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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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The information contained in this article is not investment advice. FactSet does not endorse or recommend any investments and assumes no liability for any consequence relating directly or indirectly to any action or inaction taken based on the information contained in this article.