Stock Return Calculator

Methodology: returns are computed from daily dividend/split-adjusted closes (Yahoo Finance), so period figures are TOTAL returns with distributions reinvested — not price-only moves. Period totals compare the first and last adjusted close within each trailing window; CAGR annualises over the actual elapsed days (365.25-day basis). Portfolio metrics use daily returns aligned across the basket — annualised volatility is the daily standard deviation scaled by √252; the Sharpe ratio assumes a 4% risk-free rate; beta is measured against the chosen benchmark. The optimiser’s expected annual return is the ARITHMETIC daily mean × 252 (it will sit above the realised CAGR by construction), and its weights come from closed-form approximations (an analytic tangency portfolio for max-Sharpe and a greedy fill for max-return) rather than a full numerical solver, so they are indicative. Mixed-currency baskets are not FX-converted — each ticker compounds in its listing currency. All figures are historical and for information only — they are not advice, a forecast, or a recommendation, and past performance does not indicate future results.

General information only. Uncorrelated Finance provides factual reporting and analysis and does not provide financial product advice within the meaning of s766B of the Corporations Act 2001 (Cth). Nothing here accounts for your objectives, financial situation or needs. Consider obtaining independent advice and read any relevant disclosure document before making a financial decision.