• Instantly check the best and worst performers in the S&P500, NASDAQ 100 and the Dow Jones Industrial indices
• Charts plotting historic returns, risk and correlations of returns
• Plots of historic and forward looking efficient frontiers and optimal portfolios
• Back-test tool to calculate the realized historical performance of Your Portfolio. Compare this against the performance of portfolios with simple 1/N weights and against complex mean variance optimization portfolios
• Custom settings and bespoke investment analyses
HOW IT WORKS:
1. Tap on your chosen index to chart the risk and return characteristics of each stock in that index. Swipe across the efficient frontier to reveal optimized portfolios.
2. Use the Forward Optimizer tool for forward-looking analyses. Swipe to provide estimates of future returns.
3. Add stocks to Your Portfolio. You can edit the weighting you have to each stock.
4. Use the Portfolio Back-Test tool to chart historic Portfolio Growth. You can adjust the look-back period, rebalancing frequency and the optimization settings. Swipe across to reveal historic risk and return characteristics.
• Monte Carlo simulations of Your Portfolio based on historic or forecasted returns. Value-At-Risk and risk de-composition.
• Forward-looking analyses based on crowd-sourced estimates of future returns.
Subscribe to access all the features of the Stock Optimizer App including:
• Custom Settings. Set look-back periods, lower and upper investment limits, back testing period and rebalancing frequency.
• Custom Analyses. Create custom indices for portfolio optimization and back-testing.
• Optimal Portfolios. Mean variance optimal portfolio at each point on the efficient frontier.
• Forward Optimizer. Forward-looking analyses based on future returns set by you.
• Portfolio back-test. Compare the historic performance of your portfolio against portfolios with simple 1/N weights and against complex mean variance optimization strategies
If you choose to purchase access then payment will be charged to iTunes at confirmation of purchase. Subscriptions automatically renew unless auto-renew is turned off at least 24 hours before the end of the current period.
Your Account will be charged for renewal within 24 hours prior to the end of the current period, and identify the cost of renewal.
Subscriptions can be managed by users and auto-renewal may be turned off by going to Account Settings after purchase. Any unused portion of a free trial period, if offered, will be forfeited when the user purchases a subscription to that publication, where applicable.
Email us at email@example.com with your comments and feedback.
With Family Sharing set up, up to six family members can use this app.