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Rolling Returns and Volatility Tool How To Guide​

Subscribe Here - Free 15 Day Trial - $24.99/Month

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.

SETTINGS

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Ticker
Enter the ticker for the fund you want to see the total and price returns for.  The total price is the price including all dividends, the plain price returns is just the price of the stock with no dividends added.
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Start/End Simulation Date
The date values to start and end the simulation.  If the ticker is unavailable for some of the date range entered the behavior will be to only test the dates when the ticker is available.
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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

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​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.

DOWNLOADS

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You may download a spreadsheet with the daily stock returns, rolling returns, and rolling volatility.  You may also download an HTML report with fully interactive graphs that you can save and send to others.
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ROTATIONINVEST.COM PROVIDES QUANTITATIVE TOOLS TO FACILITATE RESEARCH AND ANALYSIS OF A WIDE VARIETY OF EXCHANGE TRADE FUNDS (ETFS), STOCKS, AND MUTUAL FUNDS.  CUSTOM BUILD YOUR OWN SECTOR ROTATION, ASSET ALLOCATION, REBALANCED PORTFOLIOS, AND RISK ON RISK OFF STRATEGIES USING OUR BACKTESTING TOOL OR USE OUR PRE-BUILT STRATEGIES AS TEMPLATES FOR YOUR OWN IDEAS.

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Notice: Your use of this site (RotationInvest.com or RotationInvest) is considered equivalent to your signature as evidence of your acceptance of RotationInvest.com's Terms of Use, and Privacy Policy.
RotationInvest.com is not a registered investment advisor and does not provide professional financial or investment advice.
RotationInvest.com is a tool that produces trade signals and backtesting results according to the set of funds and rules provided for analysis.  Any strategies shown including but not limited to the pre-built strategies are only used to highlight what is possible using these tools.
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  • Home
  • How To
    • Risk ON Risk OFF Tool
    • Portfolio Rotation
    • Rotation-Momentum Tool
    • Portfolio Builder
    • Screener
    • Adaptive Asset Allocation
    • Portfolio Moving Average and Portfolio Absolute Momentum
    • Portfolio Channel
    • Strategy of Strategy
    • Moving Average
    • Channel Crossover
    • Volatility Target
    • Retirement Tools
    • Total Returns
    • Rolling Research
    • Ratio/Correlation
    • Description of Calculations
  • FAQ
  • Blog
  • Free Rotation Tool
  • Tools - Members Only
  • Contact
  • Login/Manage Account