Scott Harris, CFA, Head of StatPro Revolution Development looks at the various components of stock-level attribution that help investors to calculate excess return including
- The security relative contribution approach
- The Brinson attribution approach
- Going off benchmark, dodging bullets or missing opportunities
Download this white paper
More about stock-level attribution
Carl Bacon, CIPM, explains stock-level attribution, its use for “bottom-up” stock pickers and how it is valuable to stakeholders in the investment decision process.
Carl Bacon, CIPM – provides a detailed overview of stock-level attribution within StatPro Revolution in this video
StatPro Revolution provides advanced equity attribution following the standard Brinson methodology. It breaks down a portfolio’s performance into allocation, selection and optionally, interaction. Attribution models offered include:
- Top Down Attribution
- Bottom Up Attribution (Stock-Level Attribution)
- Multi-currency attribution
Find out more about StatPro’s incredible expertise in portfolio analytics and reporting.