Skip to main content

Axioma AX-US5.1 MH & SH Model (US5.1_MH_S) Methodology & Handbook PDF

Axioma AX-US5.1 MH & SH Model (US5.1_MH_S) is a US multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Axioma AX-US5.1 MH & SH Model (US5.1_MH_S) is a multi-factor US equity risk model designed for institutional investors managing medium- and short-horizon equity portfolios. The model provides daily updates for liquidity, momentum, volatility, crowding, short interest, profitability, leverage, investment, dividend yield, and market sensitivity factors to support portfolio construction, risk decomposition, stress testing, and quantitative portfolio management.

Attachment icon
Did this answer your question?