Axioma Equity Factor Risk Model (WW5.1)

Come and join us for this exclusive luncheon showcasing our newly launched Axioma Worldwide Equity Factor Risk Model (WW5.1).

Our research team will be on hand to discuss topics including:

• The specific enhancements vs version 4 of the model
• How the Cross-Sectional Volatility (CSV) Adjustment method and Comparable Company Specific Covariance approach lead to more accurate risk forecasts
• What the new factors including Non-linear Residual and Opinion Divergence are – and, what they tell you
• Use cases
• Performance against recent market volatility

Date: June 25, 2025
Time: 12PM - 2PM
Location: The Palm Restaurant, Swissotel, 323 E Wacker Drive, Chicago, IL 60601

Spaces are first come, first served. You will receive an email confirming your attendance.