Ryan O’Connell, CFA, FRM explains stock and investment performance evaluation in Excel. Including the three most common measures of stock performance, Sharpe Ratio, Treynor Ratio & Jensen’s Alpha.
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Chapters:
0:00 – Intro
0:18 – Download Stock Price Data with Yahoo Finance
0:56 – Calculate Daily Stock Price Returns
2:01 – Calculate Sharpe Ratio In Excel
4:49 – Calculate Treynor Ratio In Excel
6:42 – Calculate Jensen’s Alpha In Excel
Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.
