Factor table
Every factor, sorted by regression relevance
50 of 50 factor definitionsFactorDescriptorRegressionScore pathRead
Descriptor is the company score/rank/percentile. Regression is the stored rolling beta/correlation to the factor-return basket. Score path remains a 0-100 characteristic path.
Full factor history detail is queued.
StructuralTheme alignmentMetals / mining resources
58/100Middle exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralAI infrastructure intensityValuation pressure
20/100Very low exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralPower/grid beneficiaryValuation pressure
20/100Very low exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentValuation pressure
66/100High exposure / 95 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PricePrice momentum1M -1.06%
82/100Very high exposure / 93 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaValuation pressure
72/100High exposure / 93 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInstitutional flow13F accumulation with price confirmation
70/100High exposure / 92 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityVolatility regime betaLow-beta volatility-regime resilience
60/100Middle exposure / 92 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowFlow-momentum confluenceValuation pressure
65/100High exposure / 92 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureRelative leadershipValuation pressure
58/100Middle exposure / 90 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#7 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowFund-flow confirmationFund-flow, institutional ownership, and price confirmation
58/100Middle exposure / 90 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#7 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureCountry-sector structureAustralia · Non-Energy Minerals structure
55/100Middle exposure / 90 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#7 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings breadthEarnings acceleration with peer breadth
59/100Middle exposure / 88 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#8 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings delivery qualityValuation pressure
65/100High exposure / 88 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#8 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalGrowth accelerationFundamental snapshot acceleration
36/100Low exposure / 87 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilityValuation pressure
61/100High exposure / 85 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipValuation pressure
54/100Middle exposure / 85 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
64/100High exposure / 83 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainValuation pressure
54/100Middle exposure / 83 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityEnergy-security leverageValuation pressure
66/100High exposure / 83 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowCrowding break riskValuation pressure
51/100Middle exposure / 83 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupValuation pressure
53/100Middle exposure / 83 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowOptions pressureOption tilt n/a%, tape-confirmed
50/100Middle exposure / 82 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeValuation pressure
55/100Middle exposure / 82 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBreakout / volume5D 1.75%, volume 0.4x
67/100High exposure / 80 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralThematic demandMetals / mining resources
64/100High exposure / 80 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityVolatility risk premiumVolatility-premium resilience with options confirmation
53/100Middle exposure / 80 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityRate-cut durationValuation pressure
61/100High exposure / 80 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInsider alignmentInsider alignment and ownership confirmation
85/100Very high exposure / 78 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 23 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralIndustrial-policy beneficiaryValuation pressure
66/100High exposure / 78 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityCredit-easing beneficiaryValuation pressure
56/100Middle exposure / 78 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalMargin recoveryValuation pressure
50/100Middle exposure / 77 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowShort squeeze pressureFTD pressure plus breakout tape
32/100Low exposure / 73 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#17 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityFiscal spending betaValuation pressure
46/100Middle exposure / 73 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#17 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualityValuation pressure
52/100Middle exposure / 72 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#18 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCapital-return actionsShareholder yield, buybacks/dividends, and insider confirmation
70/100High exposure / 68 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceDrawdown repairValuation pressure
28/100Very low exposure / 60 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#25 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalQualityGross margin 44.2%, ROE 30.7%
52/100Middle exposure / 58 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#26 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCapital discipline qualityValuation pressure
58/100Middle exposure / 58 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#26 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityLiquidity / funding betaBalance-sheet and liquidity resilience
56/100Middle exposure / 53 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCatalyst evidenceMergers and acquisitions
85/100Very high exposure / 48 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 23 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalBalance-sheet resilienceDebt/equity 0.07, current ratio 2.48
75/100High exposure / 47 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#33 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalShareholder yieldValuation pressure
36/100Low exposure / 42 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#36 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBetaValuation pressure
60/100High exposure / 40 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 47 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalLeverageValuation pressure
2/100Very low exposure / 38 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#38 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalCash-conversion compounderValuation pressure
47/100Middle exposure / 38 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#38 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquiditySizeValuation pressure
45/100Low exposure / 37 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#39 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralMacro / theme tailwindAustralia · Metals / mining resources
50/100Middle exposure / 28 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#44 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalValueP/E 17.37, P/B 4.61
26/100Very low exposure / 23 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#47 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquidityLiquidityValuation pressure
40/100Low exposure / 7 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#57 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
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