How It Works
Kingfisher Risk Metrics provides a structured view of portfolio risk by combining volatility analysis, stress testing, and factor exposure decomposition.
1. Input Portfolio
Enter tickers and shares as comma-separated inputs. You can also load and modify saved portfolios.
2. Analyze Risk
- Historical Volatility: Based on realized returns
- Expected Volatility: Derived from options markets
- Blended Volatility: User-defined mix of historical and forward-looking inputs
3. Correlation & Covariance
Color-coded matrices show how assets move relative to each other and where concentration risk may exist.
4. Scenario Analysis
Apply shocks to volatility and correlation to understand how portfolio risk changes under stress conditions.
5. Factor Exposure Analysis
Decompose portfolio risk into key drivers:
- Market: Equity sensitivity
- Rates: Interest rate exposure
- Credit: Corporate bond risk
- Inflation: Sensitivity to inflation-related market moves
- Volatility: Sensitivity to market stress
- Growth / Value: Style tilt
How to Use the Output
- Identify concentration risk
- Evaluate diversification quality
- Understand macro exposure
- Compare portfolio structures
- Test stress scenarios
Kingfisher Risk Metrics provides analytical tools and does not constitute investment advice.