analyze_risk_attribution
Decompose portfolio risk into market, sector, and specific factors with correlation analysis to identify key risk drivers.
Instructions
Portfolio risk attribution analysis - decompose portfolio risk by factors including market, sector, and specific risks with correlation analysis
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbols | Yes | Array of stock symbols for attribution analysis (e.g., ['AAPL', 'MSFT', 'GOOGL']) | |
| weights | No | Portfolio weights for each symbol (must sum to 1). If not provided, equal weights are used | |
| analysis_period | No | Number of trading days for analysis (default: 252 = 1 year) | |
| use_market_data | No | Use real market data for attribution analysis | |
| attribution_factors | No | Risk attribution factors to analyze |