Download NIFTY historic data and calculate Calmar Ratio, Sortino Ratio, Sterling ratio, Sharpe Ratio, Treynor ratio, Jensens alpha, Information ratio, Appraisal ratio, Tracking error, Max drawdown, Average drawdown. Select the best stocks based on Risk Adjusted Return and other parameters like debt to equity, insider holding, profit margin etc.
sharpe-ratio
tracking-error
max-drawdown
sterling-ratio
sortino-ratio
calmar-ratio
risk-adjusted-return
treynor-ratio
jensen-s-alpha
information-ratio
appraisal-ratio
average-drawdown
debt-to-equity
profit-margin
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Updated
Jan 23, 2022 - Jupyter Notebook