← Back to Help Center
Factor attribution
Risk and scenario shocks
Estimate how factor moves could affect your portfolio.
Scenario shocks apply a hypothetical move to market, sector, or style factors and estimate portfolio impact.
These are model-based estimates, not predictions. They are most useful for comparing exposures before and after a rebalance.
Large scenario losses usually point to concentration in one factor, one sector, or one position.
Related articles
Still researching this topic? These guides are usually helpful next.
Need more detail?
Tell us what to prioritize and we'll expand this article or add examples/screenshots.