Hedge analytics
Anonymized analytical screening of listed instruments against the hedge objective you define. You retain suitability and the client relationship.
Recent screenings
View reports →| Case reference | Hedge purpose | Submitted | Portfolio | Protection | Status |
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New hedge screening
Enter the client's positions by ISIN, define the hedge objective, then run an anonymized analytical simulation.
Protection simulator
Enter your investments, choose how much downside you want protected, and simulate. Educational only — not investment advice.
Portfolio holdings
| ISIN | Instrument | Qty | Price | Currency | Value | Hedge |
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Hedge objectiveProtection settings
Hedge decision
Covered warrants are complex, leveraged instruments. The adviser confirmed the client passed the MiFID II Art. 25 appropriateness assessment before this screening. Lórien performs no suitability or appropriateness assessment.
Approaches to the objective
Comparison only — the adviser selects the approach. Not a recommendation.Instruments meeting your parameters — 18 found
Parameter order, not ranked. Issuer = counterparty (from ISIN). Prices & liquidity as of 7 Jun.| Instrument | Strike & maturity | Bid / Ask (€) | Daily volume | Greeks (Δ · Θ) | Max loss (€) | Issuer · rating |
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Full analytical report
Analytical report
No analysis to show yet
Submit a portfolio for screening to generate an analytical report. Reports you've already issued appear under Reports.
Analytical report
Internal analytical input for the authorized adviser. Not a personal recommendation and not addressed to the final client.
Portfolio value — history & 12-month scenarios
Scenario outcomes — hedged book
12-mo horizon| Scenario | Unhedged | Hedged | Hedge result |
|---|---|---|---|
| Normal market +12% | €264,802 | €259,402 | −€5,400 |
| Pandemic-style −20% | €189,144 | €207,387 | +€18,243 |
| GFC-style −31% | €163,137 | €207,387 | +€44,250 |
Approach selected
Want to know more?
Talk to the Lórien team about bringing this hedge analytics into your practice — coverage, onboarding and the MSA.
Analytical reports
Reports you've generated, newest first. Each is an internal analytical input issued for your review — open one to revisit it.
| Reference | Hedge purpose | Issued | Status |
|---|
Authorized advisers
CNMV-registered advisers covered by the MSA. Each adviser owns suitability and the client relationship; Lórien provides analytics only.
| Adviser | Adviser nº | Seat | Last screening | Status |
|---|---|---|---|---|
| María Ríos | A-114 | Lead | Today | Active |
| Javier Soler | A-118 | Adviser | Yesterday | Active |
| Lucía Fernández | A-121 | Adviser | 2 Jun 2026 | Active |
| Andreu Mas | A-130 | Adviser | — | Invited |
Settings
Practice configuration for Engagement Asociados EAF.
Engagement
Preferences
Portfolio Protection Simulator
Pick a real market event, add illustrative portfolio holdings, simulate how the portfolio could behave and what protection could do.
Sources & method — real historical data
Index data is real month-end closes for the four benchmarks — S&P 500, Nasdaq 100, IBEX 35 and MSCI World — from public market data, 2000–2026. Because they are month-end closes, drawdowns are slightly milder than intraday headline figures.
Portfolio engine. Each holding maps to its benchmark; "if it happened today" applies that index's real path, weighted by each holding's live-priced value. Prices come from the Lórien database; the cost of protection is computed by the Lórien hedge engine. Educational only.
Override current portfolio?
Are you sure you want to override the current sample? Any positions you've added will be replaced.
How protection works
A plain-English look at protecting a portfolio against big drops. Educational only — not investment advice.
What is downside protection?
It's a way to set a floor under your portfolio — like insurance. If markets fall hard, your losses stop at a level you choose (say, 95% of today's value). If markets rise, you keep most of the upside, minus the cost of the protection.
What does it cost?
Like insurance, protection has a premium — typically a small percentage of the value you protect each year. The deeper the protection and the longer the horizon, the more it costs. The simulator shows an estimated range.
What it can't do
It won't make you money — it caps your downside, it doesn't add upside. In calm markets it's a small drag. It's also modelled on past crises, which never repeat exactly. Real protection involves specific products and a licensed adviser.
Ready to try it?
Run your own numbers in the simulator, then talk to a licensed financial adviser about setting it up for real.