FactSet delivers a comprehensive solution for every stage of the quantitative portfolio management process.
Measure and Decompose Predicted Risk
View predictive risk characteristics such as Tracking Error, Beta, and Value-at-Risk. Study exposures to gain insight into the sources of portfolio risk and examine the trends with robust time-series charting.
Analyze Risk-Based Performance Attribution
Identify systematic sources of relative performance. Analyze the specific exposures that helped or hurt performance to make more informed portfolio management decisions.
Construct an Optimal Portfolio
Create scenarios to shock your portfolio under extreme market conditions, letting you identify and hedge against vulnerabilities. Analyze portfolio risk with our predictive risk models and understand where vulnerabilities lie.
Analyze Multiple Portfolios Simultaneously
Compare results, identify outliers, and determine if there are any areas where risk is concentrated among funds.
Pinpoint Firm-Wide Exposures
Quantify your firm’s ownership in a security, an issuer, an industry, a country, or a specific set of securities to analyze exposure to long-term, macro trends or the fast-moving news and events of the day.