Risk – Rolling 3 Year CAPM Analysis Report

For an account, the Rolling Three Year CAPM Analysis report highlights changes over a 12 month period to key rolling three year Capital Asset Pricing Model (CAPM) statistics (Alpha, Beta, and Correlation). Both a tabular and line graph representation of the data is displayed.

Advanced Report Profile

Advanced Report Profile

Data Mart Detail Model

Advanced Report Profile

Data Mart Detail Model

Egl Prf Risk 3 Year Rolling CAPM

PERF_TOTAL_RISK

Options

Available options appear in the following table.

Option

Description

Option

Description

Eagle Report Title

Controls the title of the report.

Eagle Table Name

Controls the name of Data Mart group model to query.

Eagle Columns

Identifies the Data Mart columns containing the risk statistics. Comma separated list.

Eagle Column Descriptions

Specifies the column descriptions displayed in the report. Comma separated list.

Data Used by Report

The following table shows data used by the report.

Report Element

Data Mart Table

Data Mart Column

Underlying Field Attribute

Report Element

Data Mart Table

Data Mart Column

Underlying Field Attribute

Three Year Alpha

PERF_TOTAL_RISK

Y3_ALPHA_RETURN

eglPrk-M-Y03AlphaGrossReturn

Three Year Beta

PERF_TOTAL_RISK

Y3_BETA_RETURN

eglPrk-M-Y03BetaGrossReturn

Three Year Correlation

PERF_TOTAL_RISK

Y3_CORRELATION_RETURN

eglPrk-M-Y03CorrelGrossRet

Report DLL

Report DLL

The report DLL is named Rolling3YAnalysis.dll.