EQUITY RESEARCH-NUMERICS ESSENTIALS

Faysal.El.Khettabi@gmail.com

Digital Analytics & Metrics:

Our Equity Research uses a multi-layered framework: Mathematical financial modeling to build an analytical assessment of a financial asset or portfolio. Data related to corporation, sector, industry and hedge fund equity portfolio construction have been integrated to provide key components driving financial asset or portfolio performance.

Numerics:

The featured numerical results used daily historical prices from a given prior date to a given posterior date. Often we use data from a quarter to make comparisons and evaluate trends.

For the number of times a stock has been included in hedge fund equity portfolios and their associated capitalization (at market close 2016-04-15), click here. This is mainly normative, it may happen that the hedge fund manager changed the portfolio's composition of the published 13F holdings before this calculation.

Result visualization uses the NVD3 data visualization library . It's an interactive browser based visualizations, just click inside the show-charts (plots) for more labels & indications.

For World Wide Currencies, the label is a currency pair, for example, USDCAD, is the performance of US dollar versus Canadian dollar. If US dollar outperforms, USDCAD is more than one otherwise USDCAD is less than one. In the show-charts, Arth_mean is positive when US dollar outperforms and negative if US dollar under-performs (versus a given currency).

US_Industries_HeatMap_Performance ;


Show Chart Examples





Publications are in preparation.
Author: Faysal.El.Khettabi@gmail.com