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FOR EQUITY RESEARCH ANALYSTS
Macro, rates, policy, commodities, supply chains, and geopolitical shocks mapped to the sectors, tickers, and model assumptions they can actually affect.
Built for analysts who need to move from event to exposure to model implication.
Use it to decide whether an external event changes the coverage universe, thesis, earnings setup, margin assumptions, multiple, or the next question for management.
Equity Research Studio
The spreadsheet can be clean and the thesis can still be stale.
A rates move changes the multiple. A fuel shock changes the margin line. A policy change changes the sector risk. A supply-chain chokepoint changes pricing power or delivery timing. A geopolitical event changes FX, freight, input cost, and end-market demand.
The hard part is not finding the headline. The hard part is deciding whether it changes the assumptions behind the stock.
A policy move, rates shift, commodity shock, supply-chain event, central-bank line, geopolitical escalation, or options repricing.
Sector, ticker, country, input cost, demand channel, financing cost, valuation multiple, or regulatory risk.
Revenue growth, gross margin, opex, capex, inventory, working capital, FX, multiple, or guidance.
Model note, PM answer, earnings-call question, watchlist update, thesis-risk paragraph, or coverage memo.
Before earnings, check whether rates, commodities, FX, policy, or supply-chain variables changed enough to affect guidance risk.
Track fuel, freight, labor, energy, metals, and other input-cost variables before they show up in management commentary.
Connect rate moves and credit conditions to valuation-sensitive sectors before the move is rationalized as sentiment.
See when bills, rulemaking, lobbying, or central-bank language create sector-level risk before it becomes consensus.
When a shock hits, see which names are plausibly exposed and which market channels are confirming.
Check whether the options market is pricing stress, complacency, or asymmetry around the catalyst.
Energy shock to jet fuel to margin risk to guidance sensitivity to hedge disclosure questions.
Curve move to deposit beta and NIM to credit growth to provisioning risk to multiple pressure.
Export restriction or component chokepoint to lead times to pricing power to backlog and capex assumptions.
Freight, labor, energy, and metals to gross margin and backlog quality to operating leverage risk.
Policy, reimbursement, and trial or approval path to addressable market, margin, and timing risk.
Energy and food inflation to real spending mix to traffic, ticket, margin, and discretionary pressure.
Not five tools. One workflow for the external drivers that can change coverage.
Active gives you event-to-exposure, options context, scenarios, and cross-asset transmission.
Workspace gives shared seats, API, materials, capital structure, policy, and priority support.
Map macro, policy, rates, commodities, supply-chain, and geopolitical moves into exposed sectors, names, and trade channels before the risk meeting.
Track rates, credit conditions, input costs, policy, supply-chain stress, and sector events that can change borrower cash flow, refinancing risk, or downside case assumptions.
Connect data releases, central-bank language, oil shocks, credit conditions, FX, and geopolitical events to the rates channel before treating every move as higher for longer or growth scare.