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Axioma, today announces a new partnership with Jacobi Inc (Jacobi). Clients of Jacobi's platform, including asset managers, wealth managers, consultants and asset owners, will now have access to Axioma’s equity and multi-asset class factor risk models and portfolio optimizer, to better visualize portfolio risk, inform portfolio construction decisions, and ultimately bolster their portfolio return objectives.
We are pleased to announce the introduction of the new STOXX® World Equity family of indices to our risk monitors, together with a small revamp of our landing page.
The US market ratcheted up slowly but significantly during Q2; the steady increase sent volatility down almost 30%, to a below-average level. Market gains were on low volume and returns were concentrated, so it is unclear whether investors have conviction or even participated in realizing gains.
Land of the rising equity market.
Low Volatility, Low Volume and High Concentration: Triple Treat or Triple Threat?; Factor Performance: Some sharp reversals from Q1, and not in the “right” direction.
Most DM currencies are at the high end of their 12-month return ranges and the low end of their risk ranges; Value struggles globally; US six-month return mainly driven by technology; outside US sectors contributed much more evenly.
Enfusion, Inc. ("Enfusion") (NYSE: ENFN), a leading provider of cloud-native, software-as-a-service (SaaS) solutions for investment managers, today announced a new partnership with Qontigo, provider of Axioma Risk, an award-winning enterprise risk management solution, to expand Enfusion’s risk capabilities.
Europe ends quarter with highest gain; Asset correlations continued to climb despite ease in banking turmoil; Financials dominate European market’s risk.
US short-horizon statistical-fundamental gap widens; Banks’ woes caused Value’s return to plunge in Europe; Trading volume has increased, but only in Financial stocks.
The modular STOXX World indices allow investors to flexibly build portfolios covering a broad and liquid universe of stocks, slicing and dicing the world’s equity markets along regions, countries, market capitalization and sectors.
Lower factor volatility has driven down overall risk over the past 12 months; Most, but not all, factors participated in the volatility decline; Momentum’s potential turnaround.
As part of the recently announced partnership between CEPRES and Qontigo, we are developing a suite of factor risk models that provide broad coverage of the private market space in Axioma Risk.
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