Stock-level attribution

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
  • Compounding

 

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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.

stock level attribution white paper statpro

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