Portfolio Optimizer

Research desk · Misprise

Portfolio builder from SEC financials

Four steps. Read the card, then click it. You finish with a 100% weighted book from live stock-page filings. Research only.

misprise.com
Rf 3.5% GICS ρ 2011–2025 Latest quarter
  1. 01MandateClick a card
  2. 02NamesAdd or skip
  3. 03ConstructionWait
  4. 04Ready bookRead + export
Step 1 of 2 — click one card

What is the mandate?

Read both options. Then click the card that matches your objective. The next screen opens immediately.

Stocks to buy now — a process, not a headline

Searches for stocks to buy now usually want a list. A list without a mandate is a concentration bet. This builder answers the same intent with a portfolio: choose explosive growth or consistent gains, optionally pin tickers you already own, then receive a ready weighted book from live stock-page data — Misprise Score, multi-year CAGRs, beta — and GICS covariance since 2011.

Explosive growth tilts toward high CAGR and quality score with higher single-name caps. Consistent gains keep your anchors, then add lower-beta quality and UST/GLD ballast so mean pairwise correlation falls and Sharpe rises. Expected return blends five-year fundamentals with sector means. Volatility blends beta with sector standard deviation. Not a forecast and not advice.

Sharpe ratio

(E[r] − Rf) / σ. The consistent-gains objective: more excess return per unit of volatility.

Ready book

When both questions are answered — or names are skipped — weights sum to 100% with E[r], σ, Sharpe, and ρ on the blotter.

Stock pages

Complements come from the same universe as each /ticker-stock/ research page. Open a holding to read filings-backed fundamentals.

FAQ

How does the portfolio builder use SEC financials?

After you choose explosive growth or consistent gains, and optionally name tickers you already hold, the builder returns a weighted model book from live Misprise stock-page filings (Misprise Score, CAGRs, beta) plus GICS covariance. It is a research allocation, not a recommendation to buy or sell.

How are weights chosen?

A constrained mean-variance pass on the latest fiscal quarter only. Complements are ranked by Misprise Score first. Expected return blends five-year revenue and EPS CAGR with long-run GICS sector means (2011–2025). Volatility blends beta with sector sigma. Sharpe uses a 3.5% risk-free rate.

Can I get a ready portfolio without naming a ticker?

Yes. Answer the goal question, then skip names. Complements are pulled from the screener universe so you still receive a 100% weighted book with Sharpe, expected return, and volatility.

Is this investment advice?

No. Educational and quantitative research only. Verify filings on each ticker stock page before you act.

DISCLAIMER: Historical expected-return and volatility estimates. Not a forecast and not investment advice. For quantitative analysis only.

misprise.com
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