Axioma’s Risk Monitors provide timely updates of market risk across a broad range of geographies and asset classes. Highlighting all components that drive our risk models, they provide investors with an in-depth understanding of the risk environments in which they are investing.
Equity Risk Monitors
Qontigo’s Equity Risk Monitors analyze index-level topline volatility and its components using Axioma’s equity factor risk models and corresponding STOXX’s market-capitalization weighted indices.
- Axioma’s Equity Factor Risk Models offer a comprehensive analysis of risk exposures with multiple views, using short- and medium-term horizons, and fundamental and statistical factor structures.
- The risk monitors below are calculated for the original benchmarks, as well as the new STOXX World Equity indices. This new family provides broad and liquid coverage of global large, mid, and small-cap companies, following global governance standards. Most risk monitors listed below use the “core” versions of the benchmarks, which cover the large- and mid-cap universes.
These daily reports explore the major drivers of predicted risk and offer contextual market-based data. Users can download individual charts or a PDF of the full set for each country or region.
Latest Equity Risk Monitor Commentary
Multi-Asset Class Risk Monitor
Qontigo’s multi-asset-class (MAC) monitor, a report that gets updated every week, covers many of the components of risk in various asset classes, including government and corporate bonds, equities, currencies, etc. The report details volatilities and correlations of these components. The capabilities of Axioma Risk are then highlighted by evaluating the risk of a model multi-asset-class portfolio, as well as stress-testing the portfolio for various historical and potential scenarios.
