Data & Platform
The Risk Premia Database
PremiaLab’s platform provides the essential statistics, graphical analysis, and visualization tools to objectively asses the numerous risk premia strategies deployed in the market.
- Visualize the dynamics of each factor per asset class and benchmark its performance.
- Analyse the risk metrics of your preferred factor indices across leading providers.
- Interactively construct and optimize a multi-factor portfolio balancing risk/return trade-offs and minimizing downside risk.
Join the community of leading index sponsors & asset managers with PremiaLab’s community page containing an extensive list of carefully curated, industry specific news.
The PremiaLab Pure Factors ® – Leading Market Risk Factor Analysis
PremiaLab Pure Factors ® technology allows investors to decompose an investment portfolio, fund or strategy into independent risk factors.
Built from our extensive strategy database, you can gain an unparalleled knowledge of your market risk exposure, across asset classes, investment styles and regions.
Streamlining access to systematic indices for superior risk monitoring
The Principal Component Analysis measures the distribution of the risk of your portfolio and its diversification. Generate specific historical scenarios to further assess its robustness.
The Constituent Risk Analysis provides additional perspective into strategy risk exposure. Each constituent within a strategy is reported and the positions are aggregated across strategies to generate the most reliable risk metrics for the portfolio.