Committee inputs
Regime, cycle and policy-path reads built on release-dated data.
- MRMacro Regime
- RFRate Forecast
- EIEconomic Indicators
For Asset Managers
Point-in-time macro and benchmark-relative risk for allocation decisions.
Allocation committees need inputs that would have been known at the time, and portfolio teams need to see risk relative to the benchmark they are measured against. ZinsCapital provides both, with the method behind every number one click away.
The problem
What gets in the way today.
- Committee papers mix revised data with what was known at the time.
- Tracking error is reported as one number, without what drives it.
- Sector and style tilts are argued from narrative rather than measured.
How the platform is used
Where asset managers use it.
Active risk
Contribution to tracking error by factor group and by security, and return attribution against the benchmark.
- PORTPortfolio & Risk Analytics
Tilts
Sector rotation and relative strength, measured across regimes.
- SECTSector Rotation
- RRGRel. Rotation Graph
Security work
Filings-based fundamentals and an editable valuation for the names behind a tilt.
- DESStock Overview
- VALStock Valuation
Relevant pillars
Where to look first.
What changes
What your team gets.
- Committee papers built on data exactly as it was known at the time.
- Tracking error explained by factor and by security, ready for the committee.
- Sector and style tilts measured, not argued from narrative.
Request a demo
See it on your own questions.
A demo is a working session in the platform on a question you bring: a release, a company, a position or a portfolio. We reply within two business days.