Analytics Solutions

Equity Factor Risk Models

Maximum flexibility, intuitive usability, and proprietary methodology deliver unparalleled insights

Construct more efficient portfolios

Assess your risk exposures using style (fundamental and macro), industry, and statistical factors in both short- and medium-term horizons through a suite of country, regional and global equity risk factor models – offering comprehensive analysis with multiple views of risk.

With daily flat file delivery, our models can seamlessly integrate with any third-party systems or with Qontigo’s suite of portfolio construction, performance analytics and risk management solutions.

From actively managed to long/short to index-tracking portfolios, Axioma Equity Risk Models can be used for:

Signal generation

Use risk factor exposures and returns as input in the alpha process

Factor investing

Leverage risk factors to build products and for asset allocation

Efficient portfolio construction

Allocate risk to the factors you believe will outperform

Risk attribution

Slice and dice risk to identify sources and validate risk-reward profile

Stress testing

Understand portfolio responses to macroeconomic events such as yield curve shifts

Macroeconomic projection model

Decompose risk into factors driven by interest rate, inflation, credit and commodity risk

Associated products

Axioma Equity Factor Risk Models

Comprehensive analysis with multiple views of risk

Risk management, performance attribution and portfolio construction through a suite of fundamental, statistical and macroeconomic variants.

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Axioma Risk Model Machine

Customized risk models to align with your investment process

A flexible, powerful and easy-to-use tool that provides users with a competitive edge in risk forecasting, portfolio construction, client reporting and alpha research.

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Axioma Portfolio Optimizer

The most flexible portfolio construction tool

Supports a wide range of investment management approaches, from quantitative to fundamental with virtually limitless objectives and an equally unlimited range of constraints.

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