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RiskModels / Stocks / CWAN

CWAN (CWAN)

Daily ERM3 factor decomposition: how much of CWAN's variance is explained by the market, its sector, and its subsector — and the ETF notionals that would neutralize each layer.

Price
—
Market cap
—
23-day vol
—
Sector proxy
XLK
Subsector proxy
IGV

Risk DNA

Variance decomposition across market, sector, subsector, and stock-specific layers.

Market 0.0%Sector 0.0%Subsector 0.0%Stock-specific 100.0%

ETF hedge ratios

Dollars of ETF to short per $1 of CWAN held — executable hedge weights, not regression betas. L1 hedges market only; L3 adds sector and subsector layers.

LevelMarket (SPY)Sector (XLK)Subsector (IGV)Explained risk
L1————
L2————
L3————

Data as of July 15, 2026. Updated daily from the ERM3 pipeline.

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