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Axioma United States Equity Factor Risk Model (AXUSSC4) Factsheet PDF

Axioma AXUSSC4 is a U.S. equity factor risk model designed for portfolio risk analysis, factor exposure analysis, and risk forecasting across U.S. equities.

Axioma AXUSSC4 covers more than 10,500 U.S.-listed securities and is available in medium-horizon and short-horizon variants, with both fundamental and statistical factor models. The fundamental models include style factors such as liquidity, market sensitivity, volatility, size, momentum, value, earnings yield, leverage, growth, profitability, and dividend yield, along with 68 GICS-based industry factors. Factor exposures, covariances, and asset-specific risks are estimated daily, with model history available from January 1982.

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