DATA & ANALYTICS

The Risk Premia Database

Unique data source with more than 5 million data points processed daily on actual investible systematic strategies from leading providers.

  • Screen the universe of single and multi factor strategies across asset classes and styles
  • Conduct peer grouping and clustering analysis on strategies and funds, with the capacity to upload your own data within the platform
  • Optimize portfolio construction with advanced allocation and rebalancing techniques

PURE FACTOR MODEL®

Leading Market Risk Factor Analysis

PremiaLab Pure Factors® harvest the market consensus to capture key market risk factors across asset classes, providing you with an independent referential to measure & manage factor exposure

  • Assess your portfolio risk concentration using PremiaLab Pure Factors® and calibrate its exposure to your desired level of factor intensity
  • Run performance attribution across market beta & factor tilts on all asset classes
  • Measure the “true” alpha generated by strategies, indices and/or fund managers

Ex-Ante Risk Analysis

Constituent Level Risk Metrics

PremiaLab provides automated aggregation and delivery of strategy constituents across providers in a uniform format with look-through analysis and integrated risk metrics computation

  • Perform stress-testing on portfolio under various market shocks & scenarios
  • Receive extensive sensitivity metrics computation at constituent level on each strategy
  • Slice & dice your portfolio parametric or historical VaR contribution

POWERFUL INSIGHT.
BREATHTAKINGLY EASY.