

Axioma US Equity Factor Risk Model: Trading Horizon
Version 5.1
Portfolio risk management for shorter investment horizons
Traditional global factor risk models may miss critical exposures that impact your portfolio performance. Designed to uncover these hidden risks and opportunities, the Worldwide Equity Factor Risk Model (WW5.1) delivers advanced factor intelligence based on the latest academic research on factor effectiveness.

Ultra-short term factors
<p>Version 5.1 of the Trading Model includes One-Day Reversal and three new factors not found in the previous Trading Model (Version 5.0).</p>

An additional horizon
<p>The suite of Axioma US Equity Factor Risk Models also includes short-horizon, medium-horizon, statistical and fundamental variants.</p>

FACTSHEET
The US Axioma Trading Horizon Model (US5.1)
When the market abruptly and sharply changes direction, you need an ultra-short risk model that helps you better understand and manage that risk.
Who is the Trading Model for?
Key benefits
GridTeaserElement
JSS component is missing React implementation. See the developer console for more information.
GridTeaserElement
JSS component is missing React implementation. See the developer console for more information.
GridTeaserElement
JSS component is missing React implementation. See the developer console for more information.
GridTeaserElement
JSS component is missing React implementation. See the developer console for more information.

Enhance your factor workflows by:
- Neutralizing exposure to ‘hidden’ systematic risks using the Non-linear Residual Structure factor
- Creating a portfolio to follow the ‘smart money’ through Sentiment-theme factor exposures
- Producing lower-risk Momentum portfolios with less upside sacrifice
- Generating theoretically cleaner ‘Quality’ exposure through positive exposure to Profit Quality and Investment factors
- Enhancing the upside of Minimum Variance and Low-Volatility portfolios by reducing Downside Risk
- Adding positive Sentiment to Value portfolios to mitigate ‘value traps’
Focus on Sentiment Theme Factors
These Sentiment factors reflect the actions of informed traders and the impact of market participants. They are not based on analyst opinions or language analysis.
Initial Coronavirus: Total Predicted Risk
Source: Axioma US Equity Risk Models
Related products
Axioma Factor Risk Models
<p>Comprehensive risk analysis with multiple views of risk</p>
Learn moreAxioma Equity Factor Risk Models
<p>Flexible and intuitive equity risk models backed by proprietary research</p>
Learn moreAxioma Portfolio Optimizer
<p>Advanced portfolio construction software for research and analysis</p>
Learn moreRequest a demo
Related content