SYSTEM FOR AUTOMATED RESOURCE SET MULTI-FACTOR RISK ANALYSIS

A multi-factor risk analysis system may include a resource data store defining, for each of a plurality of resources: a resource identifier, a current resource value, and a resource type. A back-end application computer server may establish a set of risk parameter diversification objectives and determine a set of eligible resources by accessing the resource data store. The server may then calculate a value factor characteristic and a momentum factor characteristic for each of the eligible resources. A set of index resources may be constructed from the set of eligible resources based on the risk parameter diversification objective and a risk optimization process utilizing a weighted value factor characteristic and momentum factor characteristic of each resource. An interactive user interface may then be rendered including indications associated with the constructed set of index resources, the value factor characteristics, and the momentum factor characteristics.