Portfolio Concentration and Exposure Calculator
Measure holding concentration and group user-labelled sector/region exposures from entered market values.
YOUR CALCULATION
Result
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Calculation steps
Work through one step at a time or reveal the complete calculation. The steps use your current inputs.
How to calculate
Normalize nonnegative holding values, calculate the sum of squared holding weights, and aggregate sector/region labels exactly as entered.
HHI=Σweight²; effective equal-sized holdings=1/HHI
Worked example
Weights 50%, 30%, 20% give concentration HHI 0.38 and about 2.63158 effective equal-sized holdings. Technology exposure in the example is 70%.
Assumptions and input details
1–100 unique holdings and a positive total market value. Group labels are case-sensitive user classifications, not inferred industries or countries. Effective holding count describes weight concentration only; it does not measure correlations, underlying fund overlaps or overall diversification quality. No short positions or derivatives. No live market data or national tax rules are inferred. Enter consistent amounts in one currency unless explicitly stated otherwise.
Using this calculator
Can I enter my own problem?
Yes. Replace the example values with your own inputs. The result, calculation steps, tables and applicable diagrams update from those inputs. Blank or invalid values clear the result; example values are never silently substituted for missing inputs.
Are the results exact?
Results use floating-point arithmetic and displayed rounding. Read the formula, assumptions and any stated data precision before interpreting the result.
Is my input uploaded?
The calculation runs in your browser. No account, file upload or external AI service is required. Inputs are not saved between page reloads.
Calculate buy/sell amount differences from entered current values, target weights and new cash.
Group foreign holdings by currency and apply entered exchange-rate shocks in a chosen reporting currency.
Add balances in different currencies, including debts. Convert the total and compare a table and currency chart.
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