Perform portfolio risk analysis by tracking every stock’s underlying economic exposure. Proprietary factors, powered by our holdings database, enable forecasting around returns. You can also look across time horizons and firms to forecast the risks a stock or portfolio faces during extreme market events.
How Global Risk Model Works
Compare a portfolio’s return forecast with a benchmark’s over specific time periods.
See the market’s factor premia over a 20-year time period to uncover correlations.
Identify drivers of portfolio behavior using the lens of risk.
See a stock’s exposure to every risk factor in a single graphic.
Upgrade to Our Advanced Features
See the sources of return within your portfolio as a result of your risk factor exposure.
Custom scenario analysis
Create custom market scenarios and perform “what-if” analysis on market movements.
Attribute portfolio risk to factors and uncover volatility sources.
Global Risk Model Methodology
Risk is inherent to investing. Developing a picture of possible risks can help investors to make better decisions about the kind of risks they’d like to take Portfolio risk analysis forecasts the distribution of future asset returns. See how we built our risk model.