Style Research Markets Analyzer

 

Web-Enabled Style-Based Equity Research Engine.

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Internet Service to design and conduct Style-based and factor-based equity research.

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User-Defined Style Research Engine.

Backtest Portfolio Construction Methods.

Local Market and Regional Research Capability.

Multi-Level Enquiry & Stock Selection Facilities.

Style Factor, Market by Market, Regional and Industrial Sector Selection Criteria.

Definable 20 Year Analysis Horizon.

Definable Factor Ranges and Sort Orders.

Definable Rebalancing Intervals.

Definable Weighting Methods - Market Capitalization or Equal Weightings

Definable Universe Restrictions.

Full Report Details in Standard Spreadsheet Format, including:
  • Historic Returns and Return Statistics
  • Sector and Market Decomposition
  • Full Range of Significance Statistics
  • Downloadable Time-Series Data
  • Full Current and Historic Stock Listings  with Identifiers and Weightings

Linked Directly to the Style Research Portfolio Analysis Software for Specifiable Returns-Based Analysis

24 Hours a Day Internet Service

 

Sample Output

Looking at Small Growth Companies across Europe, adjusting for Industrial Sector and Market Biases.

Performance Backtest Summary

Detail of Performance Backtest

Industrial Sector and Market Allocations

Compared with the Structure of the Selected Universe

 

Full History of Returns Data with Accompanying Significance Statistics

  • 20 Year Historic Simulation of Return Patterns
  • Full Analysis of Sector and Market Exposures
  • Market-Relative or Universe-Relative Returns
  • Sector by Sector and Regional Flexibility
  • Statistical Analysis of Style/Method Integrity
  • Time-Series Data for Further Analysis
  • Iterative Research Capability