The Style Research Portfolio Analyzer
Style Analysis, Structural Analysis, Risk Analysis, Performance Attribution, Fund of Funds Construction
Flexible and comprehensive analysis for global equity and fixed income portfolios.
Portfolio analysis covering investments in developed, emerging and frontier equity markets and fixed income securities denominated in 29 currencies. Supported by security level data for over 72,000 equity issues and more than 1.3 million bonds.
Flexible reports communicate the key aspects of Style, Structure, Risk and Performance Attribution for individual equity portfolios and equity funds of funds and provide full Structure and Risk analysis of fixed income and balanced portfolios and funds of funds.
| Equity Analysis | Fixed Income Analysis |
|---|---|
| Clear, in depth,holdings-based and returns-based analysis. | Fully integrated within the Portfolio Analyzer service. |
| Includes Style Research The Front Page,Style Skylines and Style Distributions reports used by world-leading investing institutions. |
Focused fixed income analysis as well as multi-asset (bonds, equities and cash) balanced reports. |
| Single market and multi-market fund of funds capability. | Total portfolio characteristics and structural decomposition together with detailed risk analysis and risk attribution. |
| Flexible performance attribution analysis, directly comparable to our sources of risk model or with user-defined criteria. |
Coverage of fixed and floating rate securities as well as mortgage backed and agency instruments. |
| Derivatives analysis capability for index futures and forward contracts. | Derivatives analysis capability for interest rate futures, swaps, CDSs and forward contracts. |
Portfolio Analyzer Latest Developments
- 47 New Equity Markets
- 3 New Fixed Income Categories
- 6 New Fixed Income Economies
- 6 New Factors for Portfolio Analysis
- Added Functionality for Performance Analysis
- Auto-match facility for TBA Cusips and MBS for Fixed Income