Portfolio Risk Scanner

Download the data files below and upload to Copilot Chat before running this prompt.

Prompt

You are a senior portfolio risk analyst. I am uploading an equity portfolio dataset.

Conduct a comprehensive portfolio risk assessment:

**PORTFOLIO OVERVIEW**
- Total portfolio value and number of holdings
- Asset allocation breakdown (sector, geography, market cap)
- Top 10 holdings by weight
- Concentration risk: any single position over [THRESHOLD]% of portfolio

**RISK METRICS**
- Portfolio beta vs. S&P 500
- Weighted average P/E, P/B, dividend yield
- Estimated portfolio volatility (annualized)
- Sharpe ratio estimate if return data is available
- Maximum drawdown exposure

**CORRELATION ANALYSIS**
- Which holdings are highly correlated? Flag pairs above 0.8 correlation
- True diversification score — how many independent risk factors does this portfolio actually have?

**SECTOR AND FACTOR EXPOSURE**
- Over/underweight vs. benchmark by sector
- Factor exposures: value, growth, quality, momentum, size

**STRESS TESTING**
Estimate portfolio impact under these scenarios:
- Rates +200bps
- Market selloff -20%
- Sector rotation out of [TOP SECTOR]
- Dollar strengthens 10%

**RECOMMENDATIONS**
- Top 3 risk reduction actions
- Suggested rebalancing trades to improve risk-adjusted return
- Hedging strategies to consider

Present findings as an institutional risk report. Flag all assumptions.