PORTAX Software > Forecasts

To use PORTAX requires asset return statistics including expected income return, expected capital appreciation, turnover, management fees. short term gain, and correlations.  These are not readily available from basic before-tax total return time series.  PORTAX provides a Forecasts Wizard to assist with these statistics.


The Forecasts Wizard provides per period asset return time series for asset classes.  These are user selected by importing Asset Daily Price series. in different markets .  PORTAX converts daily prices to period returns can range from Daily to Annual.


PORTAX has two editors available to assist in setting up Asset Classes Trade Date Daily Close Prices:  Create Markets Editor and Create Asset Classes Editor.  They also include an optional Autoload feature to download Trade Date, Asset Class descriptions and Asset Class Adjusted Daily Close prices.

The asset statistics are then generated using historical time series or a factor model based on user selected factors and corresponding user selected forecasted factor returns.


An optional Extreme Data Points procedure is available to detect and adjust bad data points that occasionally occur in commercial asset time series data.


PORTAX Forecasts Wizard

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