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Long-Short Portfolio Analytics
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Long-Short Portfolio Analytics
Author: David Asermely, BNY Mellon
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The purpose of this paper is to highlight the best practices in aggregating and analyzing performance analytics for enhanced active equity (e.g. 120/20, 130/30, etc.) and market-nuetral portfolios. Performance analytics is defined in the paper as fundamental and quantitative characterstics (PE ratios, Book Value, etc.) and portfolio allocation statistics (sector and capitalization allocations) used to determine the structure and critical style characterstics of a portfolio or composite of portfolios.
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