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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 OptimizerTM and Axioma RiskTM 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

Pure Factor Portfolios (PFPs)

Track factor performance, model portfolios for factor baskets, evaluate hedges and decompose intraday asset PnL

Deep daily history

Access historical coverage since 1997 (1982 for US Models)

Customized models

Fully customize factors, horizon, and estimation universe to get the most out of your investment process

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Axioma Equity Factor Risk Models

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