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.
StructuralPower/grid beneficiaryProducer Manufacturing
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 35 / 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 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInstitutional flowMild accumulation
67/100High exposure / 97 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureRelative leadershipProducer Manufacturing
55/100Middle exposure / 89 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 35 / 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
59/100Middle exposure / 89 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipProducer Manufacturing
50/100Middle exposure / 89 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowFlow-momentum confluenceProducer Manufacturing
55/100Middle exposure / 89 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PricePrice momentum1M -8.26%
63/100High exposure / 83 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#7 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaProducer Manufacturing
66/100High exposure / 77 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInsider alignment-4.88 bps net insider value across 36 Form 3/4/5 transactions
59/100Middle exposure / 74 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityRate-cut durationProducer Manufacturing
55/100Middle exposure / 74 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityVolatility regime betaLow-beta volatility-regime resilience
51/100Middle exposure / 71 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowCrowding break riskProducer Manufacturing
41/100Low exposure / 71 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalBalance-sheet resilienceDebt/equity 0.3, current ratio 2.51
71/100High exposure / 69 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityFiscal spending betaProducer Manufacturing
50/100Middle exposure / 69 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityCredit-easing beneficiaryProducer Manufacturing
50/100Middle exposure / 69 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 35 / 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
49/100Middle exposure / 66 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 35 / 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 / 63 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilityProducer Manufacturing
64/100High exposure / 60 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityLiquidity / funding betaBalance-sheet and liquidity resilience
61/100High exposure / 60 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalCash-conversion compounderProducer Manufacturing
48/100Middle exposure / 60 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalQualityGross margin 49.0%, ROE 39.7%
51/100Middle exposure / 57 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquiditySizeProducer Manufacturing
77/100Very high exposure / 57 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentProducer Manufacturing
66/100High exposure / 54 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#17 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainProducer Manufacturing
57/100Middle exposure / 54 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#17 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityEnergy-security leverageProducer Manufacturing
64/100High exposure / 54 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#17 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCapital discipline qualityProducer Manufacturing
49/100Middle exposure / 54 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#17 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureCountry-sector structureUnited States · Producer Manufacturing structure
59/100Middle exposure / 51 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#18 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeProducer Manufacturing
49/100Middle exposure / 49 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalValueP/E 49.39, P/B 17.46
47/100Middle exposure / 46 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceDrawdown repairProducer Manufacturing
20/100Very low exposure / 46 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralAI infrastructure intensityProducer Manufacturing
20/100Very low exposure / 46 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralIndustrial-policy beneficiaryProducer Manufacturing
69/100High exposure / 46 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalLeverageProducer Manufacturing
10/100Very low exposure / 43 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#21 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBetaProducer Manufacturing
51/100Middle exposure / 40 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#22 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralTheme alignmentIndustrial / exporter cycle
60/100High exposure / 40 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#22 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
56/100Middle exposure / 40 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#22 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowOptions pressureOption tilt 2.5%, tape-confirmed
32/100Low exposure / 40 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#22 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings delivery qualityProducer Manufacturing
63/100High exposure / 40 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#22 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualityProducer Manufacturing
49/100Middle exposure / 34 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#24 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalMargin recoveryProducer Manufacturing
48/100Middle exposure / 34 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#24 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBreakout / volume5D 0.93%, volume 0.52x
44/100Low exposure / 31 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#25 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalShareholder yieldProducer Manufacturing
21/100Very low exposure / 29 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#26 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquidityLiquidityProducer Manufacturing
47/100Middle exposure / 29 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#26 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowShort squeeze pressure0.5 bps FTD value across 23 observations
19/100Very low exposure / 26 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#27 of 35 / 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
51/100Middle exposure / 20 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCatalyst evidenceApplied Materials , Inc . $AMAT Shares Sold by Johnson Financial Group Inc .
86/100Very high exposure / 15 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#30 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupProducer Manufacturing
42/100Low exposure / 14 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#31 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralMacro / theme tailwindUnited States · Industrial / exporter cycle
61/100High exposure / 11 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#32 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralThematic demandIndustrial / exporter cycle
69/100High exposure / 11 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#32 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Tracker