Investment Metrics launches factor-based change analysis tool

Investment Metrics, a provider of investment analytics, reporting and data, has launched DeltaZoom to help institutional investors, advisors and asset managers better understand style factor changes within portfolios. 

DeltaZoom is a new module within Portfolio Analyzer, a factor analysis platform, that brings efficiency and accuracy in analysing and identifying the causes of portfolio factor exposure changes.

Asset managers can use DeltaZoom to give their investors real insights into how they manage their portfolio and clearly explain why a factor exposure has changed. The tool also enables asset owners and consultants to save time by instantly isolating and understanding the changes that matter the most to them across factors. Over ten early-adopter clients currently use DeltaZoom to quickly investigate how market movements, trading decisions and factor changes impact their portfolios.

“HSBC Global Asset Management routinely needed to understand why manager exposures changed as part of the investment review process and DeltaZoom allows us to do this quickly and with granularity that allows us to get the heart of a change,” says Tobias Goetzinger, Global Head of Portfolio Analytics from HSBC Global Asset Management.

“With demands for transparency growing across the industry, it’s critical that asset managers, consultants and asset owners can analyse portfolios and gain insights as efficiently as possible,” says Brent Burns, CEO of Investment Metrics. “In the past, teams could take weeks to complete this type of analysis manually. DeltaZoom transforms this process into seconds, showing instantaneously what causes a portfolio to take on a new factor exposure. Our commitment to continued innovation of the Style Analytics platform enables us to offer the institutional investment community this groundbreaking tool that is leading the industry in portfolio and factor analysis.”

Investment Metrics’ style factor analysis products are designed to help institutional investors and asset managers determine which factor exposures impact portfolio risk and performance, including ESG. With the addition of DeltaZoom, institutional investors, advisors and managers can now better analyse markets and portfolios with unprecedented insights in seconds.