Analytics Products

Axioma Equity Factor Risk Models

The most comprehensive analysis with multiple views of risk

With fundamental and statistical variants for country, region and global models, at varying time horizons, along with macroeconomic models – all updated daily – you get multiple views of risk on a timely basis. Plus, our patented, innovative methodologies and model transparency add value and confidence to your risk reporting. All our risk models can be integrated with either Axioma Portfolio Optimizer^TM and Axioma Risk^TM or with your own proprietary systems allowing you to use multiple models simultaneously across your risk management and portfolio construction objectives.

Key Benefits

Fundamental Model

Get comprehensive factor coverage for intuitive and detailed risk analysis and performance attribution

Statistical models

Provides important additional risk and portfolio construction insights

Short and medium term horizons

Receive both variations to increase risk awareness in fast-changing environments

Macro factor library

Understand sensitivities for analyzing and stress testing the impact of macro events on a portfolio

Model factor descriptors

Analyze exposures to descriptors used to create the model, create custom risk models, tilt portfolios and hedge

Linked models

Ensure optimal alignment to your region-specific mandates

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Case Studies

Portfolio Construction

Optimizing For Tax-Aware Portfolios

US-based wealth manager uses our scalable tax-optimization solution to efficiently rebalance hundreds of thousands of taxable accounts against a backdrop of direct indexing and unrelenting fees pressures

Portfolio Risk Management