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Evaluate portfolio risk with Axioma's macroeconomic model on FactSet

Companies and Markets   |   Earnings   |   Risk, Performance, and Reporting

By FactSet Insight  |  December 17, 2014

 

Axioma’s macroeconomic model, now available on FactSet, provides a way to measure and manage financial risk in a portfolio by considering macroeconomic variables and events.

With this model, you will be able to:

  • Evaluate your portfolio’s exposure to macroeconomic indicators such as economic growth, inflation, oil prices, and more
  • Decompose your portfolio’s forecasted tracking error based on macroeconomic indicators
  • Stress test your portfolio against macroeconomic events
  • Quantify how macroeconomic factors drove your portfolio’s total or excess returns

Learn more about Axioma's macroeconomic risk model

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