Kristopher Leung, Patrick Caldon
Join us for a webinar as part of our Risk Model series and more about the Morningstar Global Risk Model, including our newly launched Japan Equity Model.
In this webinar, we will cover:
• How to navigate through the risk model in Morningstar Direct
• Deep dive on how our risk model can help you answer questions such as “Where is my portfolio’s alpha coming from?” and “How does a particular portfolio hold up under stress?”
The Morningstar Global Equity Risk Model helps you assess the amount of risk in a fund or model portfolio by tracking a stock’s underlying economic exposure to 37 factors, including six unique to Morningstar. This model shows how a variety of market conditions could affect a portfolio. The factor exposures in the model uncover underlying revenue drivers to find a stock’s true sources of returns. Our model uses the exposures to go beyond standard models to project a stock or stock portfolio’s vulnerability to extreme market events.
Attending this webinar will give you a free trial of advance risk model components of custom scenario’s factor attribution and risk decomposition.