Axioma factor-based models support portfolio construction, performance attribution and decision making.
Clarity generated by deep research
Parsimonious, clear factor definitions embedded in academic research and focused on transparency and replicability are all hallmarks across our factor-based models. And, by offering off-the-shelf risk models alongside the ability to build custom factor risk models with Axioma Risk Model Machine, portfolio managers and risk managers benefit from true flexibility.
Equity Factor Risk Models
A suite of country, region and global factor risk models with trading, short and medium time horizons with a statistical factor model, a fundamental risk model and a macroeconomic variant included as part of the standard offering
Fixed Income Risk Models
Includes rates, credit, securitized debt, municipal bonds, rates & volatility and hybrid models with underlying data derived from proprietary and rigorously tested methodology for issuer classification and spread curve construction
Multi-Asset Factor Risk Models
Consistent models across equities, fixed income and commodities with full asset look-through including a Axioma Fund Allocation Model specifically designed for private wealth managers and FoF investment managers
AXIOMA GLOBAL FIXED INCOME MODEL (AXGFIM)
Learn how a standalone, lightweight and flexible low-overhead solution designed for standard fixed income strategies can solve for your portfolio construction and risk attribution challenges.
Building a better factor risk model
Ever wonder about the anatomy of a risk model? How are they built? What is the thinking and research behind a scalable factor risk model?
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Risk analysis, performance attribution and reporting – in one place
Learn MoreAxioma Equity Factor Risk Models
Flexible and intuitive equity risk models backed by proprietary research
Credit Spread Risk Models
Parsimonious factors or a granular issuer-based approach
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