Module 04 · Risk & Return

Risk & Return Analysis

CAPM risk decomposition (beta, systematic/unsystematic risk, required return, alpha), plus a correlation & covariance matrix and a long-only efficient frontier with the minimum-variance and maximum-Sharpe portfolios. Raw prices are auto-adjusted for splits & bonuses.

Data source

Currently: No data loaded

Upload Excel or CSV — one or more files.xlsx / .xls / .csv / .ods. Reads the "Return Sheet" if present (matches the reference model), else the "Price Sheet"; for a CSV named "…returns" the values are treated as returns. Multiple files are merged by date.

Splits & bonuses

Auto-detect & adjust raw prices for splits / bonuses

Raw BSE/NSE prices aren’t split-adjusted; a 1:1 bonus looks like a ~50% fall and corrupts returns. Detection back-adjusts automatically. Optionally upload an exact corporate-actions file (columns: Ticker, Date, Factor — e.g. 0.5 for 1:1, or a ratio like 1:2) to override.

Upload corporate-actions file (optional)

Fetch from Yahoo Finance

Tickers (comma-separated)Benchmark ticker

FromTo

Benchmark

Pick which uploaded file is the market benchmark, or choose “None” to analyse the companies on their own (no beta/alpha).

Tickers to analyse

Parameters

Risk-free rate (Rf, annual)6.00%Trading days / yearRisk-aversion (A) for utilityMissing data

No analysis run yet

Upload Excel price/return sheets or fetch from Yahoo, pick a benchmark, then hit Run Risk & Return analysis.