Investment portfolio "Портфель акций Уоррена Баффета"
Investment portfolio Портфель акций Уоррена Баффета
Current Account
46 000,79 USD
Total Income
+3 173,06 USD (+7,41%)
Daily Income
+5,12 USD (+0,01%)
P/E Portfolio
The P/E ratio (Price/Earnings per stock) is the ratio of stock price to earnings per share. All other things being equal, it is more profitable to buy stocks with a low P/E, since such stocks are cheaper, in other words, you get a bigger bang for your buck.
Portfolio Volatility
Beta coefficient is a measure of the volatility of an individual stock compared to the overall market portfolio risk.
If your yield is higher than the market average, and the Beta ratio is lower than the Benchmark Beta, this means that you have managed to collect a very balanced and effective portfolio.
β < 0 - is very rare in practice, indicates that the yield of the securities portfolio demonstrates a multidirectional movement with the yield of the market portfolio.
β = 0 - is very rare in practice, signifies the lack of correlation between the yield of the investment portfolio and the yield of the market portfolio.
0 < β < 1 - the yields of an individual investment portfolio and the overall market portfolio demonstrate a unidirectional movement, however, the former has lower risks than the latter (the beta coefficient of the market portfolio is always 1),.
β = 1 - the risks of an investment portfolio and the market portfolio are equal, and their yield demonstrates a unidirectional movement.
β > 1 - the risks associated with an investment portfolio are higher than the risks of the overall market portfolio, and their profitability demonstrates a unidirectional movement.
Sharpe Ratio
The Sharpe ratio is an indicator of the effectiveness of an investment portfolio
• «1 and higher» - the optimal value of the coefficient indicating a good strategy or high efficiency of managing a portfolio of securities;
• «0-1» - it cannot be said that the strategy is excellent, since the risks are overestimated, but this strategy's execution is feasible;
• «0 and below» - a very risky investmnent strategy, it is more practical to choose a different portfolio.
Sortino ratio
«1,8 and higher» - healthy ratio
«0,3-1,8» - average with the market
«0,3 and below» - underperform the market