Functions to analyse stock portfolios based on transaction data
Things to do:
- Load transactions and create portfolio through time
- Analyze sectoral make-up of portfolio
- Perform return and vol benchmarking with key indices
- Match the appropriate ones based on portfolio vol and company fundamentals
- Adjust portfolio for inflation and get real returns statistics
- Calculate key performance metrics for portfolio and benchmarks
- Perform sale analysis to compare IRRs for keeping vs. selling and buying remaining portfolio
- Perform conglomerate analysis to create annual fundamental statements based on portfolio allocation
- Perform attribution analysis to better understand where returns come from