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.