How concentrated is market risk?
The Absorption Ratio shows how much of the movement across assets a few common factors explain. A rising share means diversification is thinning.
Use cases
The research questions it is built for
The engine was designed around a handful of research questions about systemic risk. These are they.
What you can explore with MVIE Pro
Which assets sit at the centre?
Network topology ranks the hubs and bridges of the correlation structure, so you can see where stress would travel first.
Is the structure changing?
Instability and Priority Drift measure how fast correlations and centrality rewire across rolling windows. Descriptive, not a forecast.
Your own holdings, examined
Run the same measurements on a portfolio you enter, in your browser, with no account. Every number is a derived statistic, and the full method is published.