Chapter 1 of 5 · 10 min

Gross and net exposure

Two numbers describe a long/short book: how much is at work, and which way it leans. Beta tells you which way it really leans.

By the end of this chapter you can
  • Calculate gross, net and beta-adjusted net exposure
  • Predict the P&L of a market move from beta-adjusted net
  • Find the short book that brings net exposure to a target
  • Say what gross exposure measures that net does not
1

The intuition

For every $100 of its investors' money, a fund owns $120 of stocks it likes and has sold short $70 of stocks it dislikes. Two questions describe that book. How much money is at work? $190: that is what can go wrong on a day when the stocks it likes fall and the ones it dislikes rise. Which way does it lean? $50 long: roughly what it gains or loses when the whole market moves.

The first number is gross exposure, the second net exposure. But a dollar of a jumpy stock moves more with the market than a dollar of a sleepy one, so net exposure in dollars can mislead. Weighting each side by its beta (how much it moves for each 1% move in the market) gives beta-adjusted net, the number the risk desk watches.

The key idea

Gross = (longs + shorts) ÷ NAV. Net = (longs − shorts) ÷ NAV. Beta-adjusted net = (longs × beta of the longs − shorts × beta of the shorts) ÷ NAV. A market move m makes or costs beta-adjusted net × m × NAV.

2

Why it works

  • The conventions here: exposures are market values as a share of NAV, the fund's own capital. Each side has one average beta. A market move is measured before any stock-specific returns.
  • Gross measures leverage and stock-picking risk. 190% gross means $1.90 of positions per $1 of capital; if the longs and the shorts both go wrong, the loss is on all of it.
  • Net measures direction. A fund 20% net long gains about 2% on a 10% rally, if its longs and shorts have the same beta.
  • Beta removes that 'if'. When the longs carry more beta than the shorts, beta-adjusted net is above plain net; when they carry less, it is below.
  • To change direction without touching the longs, resize the short book: shorts for a target net = longs − target net × NAV.
  • Betas are estimates. They come from history and tend to rise in a sell-off, when everything moves together. Beta-adjusted net is the first risk number to check, not the last.
NAV $100M; longs $120M at beta 1.2; shorts $70M at beta 0.9; the market falls 10%
Gross: (120 + 70) ÷ 100190%
Net: (120 − 70) ÷ 10050%
Beta-adjusted net: (120 × 1.2 − 70 × 0.9) ÷ 10081%
Plain-net estimate: 50% × −10% × 100−$5.0M
Actual market P&L: 81% × −10% × 100−$8.1M
Shorts for 30% net: 120 − 30$90M, so add $20M

With $90M of shorts at beta 0.9, beta-adjusted net becomes (144 − 81) ÷ 100 = 63%.

3

The formulas

Gross exposure = (longs + shorts) ÷ NAV

How much is at work per dollar of capital.

Net exposure = (longs − shorts) ÷ NAV

Which way the book leans, in dollars.

Beta-adjusted net = (longs × beta(long) − shorts × beta(short)) ÷ NAV

Which way it leans, counting how much each dollar moves with the market.

Market P&L = beta-adjusted net × market move × NAV

What a market move does, before any stock picking.

Shorts for a target net = longs − target net × NAV

The net formula, run backwards.

4

Worked example

Multiply each side by its beta first, then net them. Then compare with the plain net.

Drawing the numbers…
5

See it move

Same fund and the same capital. Change the size of each side, each side's beta, the market move and the net exposure the PM wants.

Drawing the numbers…
Try this
  • Raise the short book. Gross rises while net and beta-adjusted net both fall.
  • Raise the beta of the longs. Beta-adjusted net rises; plain net does not move.
  • Raise the beta of the shorts. Beta-adjusted net falls; plain net does not move.
  • Raise the net exposure the PM wants. The short book it needs gets smaller.
6

Run it backwards

Same fund, reversed: the PM wants a set net exposure and will only change the short book. How big should it be?

Drawing the numbers…

Target net × NAV is the dollar gap wanted between longs and shorts. The longs stay, so the short book is whatever leaves that gap.

Adding shorts cuts net and raises gross at the same time: more hedging, more positions, more borrow cost. Covering shorts does the opposite. Cutting longs would lower both, which is what a PM does to take less risk overall rather than less direction.

7

Traps

Letting the shorts count as negative in gross.
Gross adds both sides as positive amounts. Only net subtracts.
Reading plain net as the market exposure.
Weight each side by its beta. High-beta longs against low-beta shorts are longer the market than the dollars say.
Assuming a flat net book is safe.
At high gross, a bad day for the stock picks on both sides is a big loss with no market move at all.
Dividing by gross instead of NAV.
Both measures are a share of the fund's capital.
Trusting beta in a crash.
Betas rise when markets fall hard. Stress-test the book with higher betas.
8

Say it in the interview

The interviewer asks

What's the difference between gross and net exposure, and which matters more?

Say yours out loud first, then compare.
9

Check yourself

4 fresh questions, with new numbers. Answer each one correctly to finish the chapter. Get one wrong and you will see the full working, then you can try it again with new numbers.

Answers within 1% are marked right. Type the number; $, %, x and M are fine. First tries count toward Learned: the topic is Learned once every chapter is done and 75% of first tries were right.

0 of 4
Drawing your questions…
Remember
  • Gross = longs + shorts; net = longs − shorts; both over NAV.
  • Beta-adjusted net is the real market exposure.
  • Market P&L = beta-adjusted net × move × NAV.
  • Shorts for a target net = longs − target × NAV.