Solutions > Portfolio Managers

Portfolio Managers

Portfolio Managers utilize the Zacks Research System (ZRS) to facilitate the sector allocation and security selection process. Any number of ‘pre-trade’ analytical routines can be easily executed through user defined workflows including bottom-up company analysis, top-down sector/industry analysis, economic analysis, valuation modeling, screening, scoring, reporting and more. ‘Post-trade’ portfolio monitoring capabilities include performance measurement, performance attribution, portfolio risk metrics and portfolio characteristics reporting.

Company Analysis

Graphics based analytical views illustrate even the most advanced equity valuation concepts with ease. Choose from predefined fundamental and equity valuation views or create any number of user defined views and workflow routines from the Zacks Investment Research database of clean and consistently stated fundamental, estimate, pricing and economic data. Analyze financial and non-financial metrics against segment and geographic detail. Company news, event calendars, event transcripts as well as entitlements to research and broker models from over 160+ sell side firms including Zacks independent research further enhance and simplify the equity selection experience.

Sector/Industry Analysis

Equal and Market weighted composite aggregates of S&P and Russell core indices, style indices and sector classifications provide ZRS users the opportunity to observe both historical and forward looking valuation and fundamental characteristics for some of the most commonly followed benchmarks. Create user defined composite aggregates with up to seven different weighting schemes for use as a ‘single entity’ or as a peer group for relative analysis or drill into composite aggregate membership for quick bottom-up analysis routines.

Economic Analysis

Incorporate economic indicators into any company fundamental or valuation routine through 1-4 panel graphical views. Further analyze economic lead/lag relationships and regression statistics with user defined multi-series, dual scale Interactive Charting capabilities. Key economic item forecasts and the ability to transform underlying time series data to ‘% change’ provide a robust analytical experience.

Valuation Modeling

The Zacks Valuation Model represents a “framework for equity pricing analysis” for the users of the Zacks Research System (ZRS) to quickly distill down to key macroeconomic and company specific valuation elements influencing equity pricing. Quantify valuation model output in the form of Model P/E, Model Price and Model Return utilizing any combination of forecast earnings, forecast earnings growth rates, Equity Risk Premium assumptions, Risk Free Rate assumptions or company specific risk factors.

Valuation Maps

Valuation Mapping is a ZRS Consulting Service that provides a quantitative framework for gauging the effectiveness of relative valuation metrics to predict relative returns within an industry. Portfolio Managers can answer such questions as "can you predict P/E if you know the value of expected EPS growth, expected ROE, and the future values of key financial ratios?" One can convert their own prediction of future company ratios into an accurate forecast P/E to make better relative buy/sell decisions. Even if one has little confidence in their financial ratio and P/E forecasts, Valuation Maps also measure which if any current relative valuation metrics such as P/E, P/B, P/S, P/CF, EV/EB, and PEG can be used to predict future relative returns within the industry.

Screening, Scoring and Reporting

Screen, score and report across a multitude of Zacks Investment Research databases or create a custom database with custom user data. Screen historical universe membership and metrics utilizing the backtest database or chose from thousands of current point-in-time data items. Link screening data items together with and/or logic or create any number of custom variables with logical, arithmetic and quantitative operators. Setup custom reports on screen and rank output or assign membership to a peer group or composite for further use inside ZRS.

Portfolio Monitoring

Relax and let our Portfolio Integration team handle the importation of portfolio accounting system data into ZRS. Automate batch creation of portfolio accounting system portfolios into ZRS composite aggregates. Create presentation quality portfolio reports including performance contribution, performance attribution, sector allocation, relative sector allocation, custom tabular reporting with risk metrics and more.