Axioma’s Macroeconomic Model: Insights into equity portfolios from a new perspective

Axioma’s recently released macroeconomic‐based model provides a way to measure and manage financial risk in a U.S. portfolio by considering macroeconomic variables and events. The model’s horizon is three to six months—what we deem to be “medium” horizon. The Macro model joins four other model variants already offered by Axioma: two fundamental models and two statistical models, each offered for both a medium and a short (one‐to‐two month) horizon.

By Melissa Brown, CFA