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Equitorial: What price risk?

16 August 2022 |
Active ESG
Not all risk models are built alike. Here, the Global Equities team provide an overview of their proprietary MultiFRAME risk model. During periods of market stress, they argue, it can cut through the noise to provide a true picture of underlying exposures.
Federated Hermes Global Equities Newsletter, H2 2022

Fast reading:

  • Understanding underlying factor exposures is a crucial tool of portfolio management, particularly during periods of extreme volatility.
  • The Federated Hermes proprietorial MultiFRAME risk model, developed by the Global Equities team, can provide insight into approximately 400 risk factors and their impact on portfolio concentration risk.
  • Growth versus value, rising oil and commodity prices and geographical concentrations are among the risks under consideration in current markets.
Federated Hermes Global Equities Newsletter, H2 2022

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