adequately measure real estate investment trust (“REIT”) portfolio risk

Who We ServeOur Services

Jantz 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

Portfolio insurance analysis and testing developed by Jantz Analytics software is the “new frontier requirement” for sophisticated investors to measure risk, especially tail risk, before making a large capital investment in REITs.

Who We Are

Jantz Analytics was formed specifically to develop a software platform that possesses the unique tools to adequately measure real estate investment trust (“REIT”) portfolio risk, especially “fat tail” risk factors.

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

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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.

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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.

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Risk & Performance Measures

JA employs a variety of risk measures and performance ratios to assess the risk-return characteristics of the REIT optimal portfolios.

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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

Stephen T. Crosson
[email protected]

P: (972) 725-7728

3811 Turtle Creek Blvd.
Suite 980
Dallas, Texas 75219

Plano Office

Jimmy H. Jackson
[email protected]

P: (972) 725-7724

1100 Mira Vista Blvd.
Suite 300
Plano, TX 75093