# Axioma Equity Factor Risk Models

Global, regional and single-country fundamental and statistical equity factor risk models across ultra-short to medium horizons, with customizable Risk Model Machine.

- ID: p-market-tool-135
- URL: https://registry.earningscalls.dev/products/axioma-equity-factor-risk-models/
- Product type: software
- Category: quant-factors-signals
- Updated: 2026-09-29
- Revision: 1

## Features

- Fundamental and statistical factor models
- History from 1997 (1982 for US)
- Pure Factor Portfolios
- Custom models via Risk Model Machine

## Markets and interfaces

Global, regional and single-country equities; delivered as flat files for third-party systems or integrated with SimCorp construction, attribution and risk tools.

## Pricing

No public pricing; available via sales.

## Attributes

- API available (api_available): Unknown (not documented)
- MCP available (mcp_available): Unknown (not documented)
- Webhooks available (webhooks_available): Unknown (not documented)
- Platforms & interfaces (platforms): Desktop

## Publisher rating (NOT a user rating)

4.5/5. Basis: editorial_assessment.
Strong fit for quants who want flat-file factor models usable in their own optimizers, including short-horizon trading variants. Delivery is file-based; confirm integration effort and model variants needed.
[Methodology](https://registry.earningscalls.dev/methodology/)

## User ratings

Count: 0. Average: unknown. Only genuine published reviews are counted.

## Sources

- [Official product page](https://www.simcorp.com/solutions/axioma-solutions/axioma-factor-risk-models/axioma-equity-factor-risk-models) — 2026-09-29; official_page_or_index

Official product information reviewed on September 29, 2026; performance and data quality were not tested hands-on.

[Complete JSON record](https://registry.earningscalls.dev/data/v1/products/p-market-tool-135.json)

All information is provided for informational purposes only, without any guarantee or warranty as to accuracy, completeness, or currency. Verify facts with the linked sources before relying on them.