Portfolio Analytics

Ockham offers institutional clients its Portfolio Analytics services. Working with each client, Ockham analyzes the holdings within each portfolio via our value framework to identify potential rebalancing options. Ockham's track record for identifying over-valued securities is one of our most popular services.

Recognizing that institutional investors have access to immense amounts of data and research, our process is designed to be adaptive to each managers daily procedure. Our goal at Ockham is to perform due diligence to either strengthen or challenge current in house conclusions: these analytic tools offer insight into equities, sectors or industries exhibiting price/value anomalies.

Ockham has created the concept of "Value Stock Lifecycle" for securities. Illustration of this is most clearly and easily demonstrated in the examination of our graphic representation of each entities relative position within the x-y grid. Each quadrant within this graph has a value attached, wherein the vertical axis is price and the Ockham rating is plotted on the horizontal axis. The strongest valuations within these four quadrants are found in the bottom right quadrant. This represents where the security calibrates the highest propensity for price appreciation against historical results. Normal behavior dictates that equities will move within this realm in a counter clockwise manner from the bottom right as price appreciates. The top right region would still be considered a positive "long" position. As market forces continue any security will move left as their price/value ration becomes neutralized. As the security crosses into the top left quadrant, Ockham would issue a negative rating and might suggest a replacement item or at least recommendation that clients examine their internal exit strategies.

Bios

Portfolio Analytics