How StockView works

Analysis pipeline, data sources and metrics.

Overview

StockView uses a 6-step sequential analysis pipeline. Each step performs a specific task: configuration, data collection, analysis, risk assessment, rebalancing, and final report synthesis.

The 6-step pipeline

Setup

Portfolio parameters

Parses positions and classifies them by region (US, European, crypto equities). Uses exchange suffixes to identify markets.

Data & Metrics

Quotes, MPT metrics

Fetches 12-month historical prices from Yahoo Finance. Computes Modern Portfolio Theory metrics: return, volatility, Sharpe, max drawdown, VaR, etc.

Stock Analysis

Technical & fundamental signals

Analyzes each position: RSI, MACD, Bollinger Bands, moving averages, P/E, earnings growth, dividend yield, beta and analyst ratings.

Risk Assessment

Risk profile

Evaluates concentration, high correlations, volatility and regional macro risks. Returns a score and LOW / MEDIUM / HIGH classification.

Rebalancing

Suggested actions

Proposes REDUCE, INCREASE or MAINTAIN for each position. Min-variance weights serve as the mathematical reference.

Synthesis

Markdown report

Compiles the final report with metrics, technical and fundamental outlook, risk profile and action plan.

Metrics used

Computed on 12 months of daily data from Yahoo Finance.

Annualised ReturnΣ(wᵢ × rᵢ)

Weighted average return over 252 trading days.

Annualised Volatility√(w' Σ w) × √252

Portfolio standard deviation via variance-covariance matrix. < 12%: conservative, 12-20%: moderate, > 20%: aggressive.

Sharpe Ratio(return − 4.5%) / volatility

Risk-adjusted return. > 1.0: good, 0.5-1.0: acceptable, < 0.5: insufficient.

Max Drawdownmin(Pₜ / max(P) − 1)

Largest peak-to-trough decline over 12 months.

Daily VaR 95%5th percentile of returns

Maximum expected loss 95% of trading days.

Monthly VaR 95%VaR_daily × √21

Estimated monthly VaR (approximation).

Effective N1 / Σ(wᵢ²)

Concentration index. < 3.0: concentrated portfolio.

Min-Variance Volatility√(w*' Σ w*)

Volatility theoretically achievable with optimal rebalancing.

Min-Variance WeightsSLSQP optimisation

Allocation that minimises portfolio variance.

Top CorrelationsPearson r on 252 days

Most correlated pairs. |r| > 0.75: near-redundant positions.

Data sources

Yahoo Finance

Live market data: quotes, OHLCV, P/E, beta, analyst ratings, dividend yield. ~15 min delay. No API key required.

Financial news

News headlines per symbol from Yahoo Finance.

Macro data

Via regional proxy ETFs (SPY, EZU, EEM, etc.).

Known limitations

·Prices are delayed ~15 minutes via Yahoo Finance.
·Monthly VaR uses √21 — real losses can exceed the estimate.
·Macro analysis uses ETF proxies, not dedicated economic data.
·Correlations on less than 252 days may be less stable.
·The pipeline runs once per submission, no real-time updates.

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