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Waters Rankings 2022: Best performance measurement and attribution system provider—S&P Global Market Intelligence

    • WatersTechnology Staff

Overview

S&P Global’s Portfolio Analytics allows financial institutions to analyze the characteristics of their portfolios at an aggregated level. It enables investment managers to attribute how historical top-down allocation or bottom-up selection decisions impacted their portfolio’s relative performances vs. benchmarks. S&P Global’s services help anticipate and quantify markets, liquidity and environmental and reputational portfolio-based risks. Non-financial institutions also leverage the firm’s solution to conduct similar types of risk analysis, comparing themselves to their peers. 

“We pride ourselves on delivering an intuitive user interface that provides ad-hoc and pre-scheduled in-depth analysis that combines traditional robust datasets, proprietary risk and Alpha Factor Library models, and our growing ESG and climate content. This combination powers attribution analysis alongside critical benchmarking of ESG scores, carbon footprinting and peer analysis of industry-specific obligations associated with addressing regulations or physical risks.”

The Solution 

S&P Global’s Portfolio Analytics conducts performance and risk analysis on a historical or intra-day basis. It leverages traditional data, such as S&P Capital IQ Fundamentals and Estimates, alongside differentiated alternative data, particularly ESG and climate risk data, providing unique and differentiated portfolio analytical capabilities. Additionally, the firm’s solution can ingest client portfolios ad-hoc or directly from their custodian systems, which can then be compared to an array of index benchmarks. 

Secret Sauce 

Embedding S&P Global Portfolio Analytics within the firm’s desktop applications enables research and development of portfolios and investment strategies with seamless attribution and analytics. The platform offers a library of charts, table widgets, report building and visualizations through an adaptable user interface, combined with user-defined custom functions. S&P Global also enables clients to leverage its ESG and climate data within their portfolio analysis for a differentiated output and experience. 

Recent Milestones 

In the last 12 months, S&P Global has responded to market demand by integrating its ESG and climate content within its Portfolio Analytics solution. It has expanded climate analytics reporting on company physical risk and Paris alignment and has enhanced its linking logic from equity and fixed-income securities to their parent or ultimate parent, enabling a holistic view of portfolio holdings and benchmarking capabilities. 

Future Objectives

A key piece of the firm’s future roadmap is establishing an aggregation standard around ESG reporting in its Portfolio Analytics solution. The recent merger of S&P Global and IHS Markit allows additional content to be integrated into Portfolio Analytics, specifically in the fixed-income and exchange-traded fund (ETF) space, providing a greater integrated and differentiated user experience. In addition, S&P Global will continue to enhance analytical performance to enable the growing universe of funds for benchmarking purposes. 

 

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