 | provides market standard tracking errors, portfolio beta, volatility of
individual stocks and their marginal contribution to risk |
| also gives portfolio exposure to major and minor market themes such as value,
growth and size |
| optimise portfolios relative to benchmarks with a wide variety of
constraints including best trades and defined turnover |
| can be customised to your needs by defining your own country or industry
classifications, uploading your own factor matrix or uploading stock
valuation factors such as book to price |
| use batch processing to make reporting easier |
| Excerpt uses your price and portfolio information - so live calculations
are easy |
| underlying stock and theme factors used in calculations are updated
quarterly |
| user familiar Excel front end for output so customisation is easy |
| covers 43 country models and 7 regional models, with over 55,000
securities included and the ability to add your own listed or unlisted
securities |
| covers cash and futures |
| uses weekly information to estimate risk - more frequently than other
commercially available models |
