Evaluations of the key figures
The Infront Portfolio Manager provides you with optimized evaluations for the key risk figures. Please refer to the following sections for details of the templates.
- Key risk figures portfolio
- Key risk figures for segments
- Key risk figures for securities
- Jensen regression portfolio
- Jensen regression security
- Positive elasticity (B)
- Negative elasticity (B)
Volatility profile
To prevent the key figures from being distorted by looking at start and end periods that are too short, the evaluation time is automatically set to the end of a week or month (depending on consolidation) in the evaluations of risk key figures and Jensen regression.
If the length of the last period is less than 75% of the possible length, the evaluation date is shifted into the past, otherwise the evaluation date is shifted into the future.
The start date of the evaluation is also selected so that no partial periods are evaluated. However, this is always postponed to the future. This ensures, for example, that a week-by-week evaluation over a month contains four periods and not five, as would be the case if the start and evaluation dates were treated in the same way.