FactorIQ
FeaturesPricingMethodologyBlogLearn
  1. Home
  2. Learn
  3. Stress Testing

Stress Testing

Historical scenario analysis showing potential portfolio impact during market crises.

1

Historical Stress Scenarios

Stress testing applies historical market crashes to your current portfolio. We model how each holding would have responded based on its beta and sector characteristics.

2

Beta-Adjusted Impact

Beta measures a stock's sensitivity to market movements. A beta of 1.5 means the stock typically moves 50% more than the market. This amplifies (or dampens) stress scenario impacts.

3

Sector Multiplier

Each sector performs differently during market crises. Financial stocks crashed hardest in 2008; tech crashed hardest in 2000. Sector multipliers capture these historical patterns.

← Back to all topics
© 2026 FactorIQ. For educational purposes only.
PrivacyTermsMethodologyBlogLearnContact