AS Asset Market and Macro Model (ASAMM) is a comprehensive suite of asset allocation and macro models that supports our advisory work, and powers client tools via the Allocation Portal.

The ASAMM suite contains models and tools covering all aspects of asset allocation and macro investing. The suite contains market- and stock-level present value models, option-based risk models, and macro-based risk factor models.

We use a unified modelling approach that ensures consistency across all our services. This ensures that key asset allocation inputs such as expected returns are estimated in a consistent way for any asset class, market, or company.

A key tool within the ASAMM suite is our proprietary simulation-based model of the global economy and asset markets. The model can generate macro and asset return distributions at horizons ranging from 1 month to several decades, which are used to explore alternative asset allocation approaches for clients. The model integrates asset prices and macroeconomic dynamics, ensuring consistency whether allocating across major asset classes or investing in alternatives or single-name stocks.