NEW YORK, Aug. 22, 2019 /PRNewswire/ -- Axioma, theleading global provider of enterprise risk management, portfoliomanagement and regulatory reporting solutions, today announced theaddition of the new Canada equityrisk model (AXCA4) to its next-generation Equity Factor Risk Modelsuite. The release builds on the existing risk models, offeringenhanced country-specific content to meet the risk-management needsof investors.
Develops decision support, risk analysis, portfolio rebalancing, and performance attribution software tools. The Company provides daily updates of all risk model components as well as. See Axioma’s “Risk Model Handbook” for more details. Stocks in a given industry or country, or that are based in a given currency, are given an. Jun 15, 2011 Axioma Offers Risk Model Machine. Axioma has unveiled a new tool which will allow clients to construct customized risk models according to their own investment processes. June 15, 2011.
The estimation universe for the new Canada model contains over 440 stocks andETFs, with coverage history from 1995. The enhanced data includesdeep daily history and, for the first time, incorporates macrofactors for residual Gold and Oil sensitivity.
'The introduction of macro factors such as Gold and Oilsensitivity in the CA4 model captures the importance of thesenatural resources in the Canadian economy,' said Arnab Banerjee Cyberlink powerdirector 7 trial activation packs. , Director, Product Management atAxioma. 'The new CA4 model also uses a custom and granular industryfactor structure to better reflect other key Canadian markets, suchas the paper and forest-products segment.'
Axioma's updated Canada riskmodel utilizes 17 market-based and 15 fundamental style modeldescriptors, offering deeper insights into short and medium-horizonrisk exposures. In addition to holistic improvements to attributionand risk estimates, key enhancements include:
- Expanded securities universe coverage of Canada-listed shares and ETFs
- Additional fundamental factors, including market intercept,dividend yield, and profitability
- The new market-based factors covering residual Oil and Goldsensitivity
- Updated industry classifications for more comprehensiverepresentation of the Canadian market
'There are notable differences in the behavior of factors in theCanadian market,' said MelissaBrown, Head of Applied Research at Axioma. 'Having anability to drill down into a Canada-specific view of risk offers superiorrisk-management capabilities to managers focused on thatmarket.'
The Canada model is part ofAxioma's comprehensive suite of portfolio construction,optimization and risk solutions. Top-line benchmark risk estimatesusing the new model are now available through our Equity RiskMonitors.
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Axioma provides an integrated suite of innovative andcustomizable investment-management solutions to a global clientbase of asset managers, hedge funds, insurance companies, pensionfunds, wealth managers and investment banks. Our award-winningsolutions and tools include multi-asset enterprise risk management,portfolio construction, performance attribution, regulatoryreporting and custom index design. With over $10 trillion in assets under management, ourclients rely on Axioma for decision intelligence that supports theentire investment process, across the front, middle and backoffices. Enabled by Axioma's market-leading technology from APIs tothe cloud-native open environment of axiomaBlue™ andfully integrated content and analytics, our clients deploy Axioma'ssolutions to create competitive advantage – 'from risk toreturn'™. Learn more at www.axioma.com and followus on Twitter and LinkedIn.
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Custom risk models enable you to build better portfolios and to gauge more accurately the performance and risks of your portfoilo approach. Axioma Portfolio Optimizer TM delivers the flexibility to model your investment process your way. We’ll assume you’re ok with this, but you may change your preferences at our Cookie Centre.
Sign In Subscribe to the newsletter weekly – free Register free. All the strategy-building flexibility of Axioma Portfolio Optimizer qxioma at your disposal for automating your optimization and backtesting processes. GUI now provides analytics for initial and final fund-of-fund portfolios in the single and rebalancing perspectives Return analytics automatically calculated for composites in the time series: News in your inbox For Finextra’s free daily newsletter, breaking news and flashes and weekly job board.
Axioma upgrades Portfolio Optimizer 19 September 1. We use cookies to help us to deliver our services.
Axioma Releases New Functionality for Multi-Asset Class Portfolio Optimization
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Axioma, a global provider of innovative risk and portfolio management solutions, optimizef released the latest version of Axioma Portfolio Optimizer APO Axioma Releases New Functionality for Multi-Asset Class Portfolio Optimization New version of Axioma Portfolio Optimizer uses multi-asset class risk models from Axioma Risk Provides state-of-the-art construction tools for an increasingly multi-asset class investing environment.
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