Axioma Factor Risk Models

For comprehensive risk analysis with multiple views of risk

Axioma factor-based models support portfolio construction, performance attribution and decision making.

Clarity generated by deep research

Parsimonious, clear factor definitions embedded in academic research and focused on transparency and replicability are all hallmarks across our factor-based models. And, by offering off-the-shelf risk models alongside the ability to build custom factor risk models with Axioma Risk Model Machine, portfolio managers and risk managers benefit from true flexibility.

Equity Factor Risk Models

A suite of country, region and global factor risk models with trading, short and medium time horizons with a statistical factor model, a fundamental risk model and a macroeconomic variant included as part of the standard offering

Fixed Income Risk Models

Includes rates, credit, structured debt and derivatives or as credit spread risk models with underlying data derived from proprietary and rigorously tested methodology for issuer classification and spread curve construction

Multi-Asset Factor Risk Model

Consistent models across equities, fixed income and commodities with full asset look-through including a Axioma Fund Allocation Model specifically designed for private wealth managers and FoF investment managers