US Stock Market Portfolio

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This is expected to be a fine example about what is happening in the US stock market place. Please note that these examples are not live and active and should not be a person's only input before investing! Please do not hesitate to contact to learn more about the methodology or the source of the data.

Efficient Frontier

Here is the efficient frontier calculated for 8 different stocks GOOG, AAPL, FOE, WMT, BAC, RY, LPNT, and XOM.  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 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 9.4% and the Sharp ratio about 0.36 (highest available from a combination of these stocks) . It has the value at risk per year almost 21 USD per 100 USD invested at 99% confidence level. Here below is the correlation matrix (1 is totally correlated while -1 is totally uncorrelated).

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