1-- Calculate growth stability metrics for investment risk assessment
2WITH yearly_growth AS (
3 SELECT
4 economy,
5 year,
6 value as gdp_growth
7 FROM "@worldbank.world_development_indicators.ny_gdp_mktp_kd_zg"
8 WHERE year >= 2010 AND year <= 2024
9 AND economy IN ('CHN', 'IND', 'VNM', 'IDN', 'KOR', 'SGP',
10 'USA', 'JPN', 'DEU', 'BRA', 'MEX', 'THA', 'MYS', 'PHL')
11 AND value IS NOT NULL
12),
13growth_stats AS (
14 SELECT
15 economy,
16 AVG(gdp_growth) as avg_growth,
17 STDDEV(gdp_growth) as volatility,
18 MIN(gdp_growth) as worst_year,
19 MAX(gdp_growth) as best_year,
20 COUNT(*) as data_points,
21 SUM(CASE WHEN gdp_growth < 0 THEN 1 ELSE 0 END) as negative_years
22 FROM yearly_growth
23 GROUP BY economy
24)
25SELECT
26 gs.*,
27 (gs.avg_growth / NULLIF(gs.volatility, 0)) as sharpe_ratio,
28 (gs.negative_years * 100.0 / gs.data_points) as pct_negative_years,
29 pc.value as latest_gdp_per_capita
30FROM growth_stats gs
31LEFT JOIN "@worldbank.world_development_indicators.ny_gdp_pcap_kd" pc
32 ON gs.economy = pc.economy AND pc.year = 2024
33ORDER BY sharpe_ratio DESC NULLS LAST