Portfolio Toolbox

Factor-based portfolio evaluation and construction tool suite

: Portfolio Builder

Construct customized factor tilting portfolio within selected universe or sector under popular weighting schemes.

: Portfolio Diagnosis

Provide major factor category scores and individual factor level scores in selected stock universe for user portfolio.

: Multi-factor Screener

Stock screening based on composite rank with custom weight or layered sorting from multiple factors within selected universe or sector.

*US stock market data only

Portfolio Builder

Build and analyze your customizable factor tilting portfolio from multiple stock universes and sectors.

Provide insights on factor loading of Quality, Value, Momentum, Growth & Low Volatility, sector exposure and portfolio return/risk statistics.

Upload holdings or manually input stock list with choices of popular weighting scheme.

Insights on factor loading analysis, sector exposure, and detailed sub-factor level statistics.

Stock pool selection based on 5 major factors, 60+ sub factors or a combination.

Stock ranking by factor scores, monthly return, annual volatility, market cap, sector and price.

Individual stock factor loading and interactive historical return chart.