Complimentary ESG Risk Analysis

Complimentary ESG Risk Analysis

ESG constraints create unintentional systematic exposures within equity portfolios. Once identified and measured, these exposures are easily managed. We would be pleased to model how your ESG criteria change your portfolio’s risk exposures. Over the past decade,...
Redefining Active Risk and Isolating Skill

Redefining Active Risk and Isolating Skill

Redefining Active RiskIsolates Skill and Reveals Closet-indexers   Passive beta differences with a benchmark are a byproduct, typically unintentional, of any stock-selection process.  Since consistent passive differences, once properly identified, can be freely...
Complimentary ESG Risk Analysis

Betas

Beta  A beta coefficient can measure the volatility of an individual stock compared to the systematic risk of the entire market, a market sector, or style. In statistical terms, beta represents the slope of the line through a regression of data points. In finance,...