Get started
OPEN-SOURCE SCRIPT

Portfolio Metrics = α(Jensen's), β, CAPM(Ra), Sharpe, Treynor

By luminaryfi
Updated
Portfolio Metrics...

Standard Deviation

Jensen's Alpha

Beta

Expected Return (CAPM, Ra)

Sharpe Ratio

Treynor Ratio
Release Notes
//
Release Notes
error correction
alphabetacapmexpectedreturnjensensalpharisksharpeStandard Deviation (Volatility)Trend AnalysistreynorVolatility

Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publication is governed by House rules. You can favorite it to use it on a chart.

Want to use this script on a chart?

luminaryfi

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.