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Correlation Matrix

Correlation coefficients between stock returns (90-day historical data)

⚖️Optimal Portfolio Allocation (Minimum Variance - 90-day)

Based on Modern Portfolio Theory using 90-day historical returns, these weights minimize portfolio variance while maintaining full investment (100% allocation).

$
NVDA
NVIDIA Corporation
Technology
P/E: 45.34
38.6%
$7,715
BRK-B
Berkshire Hathaway Inc.
Financial Services
P/E: 15.45
24.4%
$4,873
AMZN
Amazon.com, Inc.
Consumer Cyclical
P/E: 33.43
8.7%
$1,733
ISRG
Intuitive Surgical, Inc.
Healthcare
P/E: 68.48
7.8%
$1,553
GOOG
Alphabet Inc.
Communication Services
P/E: 31.65
★★★★★
6.4%
$1,280
IDXX
IDEXX Laboratories, Inc.
Healthcare
P/E: 53.74
★★★★★
6.3%
$1,255
NFLX
Netflix, Inc.
Communication Services
P/E: 38.86
★★★★★
5.1%
$1,019
TSLA
Tesla, Inc.
Consumer Cyclical
P/E: 264.68
★★★★★
2.9%
$573

Portfolio Composition

NVDA38.6%
BRK-B24.4%
AMZN8.7%
ISRG7.8%
GOOG6.4%
IDXX6.3%
NFLX5.1%
TSLA2.9%

Portfolio Metrics

Total Allocation100.0%
Ex-ante Return5.01%
Annualized expected return
Ex-ante Volatility7.75%
Annualized standard deviation
Sharpe Ratio0.65
Risk-adjusted return
Weighted Avg P/E44.43
Portfolio average P/E ratio
Weighted Avg P/S14.17
Portfolio average P/S ratio
TickerAMZNBRK-BGOOGIDXXISRGNFLXNVDATSLA
AMZN--------
BRK-B-0.10-------
GOOG0.47-0.23------
IDXX0.400.270.41-----
ISRG0.440.220.370.62----
NFLX0.030.260.010.160.14---
NVDA-0.40-0.340.28-0.160.02-0.03--
TSLA0.42-0.280.610.040.150.00-0.01-

Correlation Scale

-1.00 (Perfect Negative - Excellent Diversification)0.00 (No Correlation)+1.00 (Perfect Positive - Poor Diversification)