Share Portfolio Optimiser v.1.0

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Main FeaturesIf you want to see a screenshot of the model outputs then click on the image belowDemo- Maximise your portoflio profits and minimise your risks!- Optimises an existing or a potential new portoflio of shares- You can choose up to 30 shares from UK or US markets- Includes most of traded shares in these markets- Downloads historic data from internet automatically- Analysis of data over time horizons of up to 2 years- Performs Monte Carlo simulations to get optimal portofolio A free demo is also available to download for this product.About the ModelThe optimal portfolio theory was developed in the 1950s by Harry Markowitz who won a Nobel Prize for his work. The theory is based on the efficient market hypothesis where the optimal portfolio can be found graphically as a tangent to the risk-free interest rate.Initially the variances and covariances of all products in the portfolio are calculated. Random weighting scenarios of these products are then generated to find the combination with the highest return for the lowest risk. Risk is a function of the product's historical volatility.To find this optimum point, the maximum Sharpe Ratio is calculated, where:Sharpe Ratio = (Portfolio Return - Risk Free Rate) / Portfolio Standard DeviationTo run the model, choose the share names in the LInputl sheet. Up to 30 shares can be chosen from different markets. However, the program will take longer to run is you choose more shares. You also need to choose a time horizon that historic data will based on. The model will then download the necessary data from the internet.At completion, the optimal portfolio with the weightings of each share are displayed in the LOutputs' sheet.

Main FeaturesIf you want to see a screenshot ...

 
  • Share Portfolio Optimiser
  • 1.0
  • Excel Specialists
  • Windows All
  • Shareware
  • 299
  • $39.95
 
 

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