portfolio-health-check

Portfolio risk diagnosis evaluates single stock, top-five holding, and industry distribution exposures to identify concentration risks. It calculates concentration thresholds and checks asset correlations to assess the true diversification level of Chinese A-share portfolios.

Yes, stress testing evaluates portfolio resilience under historical pressure scenarios by calculating volatility, VaR/CVaR, and maximum drawdown. These risk metrics help assess how existing investment holdings perform during adverse market conditions.

Factor exposure decomposition breaks down portfolio sensitivity across market Beta, value, growth, size, momentum, and quality factors. It flags deviations from the benchmark to reveal hidden portfolio inefficiencies and abnormal risk concentrations.

Generate a structured diagnostic report by ingesting holdings data, separating assets by category, and running concentration and correlation checks. The final report outputs a health score, problem checklist, improvement suggestions, and rebalancing plans.

Yes, portfolio risk analysis ingests cash positions and benchmark data alongside holdings to evaluate allocation efficiency. It separates assets by category and marks factor exposure deviations from the designated benchmark to guide optimization.

Correlation clustering detection identifies holding groups with highly correlated price movements, revealing false diversification. Even with multiple assets, concentrated correlation patterns increase systemic risk exposure and reduce effective portfolio diversification.