THE MOST GRANULAR PORTFOLIO STRESS TESTING ANALYTICS EVER PRODUCED
This module performs a next generation monte-carlo simulation of the portfolio risk and return characteristics under various extreme macro, sector and currency scenarios. All securities are fully repriced thousands of times to retrieve a robust measure of portfolio expected profit and loss (P&L) and expected tail risks (conditional VaR) for each scenario.
The Stress Testing module comprises the following dynamic reports:
Understand how your portfolio is expected to behave under extreme market conditions from historical events, such as: Asian Crisis 1997, Russian Crisis 1998, Dotcom Bubble 2000, September Attack 2001, Lehman Default 2008, European Crisis 2010, Flash Crash 2010, Oversupplied Oil 2014 and Brexit 2016.
Quickly identify how hedge transactions are expected to protect your portfolio under adverse market scenarios. Evaluate the sizing of these hedge transactions, which might include shorts and complex option strategies. A user-defined labeling allows hedges to be contrasted with other positions.
Break down the behavior of the portfolio under various extreme market scenarios by splitting longs vs. shorts, domestic vs. foreign securities, fixed income vs. equities and options vs. other securities. Positions are automatically bucketed into these classifications via a sophisticated filtering technology for unprecedented granularity.
Compare the expected value and tail risks for 2 superimposed portfolios, under macro, sector and currency scenarios. Evaluate all trade data between the portfolios. You have the flexibility to compare your portfolio at two points in time or against a benchmark.
Inspect the portfolio's forward looking profit and loss (P&L) under various 10% up/down market, sector and currency moves.
INSTANT CLARITY INTO HIDDEN PORTFOLIO RISK CONCENTRATIONS
This module performs a state of the art monte-carlo simulation of the portfolio risk and return characteristics under normal market conditions. It showcases the marginal contribution to total risk (MCTR) from each security, various bottom-up aggregations and top-down factor models.
The Risk Attribution module comprises the following dynamic reports:
Understand bottom-up risk concentrations from: positions, sectors, countries, market capitalization, liquidity, implied rating, duration and user-defined labels (which are powerful to isolate the risks from traders, separate client accounts and much more).
Gauge the amount of portfolio active risk after accounting for various factor models, such as: market factors, GICS sectors, risk premia (value, momentum, quality and low volatility), value+growth, US bonds and global bonds.
Break down the risk of the portfolio under normal market conditions by splitting longs vs. shorts, domestic vs. foreign securities, fixed income vs. equities and options vs. other securities. Positions are automatically bucketed into these classifications via a sophisticated filtering technology for unprecedented granularity.
A POWERFUL PRO-FORMA BACKTESTER INCLUDING HISTORICAL CURRENCY EFFECTS
This module generates a historical total return for the portfolio enabling you to visualize how your current holdings would have performed as a whole in the recent past. The backtest automatically takes into account all the daily FX conversions to a base currency.
The Backtesting module comprises the following dynamic reports:
Visualize a 3-year pro-forma backtest for the portfolio, isolating the contribution to total return from longs vs. shorts and domestic vs. foreign securities. All the historical currency effects are taken into account.
Compare a 3-year pro-forma backtest for 2 superimposed portfolios. Evaluate all trade data between the portfolios. This report can be used with 2 time snapshots of the same portfolio or with a benchmark.
LEVERAGE, LIQUIDITY, MACRO SENTIMENT NEWS AND MORE AT YOUR FINGERTIPS
This module provides all the relevant statistical and leverage attributes for your portfolio. Additionally, top-down sentiment news are also provided.
The Characteristics module comprises the following dynamic reports:
Identify all your portfolio risk properties in one place: gross and net exposure by individual positions, liquidity (days to unwind), volatility, value at risk (VaR) and conditional VaR (CVaR).
Generate a granular delta-adjusted report with the net and long exposures, expressed in the base currency of the portfolio. Visualize results aggregated by: positions, sectors, countries, market capitalization, liquidity, implied rating, duration and user-defined labels.
Visualize the most relevant top-down financial news for the past 7 days, ranked by their sentiment score. Everysk is the only provider of macro sentiment news such as: "China", "Brexit", "Trump" and other topical themes.
+Credit Default Swaps
+Interest Rate Swaps
Core Plus Plan
We will ask you some basic information such as your name and corporate email to be able to schedule a demo. If you decide to trial Dashboards after the demo, we will provide you an account at the appropriate subscription plan, free of charge.
We will help you upload your portfolio into the account and answer any questions you might still have. You have 7 days free of charge.
At any point during the free trial you can become a subscriber of the plan highlighted in the PLANS page. After you confirm your subscription, you will receive an automatic invoice from Everysk and you will have 7 more days to pay.
Our annual subscriptions are invoiced every 3 months, in arrears. You will receive these invoices automatically. Payment can be either by: credit card, check or money wire. All the history of invoices can be found in your BILLING page.