Morningstar CPMS
Equity Strategy Design
Equity Strategy Backtesting
Performance Analysis
Equity Information and Estimates
Realistic. Accurate. Verified.
Morningstar® CPMS™ allows institutional money managers and licensed advisors to backtest and validate the custom equity strategies they design using comprehensive Canadian stock data back to 1985 and U.S. stock data back to 1994. Our data is survivorship-bias-free, so it represents the exact conditions in the market at that time. Morningstar CPMS applies this data to generate what-if scenarios of how an equity strategy might perform under past market and economic scenarios, testing whether it’s sound and ready to withstand specific risks.
What you can do:
Test equity strategies under various conditions
Run realistic what-if scenarios on equity strategies
Analyze stocks, equity portfolios, or the market at different points in time
Export results to Microsoft® Excel® and other systems
Morningstar CPMS makes it possible not only to build custom equity strategies, but to test their performance through different market scenarios and economic cycles. The high-quality historical stock data that powers Morningstar CPMS presents a realistic view of how an equity strategy would have performed in past years. Our survivorship-bias-free data recreates exact market conditions and does not include re-stated results. Users can study any time period as far back as December 1985, analyzing the fundamental or technical characteristics of a stock, portfolio, or the market. They can easily export backtest results to spreadsheets or other standard data files for further analysis, making it possible to explore the underlying data for a portfolio or a stock.
Screen equity portfolios for potential risks
Identify high-impact variables
Assign degrees of importance to specific variables
Compare the past performance of multiple equity strategies
Users can isolate specific variables, such as earnings surprises, earnings revisions, and quarterly earnings momentum, then test their effects on equity strategies. This allows investment professionals to adjust their portfolios in anticipation of certain market conditions and to prepare for possible risks. Morningstar CPMS allows users to backtest several equity strategies to simultaneously determine which strategies might perform better under similar economic circumstances.
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