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REFINITIV EIKON –PORTFOLIOANALYTICSGuide decision making, take calculated risks and improve yourportfolio returns
With active managers facing competitivepressures and fee compression, theimperative to deliver and demonstratea systematic approach to risk-adjustedreturns has never been greater.Investors, regulators and internal risk teams are demandinga more systematic approach to the investment process andmore transparent performance attribution, financial risk,sustainable investing and capital management techniques.Refinitiv Eikon Portfolio Analytics (PORT) providescomprehensive analytics, tools and market insights to informportfolio decisions and help you find your competitiveadvantage. It is a multi-asset class solution covering equities,ETFs, mutual funds, fixed income, currencies, FX forwards andlisted futures and options positions, with growing coverage ofover-the-counter (OTC) instruments.This industry shift of harnessing data analysis techniquesinto the investment decision-making process has meant newstrategies are emerging to take advantage of this plethora ofdata. Sustainability-driven investments have become one ofthe most prominent emerging strategies; more than a quarterof assets under management globally are now being investedaccording to environmental, social and governance (ESG) criteria.Refinitiv portfolio management solutions are powered byRefinitiv data and news including company fundamentals,ESG data, Refinitiv StarMine analytics and Reuters News –all integrated into Eikon for an end-to-end workflow.PORT now includes the full analytical stack for managing multiasset portfolios, including market-leading MSCI RiskMetrics,Barra Optimizer and Refinitiv QA Point powered by Elsen.Refinitiv Eikon – Portfolio Analytics2
Portfolio performance and attributionManage multi-asset portfoliosPORT is a comprehensive solutionfor the analysis of multi-asset classportfolios – encompassing cross-assetattribution, contribution, performanceand style analysis. It enables portfoliomanagers to better understand whya portfolio has performed the way ithas by identifying primary drivers ofabsolute and relative performance ata sector and security level. You canimmediately see asset allocation,security characteristics and overallperformance as well as top and bottomcontributors to performance.Measure and report ESGperformance at the portfoliolevelPORT enables you to aggregate andreport ESG metrics for your portfolio.You can report against any aspect ofa portfolio’s ESG profile (e.g., genderdiversity or carbon exposure) to assetowners. You can also perform anattribution report to test how an ESG tiltis helping or hurting performance. Forexample, does focusing on carbon-lightcompanies in the portfolio improve riskadjusted returns?Create and customizeinvestment performancereports easilyUtilize custom analytics templates thatcombine market information with yourown data, logos, fund descriptions ordisclaimers for final client-ready output.Our Report Writer tool enables you toselect analytics to match individual clientneeds. You can also utilize the desktopBatch Master to create and run yourown automated reporting jobs or fullyoutsource this task to Refinitiv.Refinitiv Eikon – Portfolio Analytics3
Portfolio risk analysisMitigate risk and manage areasof downside potentialAs the investment landscape growsmore complex, uncovering andunderstanding all the risks in a portfoliobecomes far more challenging.PORT includes our proprietary GlobalEquity Risk Model to forecast andquantify portfolio risk. For multi-assetclass portfolios, MSCI’s RiskMetricsprovides risk analytics to monitor andreport on portfolio risk. This includesparametric and historical value at riskmeasures, VaR, IVaR, CVaR and MVaRmethodologies and market exposureand sensitivity analysis.Stress test portfolios toassess the potential impact ofeconomic scenariosEvaluating portfolio performance underdifferent stress scenarios is an importantrequirement both for internal risk teamsand regulatory compliance. Stress testportfolios with MSCI’s RiskMetrics toidentify, report and adjust for downsiderisks.We provide a set of predeterminedhistorical scenarios (e.g., fall 2008, BlackMonday 1987, tech wreck 2000–2003,etc.) and the tools to create custommultifactor scenarios calibrated forshocks in equity markets, currencies,commodities and interest rates.Refinitiv Eikon – Portfolio Analytics4
Portfolio construction and optimizationOptimize portfolios bymanaging tracking error andrisk volatilityUnder pressure to outperform, assetmanagers are focused on ways toefficiently optimize portfolios in order toreduce tracking error and minimize risk.Barra Optimizer in Eikon combinesa powerful optimization engine withRefinitiv’s industry-leading content. Thisenables fund managers to demonstratea more quantitative approach toportfolio construction, addressingindex tracking, stock selection andasset allocation in an effort to maximizereturns while minimizing risk. LeveragingBarra’s multifactor risk model providestransparency into the underlying factorexposures used in the optimization.We’ve simplified portfolio optimizationwith Refinitiv data pre-integrated foruse as constraint options. In additionto fundamental data, this includes ourunique StarMine stock selection factorsand rankings, as well as standardizedESG data points and analytics for nearly70% of the global market cap.Additionally, you can load proprietarydata to use as an input to theoptimization problem.Refinitiv Eikon – Portfolio Analytics5
Portfolio monitoringMake better-informed portfoliodecisions with our array ofmonitoring toolsEikon is connected to all the majorexchanges and has a full suite ofcharts and graphs for monitoring multiasset portfolios in real time. View ata portfolio, asset or sector level withall the data and metrics needed togauge which factors are contributingto performance.To keep on top of market movements,Eikon also provides an unrivaledrange of news coverage from Reutersand thousands of third-party sources.Reuters News – available exclusivelyin the financial markets via Refinitiv– regularly breaks company andeconomic stories.For companies being monitored, thereis a full company overview section withdata offering complete transparency oncompany fundamentals.Refinitiv Eikon – Portfolio Analytics6
BacktestingRevolutionize backtesting todeploy new ideas fasterAsset owners are looking for managerswho can demonstrate a systematicapproach to the investment process.Portfolio managers need to be able todemonstrate how their chosen assetallocation would have outperformed themarket in any given historical economicscenario.Through our QA Point solution poweredby Elsen, it is possible to adopt aquantitative approach without recruitinga team of analysts. The intuitivepoint-and-click interface in QA Pointmakes it easy to construct, validateand customize multifactor investmentstrategies.QA Point is integrated with PORT,meaning QA Point outputs (such asbacktested portfolios and historicalmodel scores/rankings) can beshared with colleagues in the Eikondesktop, and/or leveraged acrossPORT workflows such as performanceattribution, risk analysis and portfoliooptimization.Identify companies with strongESG practices or exposure toESG risksWith the increasing emphasis onESG, asset owners are asking theirmanagers, “Can you show us whatour performance would look like if wehad screened for ESG?”. Eikon bringstogether ESG data, QA Point and PORT– enabling the creation of historicalfactors in QA Point and loading theminto Eikon. Portfolio managers can thendemonstrate what performance wouldhave looked like if sustainable investingguidelines had been part of the originalmandate.Refinitiv Eikon – Portfolio Analytics7
Why choose Eikon for your portfolio analysis needs?Extensive range of data for research and analysisNo other provider can match the extent of data available fromRefinitiv. It has a full suite of additional tools that are connectedto all the major global exchanges, offering market data andreal-time pricing. We have been identified as best-in-class forour fundamental company data, estimates and ESG scores.We distribute investment research from 1,300 of the leadingbrokers. And Refinitiv is the exclusive supplier of Reuters Newsto the global financial services industry.Utilize industry-leading multi-asset class toolsfrom MSCIMSCI’s RiskMetrics and Barra Optimizer are integrated intoour PORT solution, helping asset managers build and managebetter portfolios and enabling asset owners to determinewhether the managers they hire are delivering appropriate riskadjusted returns.Beyond a portfolio management tool –connected workflowOur solution has been built to integrate with the dynamicsof your workflow. Eikon can manage a complex spectrumof financial analysis and research to match your investmentneeds. It goes from idea generation, market research andanalysis tools to delivering tailored reports to your clients.Investmentresearchand ideasPortfolioAnalytics(PORT)EIKONQA Point powered by ElsenIn response to the growing need to integrate quant strategiesinto portfolio strategies, we have developed QA Point. Refinitivhas connected the quantitative and fundamental investmentmanagement workflows, enabling firms to operate moresystematically in how they merge these two strategies intothe investment process.MarketmonitoringReporting andpublishing toolsEikon’s portfolio management tool is part of a larger arrayof solutions we are delivering to the financial communityof the future.Refinitiv Eikon – Portfolio Analytics8
Refinitiv is one of the world’s largest providers of financial markets data and infrastructure, serving over 40,000 institutions in approximately 190 countries. It providesleading data and insights, trading platforms, and open data and technology platforms that connect a thriving global financial markets community – driving performancein trading, investment, wealth management, regulatory compliance, market data management, enterprise risk and fighting financial crime.Visit refinitiv.com@RefinitivRE1291545/11-20Refinitiv
Barra’s multifactor risk model provides transparency into the underlying factor exposures used in the optimization. We’ve simplified portfolio optimization with Refinitiv data pre-integrated for use as constraint options. In addition to fundamental data, this includes our unique StarMine stock selection factors and rankings, as well as standardized ESG data points and analytics for nearly .File Size: 914KBPage Count: 9
