Axioma Risk Monitor

The Axioma Risk Monitor provides valuable insight on market risk. There are two versions of the report, one focused on multi-asset class and the other on equity.

Multi-Asset Class Risk Monitor: A Weekly Report on Market and Portfolio Risk

 

Read the Multi-Asset Class Risk Monitor. The report is a collection of graphs and tables showing current multi-asset factor correlations and volatilities, treasury curves, yield, spread and FX histories, model portfolio risk analysis and stress tests. Learn how to use the report in your analysis.

We offer both Multi-Asset Class and Equity Risk Monitor Newsletters weekly. To keep up-to-date on insights and trends in market and portfolio risk, please subscribe to our weekly highlights newsletters.

See our past Multi-Asset Class Risk Monitor Newsletters:

May 18, 2018 |  Bunds outperform Treasuries after Italian coalition agreement; Dollar rises on higher interest rates; Portfolio risk unchanged but equity contribution drops

May 11, 2018 |  Gilt curve steepens after BoE meeting; Dollar flat after mixed data; Portfolio risk falls as FX and stocks decouple

May 4, 2018 | European sovereigns outperform, as inflation disappoints; Dollar rises over central bank divergence

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Equity Risk Monitor: A Daily Snapshot of Regional Risk

Subscribe to our weekly Equity Risk Monitor Newsletter.

See our past Equity Risk Monitor Newsletters:

May 17, 2018 | Risk ebbs around the globe; US Small Caps back in business; Asset diversification remains low

May 10, 2018 | Energy stocks rise as the sector’s volatility ebbs; Momentum drops in Japan; Argentine stocks plummet as risk skyrockets

May 3, 2018 | The greenback is…back; Growth investing in Canada fares well; China’s risk at the top as trade talks begin

Download the latest report on market risk for countries and regions around the world.

Daily Risk