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Axioma United States Equity Factor Risk Model (US5.1_TH) Methodology & Handbook PDF

Axioma United States Equity Factor Risk Model (US5.1_TH) is a US trading-horizon multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Axioma United States Equity Factor Risk Model (US5.1_TH) is a multi-factor US equity trading risk model designed for institutional investors managing short-horizon and quantitative equity portfolios. The model provides daily updates for momentum, liquidity, crowding, short interest, downside risk, volatility, exchange rate sensitivity, profit quality, leverage, and industry risk factors to support portfolio construction, risk decomposition, stress testing, and quantitative portfolio management.

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