CMA Final Portfolio Management Tool
CMA Final Portfolio Management Tool - cmaknowledge.inCMA Final Portfolio Management Tool
This comprehensive tool calculates portfolio returns, risk measures, beta, CAPM expected returns, and performance metrics with detailed step-by-step explanations.
2. Covariance / Correlation Matrix Input
Covariance Matrix
Correlation Matrix
Enter covariance values for the matrix. Diagonal is variance (auto filled). Off diagonal symmetric.
Enter correlation values between -1 and 1. The tool will convert to covariance using the formula: Cov(i,j) = Corr(i,j) × √(Var(i) × Var(j))
3. Market Risk Parameters
Important: Market Return should be greater than Risk-Free Rate for CAPM calculations.
4. Calculate & Export
Results & Analysis
Summary
Stepwise Calculations
Analysis & Interpretation
Portfolio Metrics
Security Details
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