Barra Real Time Analytics

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Analyzing risk at the same time as returns

Barra Real Time Analytics provides  a  convenient, easy way to access the Barra Factor Portfolios - baskets of both long and short positions that have a unit exposure to a given style or industry factor, and zero exposure to all the other factors.

Intraday_graph_650px_v4_final.jpgBy decomposing the risk and returns of your portfolios or an index in real time, you can analyze:

  • Which factors are moving the markets today
  • Whether an event is a broad market event, or limited to specific styles or industries
  • Whether it is similar to a previous event, such as a quant meltdown, or a credit crunch
  • How volatile each factor is during the trading day


Barra Real Time Analytics can be used across the investment process in a variety of real time scenarios, such as:

  • A small cap portfolio manager wants to understand how his exposure to the volatility factor is affecting his P&L at this moment
  • A proprietary trader wants to take an active tilt to the momentum factor because momentum seems to be performing well at that moment
  • A deep value manager wants to reduce the leverage exposure in a financial stocks portfolio given a market event
  • A passive manager wants to decompose the returns of the MSCI USA Index by styles or industry factors in order to gain more clarity on what is moving the markets at a specific moment

To find out more about how Barra Real Time Analytics can be used with your investment and risk management processes, please contact us.

Key Benefits

  • Analyze extensive real time risk/return decomposition
  • Communicate with a strong visualization tool
  • Understand short horizon correlations

Related Research Publications



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