equities

What problem does it solve?

This Skill helps you understand and analyze individual stocks, equity indices, and portfolios by providing tools for valuation, factor exposure, and sector analysis.

Core Features & Use Cases

• Valuation: Calculate metrics like P/E ratio, PEG ratio, and expected returns using CAPM.
• Factor Analysis: Determine a stock or portfolio's sensitivity to market, size, and value factors.
• Sector Analysis: Assess portfolio concentration and active weights against a benchmark.
• Use Case: You want to understand if a stock is overvalued based on its earnings growth. Use this skill to calculate its PEG ratio.

Quick Start

Calculate the CAPM expected return for a stock with a beta of 1.2, a risk-free rate of 4%, and an expected market return of 10%.