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.
A New Lens for Understanding Portfolio Risk
Learn how to better understand your risk exposures and ways to assess whether a fund is exposed to the expected risks with the Morningstar Global Risk Model.
How You Can Get It
Get the Global Risk Model through Morningstar DirectSM