Equity Analytics

Asset managers analyze their existing and prospective equity holdings with Kwantx. Calculating historical factor return contribution helps understand which risks your portfolio is facing, while considering stock specific crowding and sentiment boosts targeted returns. 

Backtest Factor Performance

Simulate factor performance through history to see consider how those returns will aid in deciding current period tilts. 

Rank By Factor Contribution

Sort equities in the S&P 500 by their current factor contributed expected return. Make sure you are aware of current portfolio risks. 

Calculate Crowding of Equities

Crowding of equity and factors results in abnormal return skews to the downside. Measure current crowdedness to maximize risk per expected return. 

Analyze Expected Returns

Based on factor exposures calculate the expected returns of an equity, and see what percent of the return is unexplained, resulting in possible alpha.

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