The December release of StatPro Revolution is now live! This version includes some important new features including advanced equity attribution analysis and enhancements to our risk dashboard.
Read more below:
We've added new equity attribution analysis including top down single and multi-level attribution models with advanced currency overlay. We have also added currency effects and a new screen to show the new currency overlay analysis. Finally, we have further enhanced our classification and benchmark management features.
Enhanced risk stress tests - New access to over 1,300 scenarios
Until now, the risk analysis dashboard restricted the available stress tests to a default list of 10 historical scenarios. You can now access our full library of over 1,300 stress tests and select any 10 to analyse at portfolio, sector and security level. You can create and save your own lists of stress tests to make them easy to apply to any portfolio.
A new dashboard has been created which will analyse your equity portfolio and show via a heatmap, various equity valuation ratios, such as PE, PB, PS, earnings yield and dividend yield.
Log in now to benefit from these new features.