Axioma Equity Factor Risk Models

The global, regional and single-country equity risk factor models have a deep daily history with historical coverage since 1997 (1982 for US models) with deliverables that include: 

• A macro factor library: To analyze and stress test the impact of macro events on a portfolio. 
• Model descriptors: To analyze the exposures to descriptors used to create the model, to create custom risk models, tilt portfolios and to hedge. 
• Pure Factor Portfolios (PFP): To track factor performance, model portfolios for factor baskets, evaluate hedges and decompose intraday asset PnL.

From actively managed to long/short to index-tracking portfolios, our equity factor models can be used for:

• Factor investing: Achieve your factor risk premia
• Risk attribution: Slice and dice risk to identify sources and validate risk-reward profile
• Decision support: Provide pre-trade analytics and what-if scenarios
• Signal generation: Use risk factor exposures and returns as inputs in the alpha process
• Risk control and hedging: Identify unintended bets and manage hedging books
• Risk budgeting: Seamlessly implement your risk budget for a clear risk-return profile