Tools · Risk analysis
How bumpy is your portfolio, and why?
Enter tickers and weights. The analyser estimates the portfolio's volatility, splits it into market-wide forces and company-specific news, and shows what a shock to rates, oil or the market would do.
About the model. A time-series factor model with 19 factors: the equity market, 8 fundamental styles (such as profitability, valuation and momentum) and macro series (rates, oil, gold, the VIX and others). Exposures are estimated from 3 years of weekly returns for 1,998 US stocks and ETFs. Model date 18 September 2026. Your holdings never leave your browser.
Educational analysis, not investment advice. Past behaviour does not predict future returns. Prices from Yahoo Finance; this tool is a beta.