Statmetrics

Statmetrics is a comprehensive investment management and research solution that aims to meet the needs of financial analysts, portfolio managers, investment researchers, hedge fund managers, and asset managers. According to the vendor, Statmetrics offers a suite of features that allows users to effectively analyze and manage their portfolios.

Key Features

Comprehensive Suite: According to the vendor, Statmetrics provides a range of tools and resources for investment management and research purposes.

Monitoring and Screening: According to the vendor, Statmetrics offers real-time market information and advanced screening tools to help users monitor markets and identify potential investment opportunities.

Charting and Technical Analysis: Statmetrics provides charting and technical analysis tools that allow users to visualize historical price data, identify trends, and make informed trading decisions.

Portfolio Construction and Backtesting: According to the vendor, Statmetrics enables users to construct and backtest multiple multi-asset portfolios, evaluate their performance and risk, and optimize them using predefined mean-variance strategies.

Risk and Performance Analysis: Statmetrics allows users to analyze the risk-return profile of portfolios, measure their performance against benchmarks, calculate investment risk indicators, and visualize risk metrics and efficient frontier.

Stress Testing and Value-at-Risk: According to the vendor, Statmetrics provides tools to assess portfolio resilience under adverse market conditions by analyzing stress events, drawdowns, and value-at-risk. Users can identify potential vulnerabilities and risk exposures.

Sector Allocation and Risk Decomposition: Statmetrics offers functionality to evaluate sector allocation within a portfolio, decompose portfolio risk by asset class or sector, and identify sources of risk and diversification opportunities.

Performance Measurement and Attribution: According to the vendor, Statmetrics allows users to track overall portfolio performance across all accounts, calculate performance based on trading history, and perform performance attribution analysis to understand the drivers of portfolio returns.

Fundamental and Quantitative Analysis: Statmetrics provides tools for analyzing fundamental and quantitative asset characteristics, visualizing key financial ratios, conducting statistical analysis and hypothesis testing, and performing correlation and cointegration analysis.