The market has experienced a regime change in the risk factors that matter. Traditional factors don't account for the increasing impact other market participants, such as passives and other investor-types, have had on positions and portfolios. Symmetric.io provides risk aggregation across portfolios and extends it beyond traditional factors to understand interdependencies and interaction with other market participants.
Symmetric has pioneered a number of holder based factors that help investors better understand their exposure to other market participants involved in a security:
Symmetric overlap reports help investors understand:
Generate PDF & Excel reports covering performance, alpha, liquidity, and peer analysis. Reports are updated daily to reflect current market conditions. A sample of reports:
Build & monitor portfolios of equities based on separately managed accounts, hedge funds, etc. Upload custom portfolios -- just copy and paste from Excel. Track the performance of individual portfolios and aggregate portfolios of managers daily according to their disclosed positions and contribution from StockAlpha -- the ability to pick stocks that outperform their corresponding sectors on a beta-adjusted basis.