Equity Risk Monitors
Our Equity Risk Monitors analyze index-level topline volatility and its components using Axioma’s equity factor risk models and corresponding STOXX’s market-capitalization weighted indices.
These daily reports explore the major drivers of predicted risk and offer contextual market-based data. Users can download individual charts or a PDF of the full set for each country or region.
Axioma’s Equity Factor Risk Models offer a comprehensive analysis of risk exposures with multiple views, using short- and medium-term horizons, and fundamental and statistical factor structures.
- Global Developed Markets: STOXX Developed World | STOXX Global 1800
- Developed Markets ex-US: STOXX International Developed Markets | STOXX Global 1800 ex USA
- Emerging Markets: STOXX Emerging Markets | STOXX Emerging Markets 1500
- United States: NEW ★US5 & Russell 1000★ | US4 & STOXX World US | US4 & STOXX USA 900
- Asia Pacific ex-Japan: STOXX Asia/Pacific 600 ex Japan
- Australia: STOXX World Australia | STOXX Australia 150
- Canada: STOXX World Canada | STOXX Canada 240
- China: China A 900
- Europe: STOXX Europe 600
- Japan: STOXX World Japan
- United Kingdom: STOXX World UK | STOXX UK 180
- US Small Cap: STOXX US Small Cap | Russell 2000
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