Axioma Risk Monitor

The Axioma Risk Monitor provides valuable insight on market risk. There are two versions of the report, one focused on multi-asset class and the other on equity.

Multi-Asset Class Risk Monitor: A Weekly Report on Market and Portfolio Risk


Read the Multi-Asset Class Risk Monitor. The report is a collection of graphs and tables showing current multi-asset factor correlations and volatilities, treasury curves, yield, spread and FX histories, model portfolio risk analysis and stress tests. Learn how to use the report in your analysis.

We offer both Multi-Asset Class and Equity Risk Monitor Newsletters weekly. To keep up-to-date on insights and trends in market and portfolio risk, please subscribe to our weekly highlights newsletters.

See our past Multi-Asset Class Risk Monitor Newsletters:

March 16, 2018 | Long yields depressed by Russian tensions, protectionist threats and central banks; Yen risk falls amid safe-haven buying

March 9, 2018 | US Treasury yields rise as risk appetite returns; Currencies continue to diverge

March 2, 2018 | Government yields fall on trade war fears; Dollar index flat as currencies diverge


Click on the image to see the full report

Equity Risk Monitor: A Daily Snapshot of Regional Risk

Subscribe to our weekly Equity Risk Monitor Newsletter.

See our past Equity Risk Monitor Newsletters:

March 15, 2018 | Short-horizon risk spread widens in the UK; Earnings Yield loses its dominance in the US small-cap realm; China’s muted reaction to better-than-expected economic data

March 8, 2018 | Italy’s extra-market risk hits a six-month peak post-election; Canadian dollar weakens amid tariff concerns; Small caps outperform in Japan

March 1, 2018 | All components of risk rise for US small caps; Momentum takes off in Australia; China’s risk climbs to the top

Download the latest report on market risk for countries and regions around the world.

Daily Risk