Investment Portfolio Management Assignment
rockshan1997
6EquityPortfolioAnalysis.pptxBAFI1042 - Dealing Session
“Active Equity Portfolio Analysis”
Source: Eikon online
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Logging into Eikon
Please access Eikon online through this web link
https://eikon.thomsonreuters.com/index.html
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Logging into Eikon
Click here to sign in
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Logging into Eikon
Then enter Username and Password which is given to your group
Please tick on this option so you don’t need to retype the user ID and password every time
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Analytics Tab
ANALYTICS
empowers you to gain deeper insight into
your portfolios by providing the tools to understand the structure of your portfolios, analyse your positions and explain the drivers of historical performance and potential sources of future risk.
ANALYTICS is organized into a series of tabs which provide you with portfolio analytical options based on different areas of portfolio analysis. It allows you to conduct portfolio analysis on your positions.
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Analytics Tab
Each tab in ANALYTICS contain a series of sub-tabs which enable you to conduct deeper portfolio and risk analysis such as examining top and bottom contributors to your portfolio, summarizing portfolio and benchmark characteristics, viewing historical trend analysis of total active risk, analysis of intraday and over historical timeframes for your portfolio holdings, characteristics, and attributions.
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Analytics Tab
The following tabs and sub-tabs that you will be primarily used for the portfolio management & analysis session.
| Information | Eikon Location |
| Total and Active Return | Balanced Summary – Contribution |
| Contribution to Return | Equity Summary – Performance/Contribution |
| Contribution to Portfolio Weight | Equity Summary – Allocation |
| Allocation and Selection Effects | Brinson Single Currency |
| Contribution to Total Risk | Ex-ante Multi-factor Risk – Portfolio Summary |
| Contribution to Active Risk | Ex-ante Multi-factor Risk – Active Summary |
| Performance Ratios (Sharpe, Treynor) | Return Statistics |
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Select your Portfolio
Select the Benchmark
Select the “TRBC Economic Sector” and other setting like in the picture
Select the timeframe to run the performance analysis ie. the day you created the portfolio till today
Click ‘Update’ at the end
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Analytics tab in Eikon
Click on ANALYTICS tab
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Equity Summary
Click on ‘Global’, ‘Summary’ tab and then select EQUITY SUMMARY
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Equity Summary
Click on ALLOCATION, PERFORMANCE/ CONTRIBUTION,
ATTRIBUTION to see portfolio return characteristics
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Balance Summary
Click on ‘Global’, Summary’ tab and then select BALANCE SUMMARY
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Balance Summary
Click on OVERVIEW, ASSET ALLOCATION, CONTRIBUTION to
see portfolio key stats, top/bottom weight, top/bottom portfolio return contributor
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Brinson Single Currency
Click on ‘Global’, ‘Attribution’ tab and then select BRINSON SINGLE CURRENCY
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Brinson Single Currency
Click on OVERVIEW, ALLOCATION EFFECT, SELECTION EFFECT
to see portfolio attribution analysis (allocation, selection and active return)
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Return Statistics
Click on ‘Global’, ‘Performance- Contribution’ tab and then select RETURN STATISTICS
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Return Statistics
Click on OVERVIEW to see portfolio risk adjusted returns (Treynor, Sharpe, Information Ratio) and realised risk
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Tracking Error & Sources of Risk
Click on ‘Global’, ‘Risk’ tab and then select EX-ANTE MULTI FACTOR RISK
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Tracking Error & Sources of Risk
Click on PORTFOLIO SUMMARY to see portfolio forecast risk summary (total risk & tracking error), top/bottom risk contribution.
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Tracking Error & Sources of Risk
Click on ACTIVE SUMMARY to see portfolio top/bottom active risk contribution; source of risk
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Please Note:
Time frame for both portfolios should be
Portfolio Creation Dates
Passive - Start Date: September 28, 2020,Monday
Active - Start Date: October 12, 2020,Monday
Benchmark Portfolio - BAFI 1042 2020
Portfolio Analysis period for both portfolios
Start Date: October 12, 2020
End Date: October 23, 2020
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