Global Indices Portfolio

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This is expected to be a fine example about what is happening between the different global indices around the world. Please note that these examples are not live and active and should not be a person's only input before any investment! Please do not hesitate to contact to learn more about the methodology or the data source.

Efficient Frontier

Here is the efficient frontier calculated for 8 different indices FTSE, DAX, CAC, NIKKEI, HSI, STI, NASDAQ, and SSE. SP 500 can be used as a benchmark - No short position is allowed - Risk is derived from exponentially weighted standard deviation giving more weight to recent data. The index portfolio with the highest Sharp ratio is indicated with a big red dot.

Your Best Friend the Trend - Technical Analysis

This efficient frontier is arrived from historical data and there is no guarantee that the future market will follow that trend again. Technical analysis is sometimes used to evaluate if a certain portfolio is trending down, up or sideways. Moreover, if it is likely to meet resistance or support nearby. Short said, any indications from the technical analysis arsenal that helps finding a positively trending portfolio.

 Portfolio Investment

The portfolio has the yearly standard exponential deviation of 5%. It has the value at risk per year almost 12 USD per 100 USD invested at 99% confidence level. Here below is the correlation matrix (1 is totally correlated while -1 is totally uncorrelated) and a histogram over the daily changes, along with the statistics.

 These analysis can be made available for various market - Just ask!