Posted: Friday, February 3, 2012
Opalesque reports that according to Axioma’s Quarterly Risk Review, although benchmark risk continued to rise globally at the end of 2011, the likelihood of a “risk shock,” taking place this year seems to be receding.
Posted: Tuesday, January 31, 2012
NEW YORK – January 31 – Axioma’s Quarterly Risk Review, a comprehensive reference on the state of investment markets for portfolio managers, risk managers and other investment professionals reported today that results of its fourth-quarter analysis suggest that the likelihood of a “risk shock” may be receding, as agreement increased among the four Axioma risk models that serve as the basis for the Review. Read more…
Posted: Monday, January 30, 2012
Olivier D’Assier, Managing Director, Europe and Asia at Axioma says the key risk in Europe is not deflation but lack of growth, and Germany’s call for more fiscal austerity may not be an effective solution to the debt crisis.
Posted: Monday, January 23, 2012
Toronto, London, New York – 23rd January 2012 – Algorithmics, an IBM company, and Axioma, a provider of multi-factor equity models, today announced a business relationship that will benefit both firms’ buy-side clients. Algorithmics will offer data derived from Axioma’s multi-factor equity models as part of Algo Risk Service, Algorithmics’ hosted portfolio construction, risk management and reporting service.
Read more…
Posted: Tuesday, January 17, 2012
NEW YORK, January 17—Axioma, a leading provider of decision support, risk analysis and portfolio rebalancing and performance attribution tools, announced today that the company has been named to the Red Herring Global 100, which recognizes the most promising high-tech startups from North America, Europe, and Asia. Read more…
Posted: Thursday, January 12, 2012
The Trade Asia reports that according to Axioma, as macro news dominates, raising volatility and correlation, stock picking may not deliver excess returns over passive investing. This means managers should concentrate on hedging volatility during those periods.
Posted: Thursday, January 12, 2012
Oliver d’Assier, Axioma’s Managing Director for APAC, speaks to the CNBC anchors, Chloe Cho and Stephen Sedgwick on “Capital Connection,” discussing the effect of macro factors on the global economy.
Posted: Wednesday, December 14, 2011
Investment Europe reports that European equity fund managers suffering from ‘volatility fatigue’, calculating risk budgets based on the size of stock movements, will find little happiness in the latest predictions about volatility in their stock universe from researchers at Axioma.
Posted: Wednesday, December 14, 2011
Equity correlations surged in 2011, spiking in August roughly a year after a similar spike in 2010. However, when viewed over the entire 2011 time window, however, virtually all markets exhibited a near-linear increase in asset-asset correlations over the course of the year, starting from a January low and ending in December with values just slightly below August’s peak. In fact, if the 2011 trend were to continue in 2012 (which it cannot), the average asset-asset correlation in both the FTSE Developed Europe Index and the Russell 1000 Index would reach one sometime in May or June 2012—a cataclysmic event, to be sure. From the perspective of 2011 in its entirety, the relevant questions are: “Why were correlations so high in August?” and “Why were correlations so low in January?”
Research Paper No. 037
Posted: Thursday, November 17, 2011
NEW YORK, November 17, 2011—Axioma, a leading provider of decision support, risk analysis and portfolio rebalancing and performance attribution tools, announced today the inaugural issue of Axioma Insight: Quarterly Risk Review. The publication will initially be produced quarterly with four separate editions focusing on risk trends and their implications for investors in US, European, Asia-Pacific and Global markets. Other countries and regions will be added over time. Read more…
