Stock × Market Interaction (SMI)
This model evaluates how a stock performs across different market regimes, similar to Genotype × Environment analysis in plant breeding.
SMIs = Σ wj · Rs,j
Interactive SMI Calculator
Enter returns under different market regimes and assign importance weights to each regime.
| Market Regime | Return Rs,j (%) | Weight wj |
|---|
Interpretation:
High SMI values indicate stocks that perform consistently across market cycles, making them suitable for long-term, regime-aware portfolios.
High SMI values indicate stocks that perform consistently across market cycles, making them suitable for long-term, regime-aware portfolios.
Tags:
Stock Market Calculators
