analyze_factors
Assess portfolio factor exposures including market beta, asset-class contributions, regional/sector breakdown, duration, dividend yield, and currency risk to uncover diversification gaps and inform rebalancing decisions.
Instructions
Factor exposure analysis: portfolio market beta, asset-class contributions, region/sector breakdown, interest-rate sensitivity (duration), dividend yield, currency exposure. Payment: $0.02 USDC on Tempo chain.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| holdings | Yes | ||
| profile | No | Risk profile — affects rebalance targets and scoring. Default: balanced. | |
| benchmarkReturn | No | Annual benchmark return for Sharpe calculation, e.g. 0.08 = 8%. Default: 0.08. | |
| riskFreeRate | No | Annual risk-free rate for Sortino and VaR excess return, e.g. 0.05 = 5%. Default: 0.05. | |
| rebalanceMethod | No | Portfolio construction method for rebalance recommendations. Default: profile. | |
| marketIndicators | No | Optional macro indicators — improves market regime detection confidence to HIGH when 3+ provided. |