The Northfield Macroeconomic Equity Model is a multi-factor US risk model to allow the user to monitor and gauge risk, and to integrate the return and risk characteristics of macroeconomic factors into the stock selection and portfolio management process.
- Captures risk by measuring a stock's exposure to pervasive economic factors
- Produces a portfolio that minimizes the tracking error versus benchmark
- Tilts a portfolio to take advantage of expected changes in any of seven macroeconomic variables
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