New release of Axioma's Japan equity factor risk model
May 16, 2017

Axioma, a global provider of risk and portfolio management solutions, today launched the latest version of its Japan Equity Factor Risk Model suite (AXJP4). It says the model provides improved methodologies, enhanced style factors and enriched exposures for its fundamental and statistical models, which all combine to deliver improved risk forecasts and better articulate risk.

"Sophisticated risk management is taking centre stage, emphasizing the need for advanced and effective tools," said Joel Coverdale, Asia Pacific Managing Director at Axioma.

Axioma says the suite offers: asset coverage of over 3,700 securities listed on multiple Japanese stock exchanges; multiple views of risk – fundamental and statistical; multiple horizons which enable distinction between short-term (one- to two-months) and medium-term (three- to six-months) forecasts; daily estimations of factor exposures, covariances and asset-specific risks.

Axioma says that clients will gain a more accurate picture of how their strategies perform through Axioma's four model variants within the suite, comprising medium- and short-horizon, fundamental and statistical factor models. A holistic view of risk incorporating multiple model variants allows users a more informed decision-making tool.





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Axioma, a global provider of risk and portfolio management solutions, today launched the latest version of its Japan Equity Factor Risk Model suite (AXJP4). It says the model provides improved methodologies, enhanced style factors and enriched exposures for its fundamental and statistical models, which all combine to deliver improved risk forecasts and better articulate risk.

"Sophisticated risk management is taking centre stage, emphasizing the need for advanced and effective tools," said Joel Coverdale, Asia Pacific Managing Director at Axioma.

Axioma says the suite offers: asset coverage of over 3,700 securities listed on multiple Japanese stock exchanges; multiple views of risk – fundamental and statistical; multiple horizons which enable distinction between short-term (one- to two-months) and medium-term (three- to six-months) forecasts; daily estimations of factor exposures, covariances and asset-specific risks.

Axioma says that clients will gain a more accurate picture of how their strategies perform through Axioma's four model variants within the suite, comprising medium- and short-horizon, fundamental and statistical factor models. A holistic view of risk incorporating multiple model variants allows users a more informed decision-making tool.



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