Professional Documents
Culture Documents
Stock Expected Return Daily
Stock Expected Return Daily
Stock Expected Return Daily
SEDG 0.0007937562
SHLX 1.79556837253553E-005
EPAM 0.0003526778
TREE 0.0028048358
SKX 0.0012725248
SUPN 0.0027100582
Covariance table
SEDG
SEDG 0.002123029
SHLX 0.0002044494
EPAM 0.0001186154
TREE 0.0003220591
SKX 0.000337958
SUPN 0.0001864912
Portfolio Weights
SEDG 17%
SHLX 17%
EPAM 17%
TREE 17%
SKX 17%
SUPN 17%
Sum of weights 100%
Expected return of Portfolio Daily 0.132530%
Standard Deviation of Portfolio Dail 0.0197525064
Sharpe Ratio 0.067095355
Simulation $2,200.000
SEDG 0%
SHLX 0%
EPAM 0%
TREE 27%
SKX 23%
SUPN 50%
1 year return $1,358.08
10 year return HIGHLY SPECULATIVE 12144%
$3,558.081
Commision $177.90
Expected return annual Standard deviation
0.1719725545 0.0462196562
0.0035975602 0.0287891716
0.0730693894 0.0215878386
0.7509910191 0.0489937421
0.289614283 0.0315298068
0.7182022192 0.0377615013
SHLX EPAM
0.0002044494 0.0001186154
0.0008236844 0.0001454529
0.0001454529 0.0004631491
4.79762479653489E-005 0.0002182932
0.0001289752 0.000102878
0.0002464832 0.0001458686
Splits $4,225
$0
$0.00
$0
$599
$504
$1,097
$267,172.72
$733.33
Annual Standard Deviation
0.16010958
0.09972861
0.07478246
0.16971930
0.10922245
0.13080967
TREE
0.00032205
4.79762479653489E-0
0.00021829
0.00238552
0.00027293
0.0002745