free Cash Flow (FCF)

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Operating Cash Flow - CapEx

FCF Yield (Market Cap)

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FCF / Market Cap

FCF Yield (Enterprise Value)

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FCF / Enterprise Value

3. Valuation Ratios

Trailing P/E

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Price / Trailing Earnings

Forward P/E

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Price / Est Forward EPS

EV / EBITDA

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Capital Structure Neutral

Price / Sales (P/S)

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Fallback for pre-profit firms

PEG (trailing growth)

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Rough Heuristic

4. Financial Health & Leverage

Interest Coverage Ratio

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Operating Income / Interest Expense

Net Debt / EBITDA

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(Total Debt - Cash) / EBITDA

Debt-to-Equity

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Total Debt / Total Equity

Current Ratio

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Current Assets / Current Liabilities

Quick Ratio

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(Current Assets - Inventory) / Current Liab

5. Growth Trends & Multi-Year CAGR

Revenue CAGR

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Multi-year Compound Annual Growth

EPS CAGR

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Multi-year Compound Annual Growth

Free Cash Flow CAGR

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Multi-year Compound Annual Growth

Quality Ranking

Non-financial S&P 500 companies ranked by business quality.

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Ranks use each company's latest annual report as filed with the SEC. A company's Stock Score card uses Yahoo's version of the same statements, so its percentile there can differ by a few points. Banks, insurers and REITs aren't ranked. Not investment advice.

Factor + Fundamental Analysis

Multi-factor scoring (Value, Quality, Momentum, Low-Vol) computed cross-sectionally relative to the S&P 500 universe.

Load Saved Portfolio:

Sector-Neutral Scoring

Factor Weighting:

Select a Saved Portfolio to Compare Factor Scores

Select one of your saved portfolios from the dropdown above or click "Analyze Factors" from any saved portfolio card in the Comparison tab.

Analyzed Portfolio

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Reference Universe

S&P 500 (sp500_500)

Portfolio Top Composite Name

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Avg Composite Z-Score

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Saved List Cross-Sectional Factor Breakdown (vs. S&P 500)

Rank	Ticker	Company Name & Sector	Factor Coverage	Composite Z-Score	Δ vs Baseline	Value vs. S&P 500	Quality vs. S&P 500	Momentum 12M-1M vs. S&P 500	Low-Vol vs. S&P 500	Action

Standalone Factor Validation Backtest

Validates signal strength independently across S&P 500 universe history (Long Top Quintile Q5 vs Short Bottom Quintile Q1 spread).

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Cumulative Returns vs. Benchmark

Asset Allocation

Holdings Summary

Asset Risk Contribution Breakdown (MCR / CCR)

PCA Factor Risk Decomposition

Options & Portfolio Hedging Module

Option Contract Orders & Greeks Breakdown

Active Holdings List

Add Asset to Portfolio

Asset Portfolio Holdings

Target Asset Allocations

Suggested Rebalancing Trades

Saved Model Portfolios

Portfolio Name

No Portfolio Selected

Asset Screener & Risk Analytics

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0.000000

N/A

Stock Variances & Risk Metrics

Universe Ready (100 Assets Selected)

Correlation Matrix Visualizer

Ready to Build an Optimal Portfolio or Run Factor Analysis?

Modern Portfolio Optimizer & Hypothesis Backtest

Markowitz Efficient Frontier (Monte Carlo Simulation)

Max Sharpe Ratio Portfolio

Minimum Volatility Portfolio

Risk Parity Portfolio

Equal Weight Portfolio

Out-of-Sample Hypothesis Backtest Results

Walk-Forward Out-of-Sample Growth

Out-of-Sample Metrics Comparison

Multi-Portfolio Comparison & Future Outlook

No Portfolios Selected for Comparison

Historical Cumulative Growth Comparison

Future Growth Outlook & Wealth Trajectory

Strategy Performance & Risk Matrix

Macro Crisis & Stress-Test Scenarios

Asset-Level Shock Impact Breakdown

Execution & Direct Portfolio Buying

Macroeconomic & Market Regime Indicators

Overall Macro Health

AI Macro Executive Summary

Crisis Regime Detector

Yield Curve Spreads (10Y-3M & 10Y-2Y)

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CBOE Volatility Index (VIX)

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Credit Stress Proxy (HYG vs IEF)

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Risk Appetite (SPY / GLD)

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Growth Momentum (CPER / GLD)

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Cycle Stage (IWM / SPY)

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Sector Rotation (XLY / XLP)

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Total Market Value (Wilshire 5000)

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Buffett Indicator

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Inflation, Labor, Dollar, Credit & Banking Signals

Company Fundamentals & Statement Analysis

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Fundamental Health

AI Executive Financial Summary

No Ticker Analyzed Yet

Extracting Financial Statements...

Quarterly Financial Trend Revenue & Net Income by quarter, EPS overlaid

Quarterly EPS & YoY Growth (Extended History) From reported earnings history

1. Profitability ROIC is primary capital-structure-neutral metric