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The EXPO/Portfolio add-in module allows you to easily chart and report a portfolio and to generate a variety of industry standard risk reports of VaR, loss/gain probability, volatility and market exposure.
Among many things, with EXPO/Portfolio you can monitor current holdings, build an asset & cash summary and easily run "what if" scenarios to backtest portfolios.
- Automatic Pricing: Use pricing from virtually any data source, including the BLOOMBERG service, Reuters, FAME, LIM, Datastream, ILX, Internet/Intranet and SQL databases.
- Point & Click Portfolio Charting & Reporting: Total Value, Market Value, Cash Position, Market Exposure, Returns and more.
- Asset & Cash Summary: number and amount of long and short positions in a portfolio, current holdings; price and market value for each asset in the portfolio, total contributions, starting, ending, highest and lowest cash positions; contributions/withdrawals by date and amount.
- Easy Risk Reporting into MS Excel and Word: generate a variety of industry standard risk reports which detail VaR, loss/gain probability, volatility and market exposure.
- Graphically Compare Portfolios to Indices and Other Instruments
- Backtest Portfolios: easily run "what if" scenarios to calculate portfolio profitability based on different inputs, securities and buy/sell decisions.
- Consolidate Portfolios: Merge portfolios to combine your desk's positions.
- Advanced Math & Statistics Functions: easily apply over 700 functions to customize your analysis.