The eXact Suite service, is designed and maintained by ANALYSIS in ASP (Application Service Provider) with the integration of a proprietary database with direct collection of static information and market quotes especialially focused on the investment funds as well as the bond instruments, all integrated with the main equity markets data and indices/benchmarks produced by the major distribution companies.
The eXact platform was designed and built as a scalable solution in terms of financial asset classes and related features to allow either the survey of each financial products or the production of customized reports and analysis in the area of portfolio management.
The modularity of eXact Suite is consequently able to meet the needs of the discretionary portfolio manager or multi-asset risk manager, and the distribution network within the private banking sphere or in the area of financial advisory fee-only to support MiFID Compliant relational activities with customers.
Fund screening, ranking and scoring
Fund selection for ISIN code, fund name, classification scheme, class analysis (geographical focus, equity sector, etc.), company name, fund class and type, fees. Searching for performance, volatility, sharpe etc. Searching for currency and fund benchmark. Displaying fund overview and the historical trend over a time frame chosen by the end-user. Creation of peer groups of funds, fund selection, ranking and scoring on the basis of quantitative customizable key values.
Funds analysis & Watch List
Choosing your search criteria from the fund screener, the result set can be saved in static or dynamic list of funds (watch list), allowing monitoring of families of funds resulting from the selection criteria according to management company, fund classificaiton, ranking on performance, quantiles etc.
A comparative analysis of funds also allows the possibility of a tax harmonization of the indicators for Italian-based and foreign funds and in relation with index or benchmark. Flexible association for a single fund or homogeneous groups of funds with custom benchmark.
The output report can be configured and saved by the end-user allowing to choose the risk / return key values as well as the evaluation time frame.
Comparing mutual funds, bonds, equities and indices
Analyzing and displaying two or more funds compared with equities, indices and / or sector benchmarks set by the user. Time series analysis of historical quotes and indicators through a special interactive graphical tool with the possibility of customizable design changes. Bond selection and analysis , choosing your search criteria from bond screener, the result set can be saved in static bonds list, allowing accurate analysis on the basis of yield indicators, duration, fair price, asset swap spread.
Real portfolio analysis (transactions-based)
♦ Summary report of total direct investment: credit / debit, Investment contribute / withdraw , profit / loss , weighted average of the investments and returns on a varying time frame set up by the user (MWR).
♦ Analytical overview of the direct investment of all the instruments in the portfolio allocated to asset classes, profit /loss and and each specific return contributions over the financial year or a custom time frame.
♦ Summary report of the portfolio risk key values : Daily VaR of each instrument and of the overall portfolio, Component VaR % of each instrument in the Var overall portfolio (Marginal VaR), synthetic measurement of the portfolio risk profile
♦ Portfolio history tracking according to a time weighted performance index (TWR), compared to index / benchmark customized by the end-user
Analysis of excess return compared to a benchmark , broken down by asset class according to a default pre-loaded or customized instruments classification scheme.
Model portfolio analysis ( holdings based)
♦Definition and handling of model portfolios (or benchmark) set for percentage holdings (drifting or constant proportions weight). Automatic rebalancing of weights frequencies (daily,weekly,monthly) or customized rebalancing frequency of the holdings weights directly by the portfolio manager.
♦ Comparative analysis and graphical display of performance indices of simulated portfolios versus real portfolios.
Scenario and Performance Attribution
Additional portfolio reporting module which allows to create summary reports on portfolio management, highlighting the ability for each portfolio manager’s contributions in terms of performance data, respectively, from ‘strategic asset allocation and “stocks selection” of the operator. The module also allows the possibility of sub-classification of instruments handled in portfolios based on asset class consistent and customizable, so you can attach to the relevant sub-portfolios of the respective market indices and / or aggregate benchmark. What-if analysis on individual instruments or portfolio relative to benchmark indices and sector aggregates (Relative VaR).
Asset Allocation: optimization models according to standard mean-variance models or based on scenarios of expected return obtained by an appropriate combination of expected returns to equilibrium (a priori information) and the additional views of portfolio managers in the markets following an approach of Black- Litterman. Calculation of the portfolio and the efficient frontier.
MiFid compliant Advisory
This optional module can provide an integrated solution MiFID compliant, full of necessary services to institutional and non institutional players engaged in financial advisory services as required by the directive. The main functions: customer profiling by compiling, storing and printing of the electronic questionnaire implemented by the standard client, selection of optimal investment profiles matched the profile of the customer, logging and tracking customer data, real-time assessment of adequacy based on risk profile of customers, portfolio simulation, what-if analysis, alerts handling for changes adequacy and market events, periodic reports and registration of transactions made by customers.
The cone of probability provides a visual indication of the likely range of the investment value by changing volatility and expected returns parameters.
Customer Relationship Management
This optional module allows the encoding of the customer database, management and historicizing of messaging to and from customers, the possibility of direct access by customers to the service at your own global portfolio for consultation, and integrated messaging alerts.
General browser features
eXact permits to create custom analysis reports and graphs on all available fields at the level of reporting, automatic download feature of any analysis displayed on spreadsheets directly on the user’s location, ability to upload data ( time series of prices, indices, benchmarks, customized classification scheme, etc) for the exclusive use of the Customer.
Reporting Module in PDF format
Creating either on demand or automatically portfolio report summary in pdf format, based on input settings by the end-user with customizable graphics and tabular output: