Quant Insight launches macro equity risk model on FactSet

Quant Insight’s Macro Factor Equity Risk Model is now available through FactSet’s Portfolio Analytics platform, giving investment teams daily macro risk measurements inside existing research and portfolio workflows. The integration expands global access to a model designed to show how much portfolio risk comes from macro forces like growth, rates and inflation.

Why it matters: - The integration puts macro risk measurement inside a widely used portfolio analytics workflow, which can help investors see exposures that traditional style-factor models may miss. - FactSet clients can now compare macro-driven risk with style and sector signals in the same environment they already use for research, attribution and holdings analysis. - The move extends Quant Insight’s macro analytics to a global client base through FactSet’s distribution network.

What happened: - Quant Insight and FactSet announced an integration that makes Quant Insight’s Macro Factor Equity Risk Model, or MFERM, available through FactSet’s Portfolio Analytics platform. - The model is now accessible to FactSet clients and is available for use in daily portfolio analysis. - The integration is designed to embed macro risk measurement directly into existing investment workflows.

The details: - MFERM measures exposure to macro drivers including growth, rates, credit, inflation, FX, commodities and risk aversion. - The model starts with observed macro factor returns and estimates each security’s exposure to those factors. - Its main output, Macro Share of Risk, shows how much forecast risk in a stock, sector or portfolio comes from the macro environment versus entity-specific factors. - Quant Insight positions MFERM as a complement to traditional style and industry factor models, not a replacement. - The model covers more than 16,000 instruments globally, including single-name equities, ETFs, sector indices and broad benchmarks across the US, Europe and APAC. - Exposures and risk forecasts are updated daily. - Data comes from leading providers and exchanges, along with Quant Insight proprietary series such as daily GDP Nowcasts. - FactSet clients can access MFERM outputs inside the FactSet environment. - Direct integration is also available through API feeds, interactive interfaces and daily data delivery. - Custom reporting is available for risk committees.

Between the lines: - The integration reflects a growing demand for tools that connect bottom-up stock selection with broader macro conditions. - MFERM is aimed at helping investors separate company-specific risk from market-wide forces that can dominate returns. - FactSet gains a differentiated analytics layer that may deepen the role of its platform in multi-asset portfolio oversight. - Quant Insight gains a larger route to market by placing its macro analytics inside a mainstream investment workflow.

What’s next: - MFERM is available to FactSet clients now. - Clients interested in sample analysis on a live portfolio can contact their FactSet representative. - Quant Insight will continue offering access through API feeds, interactive interfaces and daily delivery for users outside the FactSet workflow.

The bottom line: - The partnership makes macro risk analysis more accessible to mainstream investors and brings a niche analytics model into a standard portfolio platform.