Interactive toolkit for financial data analysis and portfolio management
- Select our ETFs assets
- Import daily prices from Yahoo! Finance
- Transform daily prices --> monthly prices
- Transform monthly prices --> monthly returns
- Calculate portfolio monthly returns based on asset monthly returns and asset weights
- Standard Deviation --> rolling std
- Skewness --> rolling skweness
- Kurtosis --> rolling kurtosis
- Sharpe Ratio, and the rolling Sharpe Ratio
- CAPM beta
- Fama-French 3-Factor Model, and the rolling Fama-French 3-Factor model