The Northfield Global Equity Risk Model measures every security's exposure to its region, its sector, global interest rates, and oil prices. The model includes fundamental variables such as size, dividend yield, and growth orientation. It also takes into account the portfolio's exposure to currency bets relative to the investor's home currency.
- Grounded in modern portfolio theory, parsimonious, intuitive, and measures risk exposure with a high degree of accuracy
- Helps managers to monitor and control positions in global equities and related currencies
- The model associates risk with exposures to securities from 68 developed and emerging market countries, involving 57 currencies
|Download Documentation||Global Equity Risk Model|
|Download Documentation||Global Equity Risk Model-Japanese Language Version|