The income rate of return.
Unit: Calendar Date
The date of the last transaction loaded into Stock Rover.
The value of the portfolio or holding before the market opens on the reporting start date. This is effectively the closing value of the prior trading day so stocks that are sold on the reporting start date are included in this Start Value.
The value of the portfolio or holding at market close on the reporting end date. Stocks that were purchased on the reporting end date are included in this value and stocks that were sold are not.
The net value of cash and stock inflows (Inflows) plus intraday differences between trade prices and stock closing prices (Trade Appreciation).
Increasing the quantity of shares in a position will cause a positive inflow unless there is an equivalent decrease in another holding or cash. Outflows show as negative values.
Trade Appreciation includes day trading profits from positions that are held less than a day. It also includes the effect of intraday trade timing such as when a long term position is sold at a higher price than the stock’s closing price.
The price appreciation of the investment in dollars, calculated as the ending value minus the starting value and inflows.
The change in value of the investment calculated by adding price appreciation and dividend income.
The simple price appreciation percentage of the investment over the reporting period. The calculation is just like ROI except that it does not include dividend and interest income.
The net dollar change in your position due to inflows (buys) and outflows (sales and distributions).
The fees debited from your brokerage account.
The total cash dividends accrued over the reporting period.
The total cash dividends earned divided by the average daily value and by the reporting duration in years.
The average percent of the portfolio value that is not a cash, a money market fund, or an other asset.
The money-weighted or personal return over the selected period including both price appreciation and dividends also called an Internal Rate of Return (IRR). IRR is calculated on a daily basis using every day in the reporting range.
Note that if the reporting range for IRR starts before or ends after the holding was purchased the longer time period will effectively compound the simple ROI of the holding.
The money weighted total return as an annualized result.
Note that annualized values may appear surprisingly large when the reporting period is small because a large 10-day return becomes much larger when compounded into a 365-day value.
The simple Return on Investment shows the percentage gain of the holding. The calculation divides the net profit by the start value plus inflows where net profit includes price change, dividend income and outflows. This simple formula is less meaningful when there are significant inflows or outflows. In that case IRR provides a more accurate result.
For this ROI calculation half the inflows are added to the start value and half the outflows are subtracted from the net profit. ROI is particularly useful when the holding was owned for only part of the reporting period because it does not compound the performance over the entire reporting period.
The percentage difference between the biggest peak-to-trough decline during the reporting period.
A ratio developed to measure risk-adjusted performance. The Sharpe ratio is calculated by subtracting the risk-free rate from the rate of return for a portfolio and dividing the result by the standard deviation of the portfolio returns.
S&P 500 Correlation shows how much the daily portfolio price changes coincide with daily S&P 500 price changes.
Correlation values range from -1 to 1 where a value of 1 means the portfolio rises whenever the S&P 500 rises, a 0 value means there is no relationship, and a -1 value means the portfolio always moves in the opposite direction of the S&P 500.
Correlation calculations adjust for the portfolio’s volatility so a leveraged investment that tracks the S&P 500 will still have a correlation value of 1.
The total return including dividends of an S&P 500 tracking index over the reporting period.
The difference between the portfolio’s total return including dividends and the S&P 500 total return including dividends.
Beta measures risk by tracking how much the portfolio price moved relative to the market over the past year. A value of 1 means it moved with the market, a value of 2 means it moved up and down with the market but twice as much, and a value of .5 means it moved up and down half as much as the market did.
Negative values are uncommon but a value of -1 for example would mean that the stock moved equal but opposite to the market.
The portfolio return divided by its volatility relative to the S&P 500 volatility less the S&P 500 return. A high value here shows stock picking skill.
The average daily value of the portfolio over the reporting period.
The average daily basis of the portfolio over the reporting period.
An approximation of the holding’s contribution to the total return of the portfolio. It is calculated by weighting the IRR of each position by that position’s average value over the reporting period.
The holding’s current value as a percent of all values in the table.
The holding’s initial value as a percent of the the start value.
This risk measurement shows how dramatically daily prices change. Volatile stocks have values greater than .4 and more chance of big gains and losses.
This risk measurement shows how dramatically the S&P 500 price changed over the reporting period. Volatile stocks have values greater than .4 and more chance of big gains and losses.
The average daily value of the portfolio’s cash over the reporting period.