Statmetrics

Statmetrics is an all-in-one solution for portfolio analytics and investment research. Gain more confidence in your investment decisions and streamline the investment process with a comprehensive suite of analytical tools. Statmetrics allows you to access global market data and news, monitor and screen markets, perform charting and technical analysis, construct and backtest multiple multi-asset portfolios, apply portfolio risk-return optimization strategies, analyze the fundamental and quantitative characteristics of your portfolio or potential investments.

GLOBAL MARKETS & FINANCIAL NEWS

• Pre-defined markets overview, market screener and personalized watchlists
• Financial news coverage for multiple regions and languages
• Integrated RSS-Reader and feed subscription by the user
• Search for news headlines and Google Trends statistics
• Calendar for economic events and company earnings reports
• Notepad for storing ideas

CHARTING & TECHNICAL ANALYSIS

• Interactive high-performance charting and broad range of drawing tools
• Large set of commonly used technical indicators
• Templates for intraday and historical charts

PORTFOLIO & INVESTMENT ANALYTICS

• Support for multi-currency and long-short portfolios
• Backtesting and quantitative performance and risk analysis of portfolio or single assets
• Fundamental analysis of portfolio or single assets and visualization of key financial ratios
• Measuring performance vs. benchmark and calculation of investment risk indicators
• Analysis of stress events, drawdowns and measuring of Value-at-Risk
• Evaluation of sector allocation, correlations and portfolio risk decomposition
• Visualization of rolling Sharpe Ratio, Volatility, Alpha, Beta and Value at Risk
• Visualization of security characteristic line and return distribution
• Visualization of portfolio components and efficient frontier
• Group statistics for watchlist and portfolio components
• Predefined mean-variance portfolio optimization strategies