RM = SPX (Default) The Market Return for the indicator has the options of SPX, NDX, or DJI (S&P 500, Nasdaq 100, Dow 30)
RF = FRED: DTB3 The Risk-Free Rate in the Indicator is set to the 3-Month Treasury Bill: Secondary Market Rate
The Default Timeframe is 1260 or 5-Years (252 Trading Days in One Year)
RP = The symbol you enter HOWEVER, you can determine your portfolio value by following the following directions below.
Note: I am currently working on an indicator that will allow you to insert the weights of your positions.
Complete Portfolio Analysis Directions
You will first need... a) spreadsheet application - Google Sheets is Free, but Microsoft Excel will convert ticker symbols to Stocks and Retrieve Data. b) your current stock tickers, quantity of shares, and last price information
In the spreadsheet, In the first column list the stock tickers... AMZN AAPL TSLA
In the second column list the quantity of shares you own... 5 10 0.20
In the third column insert the last price Excel: Three tickers will automatically give you the option to "Convert to Stocks", after conversion, click once on cell and click the small tab in the upper right-hand of the highlighted cell. Click the tab and a menu pops up Find "Price", "Price Extended-Hours", or "Previous Close"... $3,284.72 $497.48 $2,049.98
Next, multiply the number of shares by the price (Stock Market Value) Excel: in fourth column type "=(B1*C1)", "=(B2*C2)", "=(B3*C3)"... = $16,423.60 = $4,974.80 = $410.00
add the three calculated numbers together or click "ΣAutoSum" (Portfolio Market Value) = $21,808.40
Last, divide the market value of AMZN ($16,423.60) by the Portfolio Market Value ($21,808.40) for each of the stocks. = 0.7531 = 0.2281 = 0.0188 These values are the weight of the stock in your portfolio.
Go back to TradingView
Enter into the "search box" the following...
AMZN*0.7531 + AAPL*0.2281 + TSLA*0.0188
and click Enter
Now you can use the "Alpha & Beta" Indicator to analyze your entire portfolio!
הערות שחרור
Update: hline(0.0) and hline(-0.5).
הערות שחרור
Correction in Beta. Alpha is now expressed in a percentage.
הערות שחרור
alpha = jensen's measure (expected portfolio return or 'ex-ante'
ברוח TradingView אמיתית, מחבר הסקריפט הזה פרסם אותו בקוד פתוח, כך שסוחרים יוכלו להבין ולאמת אותו. כל הכבוד למחבר! אתה יכול להשתמש בו בחינם, אבל השימוש החוזר בקוד זה בפרסום כפוף לכללי הבית. אתה יכול להכניס אותו למועדפים כדי להשתמש בו בגרף.
המידע והפרסומים אינם אמורים להיות, ואינם מהווים, עצות פיננסיות, השקעות, מסחר או סוגים אחרים של עצות או המלצות שסופקו או מאושרים על ידי TradingView. קרא עוד בתנאים וההגבלות.