adequately measure real estate investment trust (“REIT”) portfolio risk
ANALYTICS FOR INVESTORS IN BOTH DOMESTIC AND INTERNATIONAL REITs Who We ServeOur ServicesJantz Analytics
Jantz Analytics provides unique, highly sophisticated tools focused on publicly traded domestic and international REITs for pension funds and their advisors, hedge funds, sovereign wealth funds, life insurance companies, and banks.
Our Services
Who We Are
What We Do
Forecasting Models
The JA-modeling of domestic and international REIT prices is based on multivariate econometric time-series models, capturing the following “stylized facts” observed in empirical studies
Horse Race for Portfolio Allocation
JA-dynamic forecast with 10,000 one-step ahead scenarios allows forming optimal portfolios with a variety of risk measures and performance ratios.
Back-testing Results
The back-testing results are based on the suggested procedures outlined in A Review of Backtesting and Backtesting Procedures by Sean D. Campbell, Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C.
Risk & Performance Measures
JA employs a variety of risk measures and performance ratios to assess the risk-return characteristics of the REIT optimal portfolios.
300+
Years of Related Investment Experience
Strengths of the JA Platform
Cutting edge & systematically unique, and modeled using REIT market data going back 20 years
Based on state-of-the-science technology designed by highly respected and successful mathematical and analytical professionals
Enhanced by deep market knowledge and experience in commercial and residential real estate totaling over 80 years by senior management of Jantz
Jantz Analytics
Dallas Office
[email protected]
P: (972) 725-7728
3811 Turtle Creek Blvd.
Suite 980
Dallas, Texas 75219
Plano Office
[email protected]
P: (972) 725-7724
1100 Mira Vista Blvd.
Suite 300
Plano, TX 75093