MacroRisk Analytics
These are the most important portions of the "Analysis Overview" report. we removed the name of the particular stock being analyzed. This overview provides key statistics in graphical form at a glance. It includes a standard estimate of a CAPM alpha and beta based on the S&P index and one year of data (there are many other alternative assumptions you can use by going to the Beta+ Report [red lower arrow].) The "Economy's Influence" statistic tells what percentage of the variation in asset value is explained by the 18 economic factors used in the underlying statistical model. In addition there are direct links to a "MacroRisk Profile," [upper red arrow] which graphically shows the asset's Eta Statistic for each of the 18 factors.