A New Lens for Portfolio Risk Analysis – Morningstar Direct Risk Model Workflows

Presented by

Kristopher Leung, Patrick Caldon

About this talk

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.

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