portfolio-analyzer

Portfolio analysis evaluates investment holdings by parsing tickers and weights to quantify risk, performance, and diversification. It fetches historical price data, estimates volatility and beta, and calculates correlations to generate a detailed risk-adjusted report.

Asset allocation optimization uses market_snapshot, market_macro, and market_news tools to assess mixed market portfolios. It processes historical price data and scenario simulations to provide actionable optimization recommendations tailored to your specific holdings.

Yes, you can backtest portfolios by providing tickers and weights like AAPL 40% and MSFT 30%. The analysis fetches historical price data to compute performance metrics and run scenario simulations across multiple market regimes.

Risk decomposition supports portfolios across US, global, and mixed markets. It gathers sector classifications and calculates volatility, beta, and correlations to assess diversification and quantify risk exposure for varied asset allocations.

Performance metrics include volatility estimates, beta, correlations, and risk-adjusted returns. The report combines historical price data with market news and macroeconomic snapshots to deliver comprehensive performance evaluation and optimization ideas.

No, scenario testing and backtesting automatically fetch historical price data using market_snapshot, market_macro, and market_news tools. You only need to define your portfolio tickers and weights to generate detailed performance reports.