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Gross Exposure
--
L: --
S: --
--
Net Exposure
--
--
Positions
--
-- Long
-- Short
Avg Days to Cover
--
--
Beta-adjusted net
--
NAV
L --
S --
vs regional benchmarks
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Large (>$10B)
Mid ($2-10B)
Small (<$2B)
Days
All Days
>0.85d
>1d
>2d
>3d
>5d
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SJ
GP
TN
SB
ZY
Conviction Check
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▲ LONGS
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--
Ticker
Mkt Cap
Pos (bp)
Pos ($m)
Beta
β Pos (bp)
β Pos ($m)
SI
Crowding
Momentum
ADV ($m)
Days
▼ SHORTS
(--)
--
Ticker
Mkt Cap
Pos (bp)
Pos ($m)
Beta
β Pos (bp)
β Pos ($m)
SI
Crowding
Momentum
ADV ($m)
Days
Sizing Check
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SJ
GP
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ZY
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Export Workings
▲ LONGS
(0)
Ticker
Bucket
Vol Adj
Liquidity Adj
Range
Rec
Port
Diff
▼ SHORTS
(0)
Ticker
Bucket
Short Factor
Vol Adj
Liquidity Adj
Range
Rec
Port
Diff
Conviction Check
In Range 0
Could Add 0
Could Trim 0
Not In Portfolio 0
Pending 0
No Conviction 0
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Vol = max(daily 90d, weekly 52w) · Range = model ±20% (min ±10bp)
Liquidity Check
Selected ADV --
Missing 0
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Weekly Threshold Summary
Days vol
Median ADV % Port
Avg ADV % Port
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Stock Liquidity Check
Security
Median ADV
Avg ADV
Days to Cover
Volatility
Ticker
Name
5d
30d
6m
5d
30d
6m
6m Median ADV
6m Avg ADV
30d
90d
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Selected ADV uses the upstream selected turnover source for each ticker.