Global Risk Model

A New Lens for Portfolio Risk Analysis

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See It in Action

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

Factor attribution
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.

Risk decomposition
Attribute portfolio risk to factors and uncover volatility sources.

Screen for sustainability with the ESG Rating Factor

The environmental, social, and governance (ESG) Rating Factor incorporates company-level ESG Risk Ratings from Sustainalytics so you can measure and compare the ESG characteristics of stocks and portfolios. Estimate premiums of the ESG Rating Factor in the global equity market and incorporate the ESG Rating Factor in risk forecasts so you can improve portfolio and index construction.

Morningstar Global Equity Risk Model - ESG

Award-winning

Global Risk Model has won the 2020 Wealthies award for Technology Providers – Portfolio Analytics. The WealthManagement.com Industry Awards honor technologies that enable advisors to better construct, compare, model, and manage portfolios.

How You Can Get It

Get the Global Risk Model through Morningstar DirectSM

Wealth Management

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Asset Management

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Ready to Try Global Risk Model?