Module 04 · Risk & Return
Risk & Return Analysis
Identify the market, systematic and stock-specific risks that could affect an investment, and measure whether its return has compensated for them. Helps investors size positions and judge whether a holding is earning its risk.
Reports beta, systematic and unsystematic risk, required return and alpha, plus a correlation and covariance matrix and a long-only efficient frontier with the minimum-variance and maximum-Sharpe portfolios. Raw prices are auto-adjusted for splits and bonuses.
Benchmark
Pick which uploaded series is the market benchmark, or choose “None” to analyse the securities on their own (no beta or alpha).
Data source
Load the price history for the security and its benchmark. Returns, beta and volatility are computed from these series.
Currently: No data loaded
Search any listed company by name. Its daily closing prices are retrieved together with the benchmark index for the exchange it is listed on, so no ticker or index needs to be looked up.
Leave the dates empty for the last three years of trading.
Raw exchange 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.
Securities to analyse
Load price data to choose what to analyse.
Parameters
No listing venue identified, so the reference-model convention applies: 250 trading days and a 6% risk-free rate.
No price data loaded yet
Search for a company by name to retrieve its prices and benchmark automatically, or upload your own Excel price or return sheet. The data is shown for checking before any analysis runs.