Equity Factor Analysis
After an extended beta rally, understanding portfolio exposures—intended and unintended—is critical to success moving forward.
We provide a detailed equity portfolio diagnostic, using a proprietary multifactor regression analysis and a holdings-based historical analysis.
By analyzing historical performance and holdings, we can identify unintended exposures to equity factors, show how your portfolio may respond to various market shocks, and provide details on holdings that overlap across your funds. We identify opportunities that align with your view of the economic environment.
We also do a deep dive into other characteristics that have been driving returns or might impact after-tax returns in the future. These include potential capital gains exposure in underlying mutual funds.
Contact an AB Specialist at (800) 247-4154 to do a deep dive into your equity portfolios