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 in different international markets .  The period returns can range from Daily to Annual.  These return series are pre-set up with appreciation, yield, turnover, management fees and short term gain.  The wizard also provides for importing user-selected times series from other data sources.

The Asset Classes for each international market are 100 pre-selected indices, ETFs and individual large cap securities. Currently, the following 30 international markets are available:
 
Argentina (ARG)     Hong Kong (HKG)     Singapore (SGP)
Australia (AUS)       India (IND)                South Africa (ZAF)
Austria (AUT)          Indonesia (IDN)        South Korea (KOR)
Brazil (BRA)            Israel (ISR)                Spain (ESP)
Canada (CAN)         Italy (ITA)                   Sweden (SWE)
China (CHN)           Japan (JPN)               Switzerland (CHE)
Denmark (DNK)     Mexico (MEX)            Taiwan (TWN)
EuroNext (EUR)      Netherlands (NLD)   Turkey (TUR)
Finland (FIN)          Norway (NOR)           United Kingdom (GBR)
Germany (DEU)      Russia (RUS)             United States (USA)

 

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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