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- Advanced analytics empowers investors with mathematical models and simulation techniques to optimize their portfolios effectively. By analyzing historical data, evaluating risk levels, and considering the potential returns of different options, investors can achieve a well-balanced allocation of funds that maximizes returns while managing risk.
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How can portfolio analytics help investors navigate a complex investment landscape?
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What are the components of portfolio analytics?
Jul 4, 2023 · The future of portfolio analytics is expected to incorporate Artificial Intelligence and Machine Learning, big data, ESG integration, and regulatory and compliance considerations to help investors navigate an increasingly complex investment landscape.
- The main components of portfolio analytics include portfolio construction (specify asset allocation, security selection, diversification, and risk...
- Modern Portfolio Theory (MPT) contributes to portfolio analytics by providing a mathematical framework for constructing efficient portfolios that o...
- Yes, many portfolio analytics software and platforms can be integrated with other investment management tools, such as trading platforms, research...
- Portfolio analytics can be applied to various investment strategies to evaluate their performance, risk, and diversification benefits. In passive s...
- Future trends in portfolio analytics include the increasing importance of artificial intelligence (AI) and machine learning (ML) for automating ana...
Qtrade’s Portfolio Analytics can help you build a better portfolio, whether you’re starting from the ground up, or evaluating the holdings you already have in your portfolio. Check in with your investments, test your ideas, and help future-proof your portfolio against some common risks.
Investors turn to our solutions to help them: Analyze sources of risk and return. Create multi-asset-class portfolios and investment products that capture market opportunities. Harness investment benchmarks and select securities to advance strategies.
- July 2021
- IN BRIEF
- WHY MEASURE FACTOR EXPOSURE? TO UNDERSTAND DRIVERS OF PORTFOLIO RISK
- HOW CAN INVESTORS UNDERSTAND AND MEASURE FACTOR BIASES WITHIN THEIR PORTFOLIOS?
- Returns-based analyses
- Holdings-based analyses
- Next steps: Reaching a decision
- OUR PROPRIETARY TECHNOLOGY ENABLES NEW RIGOR IN FACTOR ANALYSIS
- What’s new in factor analysis?
- QUANTITATIVE RESEARCH FOCUSED ON INNOVATION
AUTHORS Yazann Romahi Chief Investment Oficer, Quantitative Solutions, J.P. Morgan Asset Management Garrett Norman Investment Specialist, J.P. Morgan Asset Management Gareth Turner Investment Specialist, J.P. Morgan Asset Management
Investment factor analysis can help investors navigate a world of uncertainty and fragility while preparing them to capture opportunities. Market volatility during the pandemic has served as an important reminder of the potential for sharp moves within asset classes—e.g., at the factor level—to drive portfolio risk and return, whether or not an inv...
The COVID-19 pandemic accelerated or upended a number of trends across economies and societies and in politics, helping fuel the most extreme U.S. equity bear market in a century. As we sort through the ramifications, one thing is very clear: Investors need to be ever more aware of potential drivers of risk and return, not only across broader marke...
A portfolio’s factor exposures can be measured from two perspectives: returns-based, covering a portfolio’s history, and holdings-based, examining what’s owned in the present. We favor using both for the most complete, holistic view and to form the best judgment of what action steps to recommend. Spectrum includes tools to accomplish both. Returns-...
Our returns-based analyses identify the range of factors that best explains a given portfolio’s (or manager’s) performance, in a way akin to asset pricing models, applying many regression methodologies and, typically, surveying a wide set of inputs to maximize the fit of the model to the data. The analyses provide a clear means for diagnosing risk ...
Holdings-based analyses determine factor exposures by considering a portfolio’s actual investments at a given time— typically measured as active exposure relative to a reference benchmark. This approach can be applied to a single snapshot or to holdings across a series of time frames (monthly or quarterly, for example). Holdings-based analyses allo...
When the conclusions of both returns- and holdings-based analyses align, the takeaway is clear—for example, if both find a value bias, the portfolio likely has a value bias. Then an investor would assess whether they are happy with the extent of this bias or would like to balance it with other (diversifying) factor exposures. But if one analysis fi...
To take factor analysis from concept to practice, we leverage the vast data and analytical resources of J.P. Morgan Asset Management. Our factor analysis capability continues to evolve in Spectrum, our single-platform proprietary system for portfolio management, research, risk and client reporting. Today, we can analyze portfolios using a variety o...
In addition to determining a portfolio’s aggregate factor bias, we can further diagnose what is driving this bias, whether it is from a sector perspective or if it relates to a market cap bias or to other features of the portfolio. By understanding the investment objectives and risk tolerance of the client example in Exhibit 2, we are able to model...
Harnessing our firm’s deep intellectual capital and broad investment capabilities, we provide our clients with a diverse suite of beta strategies to help build stronger portfolios. Empower better investment decisions through unique insights and proprietary research on strategic and alternative beta. Deploy the talents of an investment team dedicate...
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Our aim is to enable you to navigate a complex risk landscape and build differentiated and resilient portfolios throughout market regimes. Want to know more about latest trends and insights on your topics and use cases. Subscribe. Use cases. Understand the true drivers of risk and return.
Jul 25, 2016 · Promising innovations include machine-learning platforms that can mine huge quantities of structured and unstructured data; predictive-reasoning and artificial-intelligence platforms that can reveal important portfolio effects; rapid statistical analyses that generate event studies and correlation analyses on a massive scale; semantic ...
Jul 6, 2023 · Advanced analytics empowers investors with mathematical models and simulation techniques to optimize their portfolios effectively. By analyzing historical data, evaluating risk levels, and considering the potential returns of different options, investors can achieve a well-balanced allocation of funds that maximizes returns while managing risk.
