Main Description
The Rolling Returns and Volatility Tool is designed to show users the total returns, rolling returns, rolling volatility and rolling returns divided by volatility. This tool is intended as a research tool to give you insight into how a specific stock, ETF or mutual fund is performing.
The Rolling Returns and Volatility Tool is designed to show users the total returns, rolling returns, rolling volatility and rolling returns divided by volatility. This tool is intended as a research tool to give you insight into how a specific stock, ETF or mutual fund is performing.
SETTINGS
Rolling Returns & Volatility Length
The number of trading days or window size that the rolling returns and volatility are calculated over. A value of 90 trading days will indicate charts will show the 90 day rolling volatility, and the returns chart will show the 90 day rolling average daily return value. |
OUTPUTS
The tool outputs fully interactive charts showing day to day returns for the selected etf (not just monthly data), day to day draw down, rolling returns % in average return per day, rolling volatility graph, and a graph showing the ratio of the average rolling returns divided by the rolling volatility.
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