Analytics

Analytics

The Equity Screening function
EQS <GO>
  • It allows you to search for securities based on your defined criteria from a broad set of underlying data. You can identify investment ideas using on-screen wizard functionality
  • The auto complete feature will help you identify the specific field you are looking for. The more you type, the further it narrows your choices
  • Criteria may include countries, exchanges, security types, security attributes, as well as fundamentals, estimates, financial and price ratios, and technical fields
  • You can use simple operators like P/E <10, P/B <1 or complex growth and/or conditional IF statements
  • All of the matching securities will appear in the results list
  • You may download the list to an excel file for further analysis
The Portfolio and Risk Analytics function
PORT <GO> 
  • a comprehensive portfolio management solution for monitoring and managing equity and fixed income portfolios in one convenient screen
  • understand the main drivers of your portfolio risk and performance
  • type PORT <GO>, choose your portfolio and determine if your active return is caused by Allocation, Selection , Currency or Interaction effects
  • It has eight primary data tabs and twenty additional sub-tabs that track the key areas of importance for portfolio and risk management

 

INTRADAY

  • Track the intraday performance of your portfolio against benchmarks you choose using real-time data. Track intraday P&L, total return and contribution to return at portfolio, sector and security levels

 

HOLDINGS

  • Start your portfolio analysis with a basic view of current positions, weights and allocations across sector, country or any custom grouping model. Compare your portfolio’s sector weights relative to a benchmark

 

CHARACTERISTICS

  • Analyse the fundamental characteristics of your portfolio as of a specific date or as a time series trend. P/E Ratio, Dividend Yield and Earnings Growth are just a few of the available metrics you can choose to monitor

 

TRACKING ERROR

  • Analyse your portfolio’s ex-ante (predicted) risk by using one of the Bloomberg’s multi-factor risk models. Display portfolio risk statistics in absolute terms or relative to a selected benchmark. You can analyse risk contribution at the sector level

 

VAR

  • Decompose your portfolio’s ex-ante risk using Historical or Monte Carlo Value-at-Risk methods. Effectively manage your portfolio risk by understanding the portfolio’s risk profile

 

SCENARIOS

  • Evaluate your portfolio using a variety of historical stress scenarios like the Lehman Brothers collapse in 2008 or the more recent Lybian Oil Crisis in 2011. Custom scenarios aligned with your individual views can be created to more accurately measure potential portfolio performance

 

PERFORMANCE

  • View the historical 1-day return, 1-month return, and YTD return performance of your portfolio. Also analyse historical risk/return behavior with measures including standard deviation, beta and tracking error

 

ATTRIBUTION

  • Analyse outperformance or underperformance results against your benchmark by deconstructing the sources of the portfolio’s relative performance into multiple factors like Allocation Effect, Security Selection Effect and Currency Effect. You can review attribution from country or sector level down to individual holdings
Bloomberg Uploader
BBU <GO>

To upload and update your pre-defined portfolios from an excel file to the Bloomberg system

Portfolio Creating and Updating
PRTU <GO>

To create, manage and share portfolios

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