The Northfield Global FTSE EPRA/NAREIT REIT Risk Model is a multi-factor risk model developed specifically for the Global Real Estate Investment Trust market. The model is solidly founded on the classification of global REITs into different sector and regional segments constructed using the FTSE EPRA/NAREIT Indices.
- Relates each security's return time-series to the returns of a global real estate market index factor, a global sector-grouping index factor, a size factor, a regional index factor and a currency factor
- Covers Asia, Europe and North America regions
- Includes all the REITs in the FTSE EPRA/NAREIT global index