Advanced risk-adjusted equity portfolio construction tool, powered by Barra risk models.
As an institutional equity investor, quantitative or fundamental manager, you know the importance of a consistent portfolio construction process. From your alpha generation to the implementation of your strategy, whether long-only, 130/30 or "long-short", you want your risk allocation for your funds to reflect your equity forecasts.
The Barra Aegis System is an integrated suite of equity investment analytics modules, specifically designed to help you actively manage your equity risk against your expected returns. It also enables you to construct optimized portfolios.
Network-deployed or installed locally on your laptop, the Barra Aegis System can help you to:
| Build, test and refine your own expected returns - Using the Alphabuilder analytics module along with Barra-supplied data - asset descriptors, factor exposures and returns for US, UK, Japan equity universes - you can build, test and refine your own expected returns over time. | |
| Construct consistent, risk-adjusted domestic and international equity portfolios - Using Barra's industry-leading factor-based risk analysis framework in the Aegis System, you can conduct advanced, risk-adjusted portfolio construction, including optimization. | |
| Analyze the performance of your equity funds - Using Aegis's factor-based performance attribution module, you can slice realized returns along sectors, styles, currencies, and regions and identify your stock selection skill (Alpha). | |
| Back-test your most data-intensive "long-short" equity strategies - Using Aegis's advanced automation tools, you can, in a scalable way, compare your different portfolio variations to their benchmarks over time. |
To find out more about how the Barra Aegis System can be used within your equity investment process, please contact us.
