Understandable Artificial Intelligence
Overview
©2018 Economic Data Sciences
Risk analysis is one of the core value proposition of EDS software
- We provide rigorous analysis of factor exposures and geographical risk assessment
- Using EDS preference based approach, clients can focus on reducing certain risks or increasing exposure to others
Expected Alpha vs Active Risk
©2018 Economic Data Sciences
We use a very high bar when estimating forward-looking alpha expectations. These forecasts represent excess return over a benchmark and over factor driven return. Why do we do this? In essence, factor driven return can be harvested elsewhere, hence we use this strict definition
Funds names shorthand is on the following slide
*Data from EDS, Oppenheimer, & Bloomberg, courtesy of London Business School
Fund Names Shorthand
©2018 Economic Data Sciences
- LCV - U.S. Large Cap Equity Value
- LCG - U.S. Large Cap Equity Growth
- MCV - U.S. Mid Cap Equity Value
- MCG - U.S. Mid Cap Equity Growth
- Small Cap - U.S. Small Cap Equity
- Global - Global Equities
- International DM - Developed Markets Equities
- International EM - Emerging Markets Equities
Risks Breakdown
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Risks by Type
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Risks Breakdown - Type
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Risks Breakdown - Geography
Disclaimers
©2018 Economic Data Sciences
Get In Touch
©2018 Economic Data Sciences
info@EconomicDataSciences.com
info@EconomicDataSciences.com