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.
StructuralAI infrastructure intensityConsumer Services
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 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralPower/grid beneficiaryConsumer Services
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 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalGrowth accelerationFundamental snapshot acceleration
36/100Low exposure / 97 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalLeverageConsumer Services
8/100Very low exposure / 67 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
52/100Middle exposure / 67 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalValueP/E 11.33, P/B 1.19
54/100Middle exposure / 64 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalShareholder yieldConsumer Services
28/100Very low exposure / 61 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalQualityGross margin 66.7%, ROE 11.4%
54/100Middle exposure / 58 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings delivery qualityConsumer Services
46/100Middle exposure / 52 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#17 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilityConsumer Services
49/100Middle exposure / 45 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowShort squeeze pressureFTD pressure plus breakout tape
28/100Very low exposure / 45 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 33 / 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
42/100Low exposure / 45 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualityConsumer Services
39/100Low exposure / 45 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalCash-conversion compounderConsumer Services
47/100Middle exposure / 45 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquiditySizeConsumer Services
43/100Low exposure / 42 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBreakout / volume5D 1.28%, volume 0.7x
42/100Low exposure / 42 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalMargin recoveryConsumer Services
42/100Low exposure / 42 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceDrawdown repairConsumer Services
35/100Low exposure / 39 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#21 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralTheme alignmentConsumer discretionary / retail
54/100Middle exposure / 39 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#21 of 33 / 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
28/100Very low exposure / 33 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#23 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCapital discipline qualityConsumer Services
40/100Low exposure / 33 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#23 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureRelative leadershipConsumer Services
23/100Very low exposure / 30 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#24 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowCrowding break riskConsumer Services
32/100Low exposure / 30 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#24 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupConsumer Services
35/100Low exposure / 30 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#24 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBetaConsumer Services
40/100Low exposure / 27 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#25 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityVolatility regime betaLow-beta volatility-regime resilience
35/100Low exposure / 27 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#25 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInstitutional flow13F accumulation with price confirmation
22/100Very low exposure / 24 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#26 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentConsumer Services
42/100Low exposure / 24 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#26 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeConsumer Services
37/100Low exposure / 24 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#26 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaConsumer Services
36/100Low exposure / 24 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#26 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings breadthEarnings acceleration with peer breadth
33/100Low exposure / 21 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#27 of 33 / 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
33/100Low exposure / 21 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#27 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipConsumer Services
29/100Very low exposure / 21 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#27 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalBalance-sheet resilienceDebt/equity 0.23, current ratio 1.38
53/100Middle exposure / 18 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#28 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquidityLiquidityConsumer Services
38/100Low exposure / 18 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#28 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowOptions pressureOption tilt n/a%, tape-confirmed
22/100Very low exposure / 18 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#28 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityRate-cut durationConsumer Services
41/100Low exposure / 18 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#28 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PricePrice momentum1M -7.32%
20/100Very low exposure / 15 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityLiquidity / funding betaBalance-sheet and liquidity resilience
47/100Middle exposure / 15 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowFlow-momentum confluenceConsumer Services
24/100Very low exposure / 15 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralIndustrial-policy beneficiaryConsumer Services
47/100Middle exposure / 12 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#30 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainConsumer Services
38/100Low exposure / 12 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#30 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityFiscal spending betaConsumer Services
36/100Low exposure / 12 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#30 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralThematic demandConsumer discretionary / retail
50/100Middle exposure / 9 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#31 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureCountry-sector structureHong Kong · Consumer Services structure
41/100Low exposure / 9 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#31 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityEnergy-security leverageConsumer Services
43/100Low exposure / 9 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#31 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityCredit-easing beneficiaryConsumer Services
37/100Low exposure / 9 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#31 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralMacro / theme tailwindHong Kong · Consumer discretionary / retail
47/100Middle exposure / 6 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#32 of 33 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCatalyst evidenceInput coverage is not sufficient yet.
n/aNo score / n/a
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression linkRank unavailable / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInsider alignmentInput coverage is not sufficient yet.
n/aNo score / n/a
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression linkRank unavailable / The company has a score, but no stored rolling beta to the factor-return basket yet.
Tracker