Financial Statistics calculators
Choose a task, enter your assumptions and inspect how the result is calculated.
Financial Data Summary
Inspect count, mean, median, range and both sample and population dispersion for financial observations.
Open calculator →Financial StatisticsWeighted Financial Average
Combine financial observations with explicit importance or exposure weights; weights need not sum to one.
Open calculator →Financial StatisticsFinancial Percentile from Your Data
Find an income, wealth or price percentile within the dataset you supply, without inventing a national distribution.
Open calculator →Financial StatisticsIncome or Wealth Rank in Your Sample
Measure your position within an explicitly supplied sample using a tie-aware midrank convention.
Open calculator →Financial StatisticsFinancial Correlation and Covariance
Compare the direction and strength of a linear relationship between two aligned financial series.
Open calculator →Financial StatisticsFinancial Linear Regression
Fit an ordinary least-squares line and inspect slope, intercept, fit and an entered scenario.
Open calculator →Financial StatisticsFinancial Moving Average
Smooth a financial time series and export the complete-window moving averages.
Open calculator →Financial StatisticsExponential Moving Average
Give recent financial observations more weight with an explicitly chosen smoothing factor.
Open calculator →Financial StatisticsHistorical Sharpe Ratio
Compare historical excess return with observed volatility under a constant risk-free-rate assumption.
Open calculator →Financial StatisticsHistorical Sortino Ratio
Compare average return with downside deviations below your selected minimum acceptable return.
Open calculator →Financial StatisticsHistorical Portfolio Beta
Estimate historical sensitivity to the market series you supply.
Open calculator →Financial StatisticsTracking Error and Information Ratio
Measure variability and average value of historical returns relative to a benchmark.
Open calculator →Financial StatisticsHistorical Value at Risk
Inspect a historical loss threshold and empirical tail average without assuming a normal return distribution.
Open calculator →Financial StatisticsSample Gini Coefficient
Measure inequality within the user-supplied nonnegative sample and export its Lorenz curve.
Open calculator →Financial StatisticsTreynor Ratio
Scale a matching-period excess return by an entered positive market beta.
Open calculator →Financial StatisticsJensen Alpha
Compare an observed portfolio return with a CAPM benchmark.
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