RiskModels offers sophisticated U.S. equity risk models tailored for traders, hedge funds, mutual funds, registered investment advisors, and other institutional asset managers to optimize their portfolio management strategies. Built on high-quality FactSet data, our models incorporate adjustments for dividends, stock splits, and other other corporate events such as spinoffs, institutional grade risk metrics.
Our U.S. equity risk models provide comprehensive exposure and factor attribution data, enabling you to identify, measure, and mitigate risks effectively. Here's an overview of our approach:
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To assess each stock's sensitivity to movements in underlying factors—commonly referred to as beta—we run our proprietary regressions that evaluate exposures to market and other risk factors.
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Using factor exposures, we decompose risk along the following dimensions: 1. Market Risk - The portion of risk explained by the overall stock market. 2. Sector Risk - The portion of risk driven by sector-specific events. 3. Stock-Specific Risk - Unique risks not accounted for by market or sector movements.
RiskModels provides the essential data for your portfolio optimization and performance reporting needs. Begin with a free trial of our Testing package or select from one of the packages below, customized to fit the size of your U.S. equity universe:
● NVDA, AMZN, GOOG, META, NFLX, JPM, XOM, JNJ, PG, UNH
● 1 year history
● API access
● Top 500 U.S. equities
● Betas, Factor Returns, and Residual Returns
● Full API access
● 2 year history
● Top 1500 U.S equities
● 5 years of history
● Full API access
● Top 1500 U.S equities
● 10 year history
● Betas, Factor Returns, Residual Returns, Universe Mask
● Simulation capabilities
● Top 3000 U.S. equities
● 15 year history
● Betas, Factor Returns, Residual Returns, Universe Mask
● Full Simulation capabilities
● Our most comprehensive option. Ideal for professionals needing broad market coverage
Our upcoming API will allow you to seamlessly integrate daily risk metrics, including market and sector betas, directly into your internal systems for enhanced customization and flexibility.
Customize the scope of your universe to fit your portfolio needs, with daily updates to support accurate predictions and precise, timely rebalancing.
Adjust the level of aggregation in your sector factors, allowing for more detailed or broader analysis based on your preferences.
Customize your forecast horizon by extending training windows for longer-term predictions, offering more accurate risk projections over time.
Delivering sophisticated, data-driven equity risk models since 2021, RiskModels empowers finance professionals from traders to institutional asset managers with precise, actionable insights to optimize their portfolio management processes.
With over 30 years of experience in investment management, Conrad Gann founded RiskModels.net to bring hedge fund-grade risk data to a broader audience.
His mission is to make risk modeling more accessible and actionable for investment professionals,
empowering them with the tools to make better-informed portfolio decisions.
Team:
Conrad
Gann
Richard Zling
