Skip to content
Research
KnowledgeVisuals
PricingRun a snapshotGet a free API key
Updates
Next filing · Form 10-Q · Q2 2026 · 54 days
Next filing · Form 10-Q · Q2 2026 · 54 daysFactor Research · Part 2 published: risk structure in 13F filings across five allocator stylesAPI Update · AOM portfolio chains — single snapshot call for multi-step analyze flowsAPI Update · POST /api/snapshot — canonical JSON portfolio snapshotPart 3 · The One Manager Skill That PersistsPart 1 · One Position, Four BetsNext filing · Form 10-Q · Q2 2026 · 54 daysFactor Research · Part 2 published: risk structure in 13F filings across five allocator stylesAPI Update · AOM portfolio chains — single snapshot call for multi-step analyze flowsAPI Update · POST /api/snapshot — canonical JSON portfolio snapshotPart 3 · The One Manager Skill That PersistsPart 1 · One Position, Four Bets
Ledger
    • Beyond Active Share
    • Cascade Hedging and the Cost of Interpretability
    • Decile One, Not Ticker by Ticker
    • ERM3 Cascade-Residual Persistence and the Allocator Skill Signal
    • Every Position Has a Level Too
    • RiskModels Quarterly Funds Report — Q1 2026
    • The Industry Beneath the Index
    • When does a spin-off start having returns?
    • Who got NVDA right before it became benchmark exposure?
  • Visuals
    • Concept graph (all)
    • Public glossary
  • Methodology
    • Filing calendar
    • API use-cases
    • Pricing↗
    • About

Concept · From stocks to portfolios (aggregation)

Holdings look-through

Rolling individual holdings up to portfolio-level factor exposure by weight — the bridge from stock risk to portfolio risk.

In depth

Rolling individual holdings up to portfolio-level factor exposure by weight. The bridge from single-stock decomposition to portfolio risk.

Formula

β_p,k = Σ_i w_i · β_i,k

Compute it with the API

POST /api/batch/analyze

# pip install riskmodels-py
client.batch_analyze(["NVDA","MSFT","AAPL"])

Full API docs ↗

In the methodology

Putting it together: the replication equation →

Referenced by (0)

No working paper references this concept yet.

Related concepts

Position weightPeer cohortCovarianceDiversification
← Position weightFrom stocks to portfolios (aggregation) · 2 / 5Peer cohort →
Get a free API keyRun on your portfolio

RiskModels.org

A research surface for hierarchical orthogonal decomposition, variance attribution, and allocator-grade risk measurement. Operational APIs and developer workflows live at riskmodels.app.

Subscribe to the Quarterly Attribution Review.

Research notes on risk decomposition, fund attribution, 13F filings, and benchmark structure — a few times a quarter.

By registering, you agree to receive technical factor research and API deployment logs. RM-Registry-2026. Privacy Policy.

Sign inHomePrimerWorkspaceResearchKnowledgeConceptsReviewsLedgerReferencesAboutSubscribeMethodology noteOne-pagerAPI docsWeb appContactPrivacyStatusRSS
RiskModelsResearch/Workspace/API