What is SENSIS®?

SENSIS Anwendungsgebiete
SENSIS® is universe of facts and figures distilled from a virtually unlimited data horizon of asset and portfolio data.

With the SENSIS®-model you can easily identify all relevant risk measures and performance contributions of all types of traded or non liquid investments – either in the context of a specific selection of markets, indices, factors or any kind of portfolios.

The SENSIS®-universe covers historical interactions of markets and securities of all asset classes and instrument types, no matter if stocks, bonds, funds or certificates. The SENSIS®-based figures and calculations engines provide a realistic foundation and time savings when you

  • validate investment decisions
  • optimise portfolios
  • analyse transaction costs
  • build scenarios to justify ependiture for overlay and hedging transactions

The efficiency of the model corresponds to highly professional and complex risk management systems – at a fraction of the installation and maintenance costs.

Our focus

The SENSIS® model is used in:

  • Markets: intelligent compression of public available data to meaningful indicators as qualified input for instrument comparisons and investment decision
  • Portfolios: individual asset and portfolio characteristics and categories, based on robust calculated correlations, sensitivities and scenarios
  • Processes: optimization of individual decision-making or investment controlling workflows with ongoing evaluations and custom signal setsThe SENSIS®-model ensures consistent support for the entire investment process – at both strategic as well as tactical level.

Individual characteristics

  • The SENSIS® model was inventedat Deutsche Börse AG
  • Quanvest licensed the model, took over the development and maintenance; as well as the tailoring to customer needs
  • Illiquid securities are either substituted by investments that have comparable properties or their market behavoour is covered by individual models
  • Risk and return characteristics of new issues are correctly determined
  • Long-term expected returns can get customized
  • Security price and master data is made available through Quanvest
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