This site requires Javascript!
Register for free
to use more cutting-edge tools.
Use an existing account...
*** ERROR ***
Enter your credentials:
Email
Password
Remember Me
Login
Register
Navigation
Home
Help
Tweets
Custom News & Video
Chat Board
Forex Rates
Yield Curves
Credit Spreads
Fixed-Rate Bond
Callable / Puttable Bond
Floating-Rate Note
Credit Default Swap
Foreign Exchange
Money Market
Option
Fixed-Floating Swap
Basis Swap
Portfolio Dashboard
Alternative Investments
Fixed-Rate Bonds
Callable / Puttable Bonds
Floating-Rate Notes
Credit Default Swaps
Foreign Exchange
Option Strategy
Fixed-Floating Swaps
Basis Swaps
Help Videos
About Us
Subscriptions
Legal
Alerts
User:
[not signed in]
Display Only
Mic Lock
Cross-Asset Portfolio Analytics and Investment Analysis
Navigation
Register for free, using
MENU
, to access more ZooNova.com tools...
FILTER:
Website
Curve
Equity
Forex
Fixed-Income
Derivative
Other
Calculator
Portfolio
Home
Sign In
Register
About Us
Subscriptions & Pricing
Legal
Alerts
Help Videos
Picks & Forecasts
Custom News & Video
Chat Board
Forex Rates
Yield Curves
Credit Spreads
Stock Watch Portfolio
FX Calculator
FX Portfolio
Fixed‐Rate
Bond Calculator
Fixed‐Rate
Bond Portfolio
Floating‐Rate
Note Calculator
Floating‐Rate
Note Portfolio
Callable/Puttable
Bond Calculator
Callable/Puttable
Bond Portfolio
Money Market
Calculator
Money Market
Portfolio
Option
Calculator
Option
Strategy
Fixed‐Floating Swap Calculator
Fixed‐Floating Swap Portfolio
Basis Swap Calculator
Basis Swap Portfolio
CDS Calculator
CDS Portfolio
Alternative
Investments
Portfolio Dashboard
Help
Cancel
User Picks & Forecasts
Stock Watch
Close
Custom 1
Title
Stocks
Custom 2
Title
Stocks
Custom 3
Title
Stocks
Custom 4
Title
Stocks
Custom 5
Title
Stocks
Benchmark ETFs
Tear Sheet Key
*
No ETF/portfolio
*
*
*
Analytics Settings
Sector
Dow Jones 30
Energy
ETF
Finance
Healthcare
S&P 500
Technology
Transportation
My Watch
(Pro)
Query
β (High)
β (Low)
CAPM RoR (High)
CAPM RoR (Low)
C-Sharpe 95 (High)
C-Sharpe 95 (Low)
C-Sharpe 99 (High)
C-Sharpe 99 (Low)
C-VaR 95 (High)
C-VaR 95 (Low)
C-VaR 99 (High)
C-VaR 99 (Low)
Div Yield (High)
Drawdown (High)
Drawdown (Low)
EBITDA (High)
EBITDA (Low)
Exp Return (High)
Exp Return (Low)
FF5 α (High)
Gain/Loss (High)
Gain/Loss (Low)
Info Ratio (High)
Info Ratio (Low)
Jensen's α (High)
Jensen's α (Low)
Kurtosis (High)
Kurtosis (Low)
M2 (High)
M2 (Low)
M-Sharpe 96 (High)
M-Sharpe 96 (Low)
M-Sharpe 99 (High)
M-Sharpe 99 (Low)
M-VaR 96 (High)
M-VaR 96 (Low)
M-VaR 99 (High)
M-VaR 99 (Low)
Pds Down (High)
Pds Down (Low)
Pds Up (High)
Pds Up (Low)
PE Ratio (High)
PE Ratio (Low)
Profit Margin (High)
Profit Margin (Low)
R² (High)
R² (Low)
ROE (High)
ROE (Low)
Sharpe (High)
Sharpe (Low)
Short Interest (High)
Short Interest (Low)
Short Ratio (High)
Short Ratio (Low)
Skewness (High)
Skewness (Low)
Sortino (High)
Sortino (Low)
Treynor (High)
Treynor (Low)
VaR 95 (High)
VaR 95 (Low)
VaR 99 (High)
VaR 99 (Low)
Variance (High)
Variance (Low)
Variance Neg (High)
Variance Neg (Low)
Volatility (High)
Volatility (Low)
Volatility Neg (High)
Volatility Neg (Low)
YTD α (High)
YTD α (Low)
YTD% (High)
YTD% (Low)
Portfolio
ZOOFOLIO
Edit...
Stock data provided for free by
IEX
: 3 sec
GUI|Srv|Upd|IEX
Stocks Up/Down Since Close
Portfolio Industry Allocation
Portfolio Allocation P&L Up
Portfolio Allocation P&L Down
Volatility
Portfolio Value-at-Risk
Portfolio Outputs
Portfolio Totals / Weighted Avg
*
Statistics
:
:
Clustered Correlation
Cluster/Distance Dendrogram
Click nodes to expand/collapse
:
Heat Map
:
Heat Map
Order by
Name
Active Return
Curr P&L%
Div Yield
Exp Ret (2y)
Jensen's α
M2 XA
M2 XP
Port Volatility
Tracking Error
V/C VaR (95)
YTD%
YTD α
:
Adjusted Views
Not supported by Health Report
Enabled
# Format: XXX <|> YYY #.## MSFT > GE 0.02 GE < AAPL 0.02
Optimizations
Special Portfolios
Historical
Annual Return
Volatility
Max Sharpe Ratio
Implied
Annual Return
Volatility
Max Sharpe Ratio
Adusted
Annual Return
Volatility
Max Sharpe Ratio
Mean-Variance Optimization
Black-Litterman Optimization
Black-Litterman Adjusted View
Current Allocation
Market Cap Allocation
Mean Variance Allocation
Black-Litterman Allocation
Black-Litterman Adj Allocation
:
Long Only
Long/Short
Optimization Key
Expected Rets
H
Hist Rets
E
EMA Rets
Estimate of Cov
Sa
Sample Cov
LW
Ledoit-Wolf
OA
Oracle Appr
Objective Funcs
MS
Max Sharpe
MV
Min Vol
MC
Min CVAR
Optimizations (10,000 sims)
Special Portfolios
Efficient Frontier (Trade)
Efficient Frontier (Portfolio)
:
Long Only
Long/Short
Trg Risk
Trg Return
Optimization Key
Expected Rets
H
Hist Rets
E
EMA Rets
Estimate of Cov
Sa
Sample Cov
Ex
Exp Cov
Mn
Min Cov
LW
Ledoit-Wolf
OA
Oracle Appr
Objective Funcs
MS
Max Sharpe
MV
Min Vol
EK
Eff Risk
ER
Eff Ret
Optimizations
Special Portfolios
Efficient Frontier (Trade)
Efficient Frontier (Portfolio)
:
Long Only
Long/Short
Optimization Key
Expected Rets
H
Hist Rets
E
EMA Rets
Estimate of Cov
Sa
Sample Cov
Ex
Exp Cov
Mn
Min Cov
LW
Ledoit-Wolf
OA
Oracle Appr
Objective Funcs
MS
Max Sharpe
MV
Min Vol
Optimizations
Special Portfolios
Efficient Frontier (Trade)
Efficient Frontier (Portfolio)
:
Optimization Key
Expected Rets
H
Hist Rets
E
EMA Rets
Estimate of Cov
Sa
Sample Cov
LW
Ledoit-Wolf
OA
Oracle Appr
Objective Funcs
MS
Max Sharpe
MV
Min Vol
HR
Heir Risk Parity
Optimizations
Special Portfolios
Efficient Frontier (Trade)
Efficient Frontier (Portfolio)
:
Optimizations
Special Portfolios
Max Sharpe Ratio
Annual Return
Volatility
Sharpe Ratio
Min Variance
Annual Return
Volatility
Sharpe Ratio
Current Allocation
Optimal Allocation
Optimal Allocation
Efficient Frontier
:
Threshold
:
Factor Analysis
Regression Type
Custom Benchmark
Name
Benchmark #1
Benchmark #2
Benchmark #3
Benchmark #4
Benchmark #5
Analytics
Top 5 Stats
Stock Market News
News by
IEX News
: 30 sec
News
Close
