Our methodology to construct an unbiased factor model consists of extracting the maximum amount of market information while eliminating model-specific interference.

The Premialab Pure Factors® framework includes Carry, Low Volatility, Momentum, Quality, Size, Value, and Volatility across five asset classes.


Our platform embodies the general market consensus of risk premia as the common variance across implementations.


We synthesize information from the universe of strategies from leading providers into 50 uncorrelated factors across asset classes.


We introduce clarity into a highly fragmented market, allowing objective comparative analyses across strategies.


Our platform is based exclusively on investible strategies representing actual assets under management.


Investors can utilize our Premialab Pure Factors® model as an anchor point to navigate between various market offerings and find their portfolio's missing puzzle piece.

The Premialab Pure Factors® model captures the risk profiles associated with key market risk factors from the universe of risk premia strategies.

Monitor Factor Dynamics

Unparalleled transparency for monitoring cross-asset factor performance trends and changing market dynamics.

Reveal Factor Risks

Decomposing any fund or portfolio into independent risk factors will enhance your understanding around the risk and return drivers of your portfolio.

Control for Style Drift

Rolling regressions against the Premialab Pure Factors® highlight changes in factor exposure across time to better monitor potential style drift.

Discover the power of Premialab

Interested in learning more? Reach out to us to speak with one of our expert consultants.

Request a Demo