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 beneficiaryElectronic Technology
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.
FlowOptions pressureOption tilt n/a%, tape-confirmed
43/100Low exposure / 91 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowCrowding break riskElectronic Technology
45/100Middle 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.
PriceBreakout / volume5D 0.75%, volume 0.74x
62/100High exposure / 80 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#8 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PricePrice momentum1M -9.88%
62/100High 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.
FlowInstitutional flow13F accumulation with price confirmation
48/100Middle 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.
FlowFlow-momentum confluenceElectronic Technology
51/100Middle 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.
FundamentalQualityGross margin 52.7%, ROE 54.4%
64/100High 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.
FlowShort squeeze pressureFTD pressure plus breakout tape
28/100Very low 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.
Macro sensitivityInflation margin hedgeElectronic Technology
53/100Middle 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.
LiquiditySizeElectronic Technology
80/100Very high 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 regime betaLow-beta volatility-regime resilience
50/100Middle 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.
Macro sensitivityRate-cut durationElectronic Technology
54/100Middle 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.
LiquidityLiquidityElectronic Technology
50/100Middle 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 volatilityElectronic Technology
65/100High 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.
FundamentalCash-conversion compounderElectronic Technology
48/100Middle 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.
FundamentalValueP/E 54.14, P/B 26.86
51/100Middle 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.
StructuralTheme alignmentAI infrastructure
72/100High 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 sensitivityVolatility risk premiumVolatility-premium resilience with options confirmation
47/100Middle 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.
FundamentalRevenue acceleration leadershipElectronic Technology
46/100Middle 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.
PriceBetaElectronic Technology
69/100High 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.
StructuralAI infrastructure intensityElectronic Technology
52/100Middle 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 sensitivityCredit-easing beneficiaryElectronic Technology
45/100Low 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.
FundamentalShareholder yieldElectronic Technology
23/100Very low 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.
Market structureRelative leadershipElectronic Technology
34/100Low 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.
Market structureCountry-sector structureNetherlands · Electronic Technology structure
57/100Middle 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.
Macro sensitivityEnergy-security leverageElectronic Technology
63/100High 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.
FlowFund-flow confirmationFund-flow, institutional ownership, and price confirmation
50/100Middle 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.
Macro sensitivityLiquidity / funding betaBalance-sheet and liquidity resilience
58/100Middle 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.
FundamentalBalance-sheet resilienceDebt/equity 0.09, current ratio 1.33
52/100Middle exposure / 37 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#23 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityFiscal spending betaElectronic Technology
46/100Middle exposure / 37 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#23 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainElectronic Technology
52/100Middle 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.
EventCapital discipline qualityElectronic Technology
43/100Low 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.
StructuralMacro / theme tailwindNetherlands · AI infrastructure
64/100High 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.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
52/100Middle 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.
FundamentalLeverageElectronic Technology
3/100Very low 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.
PriceDrawdown repairElectronic Technology
15/100Very low 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.
StructuralDefense rearmament alignmentElectronic Technology
57/100Middle 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.
Market structureIdiosyncratic alphaElectronic Technology
50/100Middle exposure / 9 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#33 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralThematic demandAI infrastructure
68/100High exposure / 6 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#34 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralIndustrial-policy beneficiaryElectronic Technology
58/100Middle exposure / 6 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#34 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualityElectronic Technology
41/100Low exposure / 6 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#34 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings breadthEarnings acceleration with peer breadth
42/100Low exposure / 3 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#35 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
32/100Low exposure / 3 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#35 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalMargin recoveryElectronic Technology
38/100Low exposure / 3 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#35 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings delivery qualityElectronic Technology
53/100Middle exposure / 3 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#35 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupElectronic Technology
35/100Low exposure / 3 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#35 of 35 / 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