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Introduction

Overview

Risk-Reward is the most important thing that investors viewed when investing/trade in financial markets. It is a hot topic for investors to answer why I invest in this channel other than another channel or suitable for risk-adapted.

Risk-Reward Landscape is the way we capture our view and be more sufficient to have an outlook of the market. This will make us challenge our way to control the market.

The design

[Picutre show]

[Number of tickers] [Classification Category] [Compare to Avg. of Market]

Notation about the way to calculation

Added method to calculate Risk and return

First, risk and avg return will be calculated base on yearly period Second, the current year return will be calculated as annualized YTD return

Reference from: http://financialmanagementpro.com/standard-deviation-of-return/#:~:text=Standard deviation is a metric,particular asset and vice versa.

Annualized Total Return Formula and Calculation

Steps as below:

CALCULATE THE CURRENT YEAR RETURN

Select ticker with financial_instrument_type = 'common_stock' (first 2 cte)

Select the number of trading day in the latest year of each ticker (cte 3)

Calculate the YTD return and Standard Deviation of each ticker by the following formula:

YTD return = (close lastest day / close first day) -1

Standard Deviation = STDDEV(return 1 day of n trading day of each ticker) (n can be found in cte3)

  1. Calculate the annualized return from the YTD return by the following formula:

CALCULATE THE PREVIOUS YEARS STANDARD DEVIATION

  1. Calculate Standard Deviation of each ticker with the same formula as upper, group by ticker and year

  2. Select the latest day of each year to filter return in 240 days

  3. UNION ALL 2 table of the current year and previous years

It needs to have a URL link to the dashboard and some pictures related.