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 |
---|---|
Egl Prf Risk 3 Year Rolling CAPM | PERF_TOTAL_RISK |
Options
Available options appear in the following table.
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 |
---|---|---|---|
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.