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Company Data

Northfield Products

An overview of Northfield Products 

Founded in 1985, Northfield is a market leader in developing open, analytical models to identify, measure and control risk for the investment management industry. These risk models cover most marketable securities traded worldwide. Based upon sound investment theory, Northfield’s products and services have stood the test of time from users within the global institutional investment community. The risk models are broken down by geography – global, regional, or country, and applied by users of the Northfield Open Optimization analytical system. Northfield's Both analytical tools and risk models are completely transparent which allows clients access to all factor data and underlying assumptions.

Northfield's risk models embody the same core factor structure across asset classes and securities markets, allowing risk to be rolled up from single country to firm-wide exposure – thus, making “risk bets” transparent and comparable.

Key Facts 

  • Geographical coverage
  • History
    From 1990
  • Data format
  • Delivery mechanism
    Deployed/Onsite Servers
  • Data frequency

Features & Benefits

What you get with Northfield Products 

  • Many choices to fit investor’s preferences - NIS series for robustness; XRD series for maximum factor decomposition.
  • Parsimonious - stable observable interrelationships; fluid regime shifts; actionable information.
  • Calibrated by outside variables - risk systems that read; option implied volatility; intra-period high/lows; market cross-sectional dispersion; VIX.
  • Continuously variable time horizons - blending short term and standard data for any forward period up to one year; factor-based simulations with explicit event overlays for longer horizons.
  • Blind factors for residuals - insurance that all systematic effects have been captured; picking up transitory systematic effects.
  • Northfield open optimizer - enables the creation of a portfolio that delivers more return for each level of risk and reflects your preferences and beliefs. Integrate with all Northfield risk models and any 3rd party or internally developed models. Analyze a portfolio’s factor “bets” and see recommended buys and sells. Incorporate transaction costs, taxes and a wide range of user-defined and regulatory constraints like the UCITS 5/10/40 rule.
  • Northfield NIS risk models - updated monthly, cross-sectional equity model; US fundamental, hybrid time series equity models; US macroeconomic, single country and regional, global, multi-asset class hybrid time series model; Everything Everywhere (EE) coverage includes all publicly traded securities plus derivatives, private equities, hedge funds and real estate; REIT models include US REIT and global FTSE EPRA/NAREIT.
  • Northfield XRD equity risk models - updated weekly using four-week return observations, double hybrid methodology (combines cross sectional and time series) plus statistical factors. Coverage includes Global, US, Europe, Japan, Asia exc. Japan, Latin America, natural resources, global emerging, global developed.

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