data Data Analytics & Modelling

Investment Data Analytics & Modelling

Portfolio Style, Factor, Performance & Risk Analytics

Our investment data analytics and modelling use returns & holdings-based data, statistical and fundamental approaches to isolate drivers of your decisions, risk, style, performance and present intuitive insights to demonstrate your active advantage. Our returns and holdings-based approach covers a broad range of traditional and non-traditional asset classes as well as diverse instruments (Funds, SMA, ETF, ETP, LIC, Fund of Funds, and Indices).

Data-Analytics Data Analytics & Modelling

Managed Data Analytics

  • Tailored analytics: Clients can outsource their data management, analytics and report to Foresight. 
  • Interactive Dashboards: Our comprehensive suite of analytics can encompass self-service, drill-down options, report customisation, email alerts and report subscription features.
  • Cross-Platform: Accessible through a personalised login and via any desktop and mobile service.
  • Multi-asset and Private/Public Market: We can integrate datasets across multiple asset classes and private and public market segments.
  • Cost-Effective Outsourced Solutions: Our managed services do not require local maintenance or a security environment. 
Challenges-Data-Visibility Data Analytics & Modelling

Factor Based Portfolio Construction & Optimisation

Our ability to combine proprietary, public, and third-party factor data across equities, bonds, real assets, and alternatives allows us to provide clients with portfolio construction and risk management insights using a factor-based framework. Our dual returns-based and holdings-based factor computations provide broad coverage as well as the daily, monthly frequency of factor data.

To explore our returns based factor analysis further, please access Foresight Interactive

 

Bespoke Modelling Solutions

  • Capacity Analysis – Holdings-based analysis that estimates possible alpha decay from excess capacity or estimate threshold capacity of equities capacity (domestic and global)
  • Portfolio Optimisation – Individual asset class or Multi-Asset Portfolio construction and optimisation using a factor-based framework and mean-variance framework.
  • Behavioural Alpha Analysis– Using holdings and trade-based data to provide an alternative attribution system.
  • Scenario-Based Portfolio Analysis – Using a returns-based and holdings-based framework to provide the impact of new investment allocation or shifts in existing asset/manager allocations.
  • Portfolio Stress Testing – Providing portfolio stress testing across a range of economic and market events and scenarios. This work is compliant with APRA SPS 530 requirements for trustees.

 

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What is the approach to data analytics used at Foresight Analytics?

Foresight Analytics employs advanced returns & holdings-based methods, combining statistical and fundamental approaches to uncover decision drivers, risk factors, and performance metrics across various asset classes.

Can clients outsource their data management and analytics to Foresight Analytics?

Yes, Foresight Analytics offers Managed Data Analytics, providing tailored solutions for clients to outsource data management, analytics, and reporting, ensuring cost-effective and hassle-free services.

How accessible are Foresight Analytics' Interactive Dashboards?

Foresight Analytics’ Interactive Dashboards are accessible through a personalized login on any desktop or mobile device, offering self-service options, drill-down features, report customization, and email alerts.

What asset classes does Foresight Analytics integrate in its Factor-Based Portfolio Construction?

Foresight Analytics integrates proprietary, public, and third-party factor data across equities, bonds, real assets, and alternatives for comprehensive portfolio construction and risk management insights.

Is Foresight Analytics compliant with regulatory requirements for Portfolio Stress Testing?

Yes, Foresight Analytics ensures compliance with APRA SPS 530 requirements for trustees in Portfolio Stress Testing, providing insights across a range of economic and market scenarios.