Axioma Risk Monitor

The Axioma Risk Monitors provides valuable insight on market risk. Click on the type of risk monitor that you are interested in:

 

 

 

MULTI-ASSET CLASS RISK MONITOR: A WEEKLY REPORT ON MARKET AND PORTFOLIO RISK


Latest Multi-Asset Class Risk Monitor Newsletters:

July 12, 2019 | Treasury curve steepens, as Fed rate cut remains likely; Pound seesaws over conflicting economic data; Portfolio risk drops on lower equity volatility

July 5, 2019 | Bond yields diverge over central bank expectations; Dollar surges on strong jobs data; Portfolio risk falls as FX/equity decoupling offsets higher equity volatility

June 28, 2019 | Bund yields fall further as business sentiment dips; Currencies flat as geopolitical tensions alternate with trade deal hopes; Portfolio risk drops on lower equity/FX correlation

 

Latest MAC Risk Monitor

Use the link below to download our latest risk monitor, which consists of graphs and tables displaying the latest multi-asset factor correlations and volatilities, treasury curves, yield, spread and FX histories, model portfolio risk analysis and stress tests.

 


 

EQUITY RISK MONITOR: A DAILY SNAPSHOT OF REGIONAL RISK


Latest Equity Risk Monitor Newsletters:

July 11, 2019 | Risk forecasts converge; Speaking of small-caps…; The US market may be up, but trading volume is down

July 3, 2019 | Russell Recon Leads to Temporary Jump in Risk; Info Tech Sees a Substantial Increase in Weight and Index Risk Contribution; Growth Factor Comes to Life in Most Regions

June 27, 2019 | Returns of developed countries pop to the top; Momentum and Growth go hand in hand; Small rebound in US Profitability, but beware of long-only constraints

Latest Equity Risk Monitors: 

Use the list below to download the latest risk monitors on market risk for countries and regions around the world.

Daily Risk