Decode the macro DNA in your equity portfolio
A comprehensive macro risk model that quantifies how macro factors drive portfolio risk and return, revealing hidden exposures across shifting market regimes for better risk management and performance attribution.
Full Portfolio Macro Risk Analysis
Macro factors like GDP, inflation, and interest rates are increasingly influencing indices, stocks, sectors, and traditional equity factors. Fund managers and investors now need a deeper, more accurate understanding of these dynamics.
Portfolio Return Attribution Breakdown
Use MFERM to assess portfolio performance, view macro and non-macro exposures, calculate total risk and predicted volatility, and identify stocks with the highest macro factor impacts.
Benefits
Cross-Asset Opportunity Detection
Spot valuation dislocations between market prices and macro fair value across 18,000+ multi-asset securities.
Enhanced Risk Attribution
Break down portfolio risk into macro and non-macro components for clear insight into volatility drivers.
Performance Clarity
Identify macro factors affecting returns to inform investment decisions and improve client reporting.
Forward-Looking Risk Management
Forecast factor sensitivities to anticipate portfolio vulnerabilities before macro shifts affect performance.
Related Insights
