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.
FundamentalGrowth accelerationFundamental snapshot acceleration
36/100Low exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
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 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInstitutional flowMild accumulation
67/100High exposure / 96 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureRelative leadershipProducer Manufacturing
53/100Middle exposure / 85 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PricePrice momentum1M -14.49%
65/100High exposure / 81 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 26 / 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 / 81 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipProducer Manufacturing
51/100Middle exposure / 81 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowFlow-momentum confluenceProducer Manufacturing
55/100Middle exposure / 77 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#7 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalValueP/E 53.04, P/B 18.75
60/100High exposure / 73 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#8 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquiditySizeProducer Manufacturing
78/100Very high exposure / 73 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#8 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings breadthEarnings acceleration with peer breadth
58/100Middle exposure / 73 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#8 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityRate-cut durationProducer Manufacturing
57/100Middle exposure / 73 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#8 of 26 / 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#9 of 26 / 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#9 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityVolatility regime betaLow-beta volatility-regime resilience
49/100Middle exposure / 65 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaProducer Manufacturing
64/100High exposure / 65 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalCash-conversion compounderProducer Manufacturing
52/100Middle exposure / 62 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInsider alignment-4.55 bps net insider value across 36 Form 3/4/5 transactions
60/100Middle exposure / 59 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalQualityGross margin 49.0%, ROE 39.7%
55/100Middle exposure / 58 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalLeverageProducer Manufacturing
10/100Very low exposure / 58 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainProducer Manufacturing
57/100Middle exposure / 58 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 26 / 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 / 54 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilityProducer Manufacturing
59/100Middle exposure / 54 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 26 / 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
43/100Low exposure / 54 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentProducer Manufacturing
65/100High exposure / 54 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowCrowding break riskProducer Manufacturing
39/100Low exposure / 54 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBetaProducer Manufacturing
67/100High exposure / 50 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureCountry-sector structureUnited States · Producer Manufacturing structure
58/100Middle exposure / 50 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeProducer Manufacturing
50/100Middle exposure / 50 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalMargin recoveryProducer Manufacturing
48/100Middle exposure / 46 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCapital discipline qualityProducer Manufacturing
50/100Middle exposure / 46 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityEnergy-security leverageProducer Manufacturing
64/100High exposure / 42 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings delivery qualityProducer Manufacturing
64/100High exposure / 42 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalShareholder yieldProducer Manufacturing
21/100Very low exposure / 38 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#17 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquidityLiquidityProducer Manufacturing
48/100Middle exposure / 38 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#17 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualityProducer Manufacturing
49/100Middle exposure / 38 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#17 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowOptions pressureOption tilt 2.5%, tape-confirmed
31/100Low exposure / 35 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#18 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityLiquidity / funding betaBalance-sheet and liquidity resilience
60/100Middle exposure / 35 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#18 of 26 / 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 / 31 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBreakout / volume5D -2.41%, volume 0.01x
37/100Low exposure / 23 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#21 of 26 / 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 / 23 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#21 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralIndustrial-policy beneficiaryProducer Manufacturing
69/100High exposure / 23 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#21 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceDrawdown repairProducer Manufacturing
15/100Very low exposure / 19 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#22 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralTheme alignmentIndustrial / exporter cycle
60/100High exposure / 19 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#22 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralThematic demandIndustrial / exporter cycle
69/100High exposure / 19 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#22 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralAI infrastructure intensityProducer Manufacturing
20/100Very low exposure / 19 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#22 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupProducer Manufacturing
38/100Low exposure / 19 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#22 of 26 / 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 / 15 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#23 of 26 / 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 / 9 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#21 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowShort squeeze pressure0.4 bps FTD value across 23 observations
14/100Very low exposure / 8 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#25 of 26 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Tracker