Portfolio check: how concentrated is your portfolio?
With tickers and weights entered, the result appears at once. The calculation runs in the browser, without signing in. The basis is the public states of the signal pages.
Your portfolio
Up to 15 positions. Pick titles from the list, weight as a percentage or an amount.
Inputs stay in the browser and are not stored or transmitted. Duplicate tickers are merged.
Result
No input yet
As soon as at least one position with a weight is entered, the result appears here. The example portfolio shows what it looks like.
Continue with the real portfolio
The app takes over your portfolio via file import or Parqet and calculates risk, correlations and signals with real historical data.
- Your own portfolio with up to 3 positions: score, risk and diversification
- Up to 5 titles on the watchlist, with score and 16 signals
- Weekly overview by email
- Up to 50 positions in up to 10 portfolios
- An email as soon as a signal of your positions turns
- Backtesting the levels with your own portfolio
- Risk budget with your own loss floor
7 days of Pro free, then Free automatically. No credit card.
What the portfolio check measures
The portfolio check shows how concentrated a portfolio is and how its holdings are spread: largest positions, effective positions, state mix, volatility and diversification. It is based on the public states of the signal pages. Names outside the universe are not included and are shown separately. The result describes the portfolio, it is not advice.
Frequently asked questions
What is the HHI?
The Herfindahl-Hirschman index is the sum of the squared weights. For three positions with 50, 30 and 20 percent it is 0.38. It ranges from 1/N for an even spread to 1 when everything is in one title. Its inverse gives the effective positions, here 2.6.
Why is a title not included?
Only titles in the universe of the signal pages are included. All other titles are left out of every figure and named separately with their share of the entered portfolio.
How is the volatility of the portfolio calculated?
The volatility of the portfolio is the square root of the sum over all pairs of weight A times weight B times volatility A times volatility B times correlation. The inputs are the 30-day volatilities of the single titles and the correlations of daily returns over up to one year. The diversification effect is the gap to the weighted average of the single volatilities, as a share of that average. For two equally weighted titles with 20 % volatility each and a correlation of 0.5, the volatility of the portfolio is 17.3 % and the effect is 13 %.
Are my inputs stored?
No. The calculation runs in the browser, the inputs are neither transmitted nor stored. Copying the link creates an address fragment with tickers and relative weights that is never sent to a server.
Notes
As of: 26 Oct 2026 Description, not investment advice. Disclaimer