Axioma Equity Factor Risk Models
For portfolio construction, performance attribution and risk management
Flexible and intuitive equity risk models backed by proprietary research
Assess your risk exposures using fundamental style, industry and statistical factor models with multiple time horizons as standard. In addition to global, regional and single-country equity risk factor models, our suite of equity factor models include:
- Linked Models: your region-specific mandates
- Macro Models: Decompose risk into factors driven by interest rate, inflation, credit and commodity risk
- Trading Model: Better capture the short-term impact of rapidly changing market conditions
- US Equity Factor Risk Model (v5.1): Incorporates the latest academic research on the effectiveness of factors
Seamless integration
Axioma Equity Factor Risk Models are provided as flat files that can be used with any third-party system or with our portfolio construction, performance attribution and risk management solutions. And, with Axioma Risk Model Machine, you can tailor your equity risk models by selecting your own factor definitions, horizons and estimation universe.
From actively managed to long/short to index-tracking portfolios, our equity factor models can be used for:
- Factor investing: Achieve your factor risk premia
- Risk attribution: Slice and dice risk to identify sources and validate risk-reward profile
- Decision support: Provide pre-trade analytics and what-if scenarios
- Signal generation: Use risk factor exposures and returns as inputs in the alpha process
- Risk control and hedging: Identify unintended bets and manage hedging books
- Risk budgeting: Seamlessly implement your risk budget for a clear risk-return profile
Factsheet
Axioma Equity Factor Risk Models
Fundamental and statistical factor risk models with a deep daily history provide comprehensive analysis and flexibility for risk model users.
DownloadRequest a demo
Related products
Related content
