Market-Driven Scenario Analysis for Investment Research

As investors work to manage expectations and gain insight into the future, they’re seeking increasingly strategic ways to identify potential market shocks and hedge portfolios accordingly. We recently launched the Market-Driven Scenario Analysis tool to help investors, advisors, and analysts assess the impact that a market shock to the S&P 500, oil prices, or the price of an individual stock would have on portfolio returns, factor exposures, and volatilities.


In this paper, we demonstrate how the tool can forecast different types of shocks, such as:
  • The S&P 500 crashes
  • The Morningstar Emerging Markets Composite Bond Index crashes
  • Apple stock drops by 25%
  • Tesla stock drops by 25%
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