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.
FundamentalQualityGross margin 80.3%, ROE 132.4%
79/100Very high exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
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 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralPower/grid beneficiarySEC disclosure evidence
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 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings delivery qualitySEC disclosure evidence
73/100High exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilitySEC disclosure evidence
83/100Very high exposure / 96 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeSEC disclosure evidence
62/100High exposure / 96 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PricePrice momentum1M 8.72%
77/100Very high exposure / 92 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureRelative leadershipSEC disclosure evidence
73/100High exposure / 92 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings breadthEarnings acceleration with peer breadth
67/100High exposure / 92 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureCountry-sector structureUnited States · Technology Services structure
67/100High exposure / 92 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentSEC disclosure evidence
76/100Very high exposure / 92 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainSEC disclosure evidence
65/100High exposure / 92 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityFiscal spending betaSEC disclosure evidence
57/100Middle exposure / 92 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalMargin recoverySEC disclosure evidence
56/100Middle exposure / 92 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipSEC disclosure evidence
58/100Middle exposure / 92 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 24 / 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
61/100High exposure / 88 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 24 / 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
65/100High exposure / 88 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityRate-cut durationSEC disclosure evidence
61/100High exposure / 88 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBreakout / volume5D -2.13%, volume 0.62x
66/100High exposure / 83 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityVolatility regime betaLow-beta volatility-regime resilience
59/100Middle exposure / 83 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaSEC disclosure evidence
72/100High exposure / 83 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralAI infrastructure intensitySEC disclosure evidence
20/100Very low exposure / 79 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualitySEC disclosure evidence
57/100Middle exposure / 75 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#7 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralMacro / theme tailwindUnited States · Software / digital services
71/100High exposure / 71 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#8 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInstitutional flowInstitutional distribution
50/100Middle exposure / 71 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#8 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowFlow-momentum confluenceSEC disclosure evidence
56/100Middle exposure / 71 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#8 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquiditySizeSEC disclosure evidence
68/100High exposure / 67 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralTheme alignmentSoftware / digital services
56/100Middle exposure / 67 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityLiquidity / funding betaBalance-sheet and liquidity resilience
63/100High exposure / 67 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralIndustrial-policy beneficiarySEC disclosure evidence
70/100High exposure / 67 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityEnergy-security leverageSEC disclosure evidence
64/100High exposure / 67 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityCredit-easing beneficiarySEC disclosure evidence
48/100Middle exposure / 62 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupSEC disclosure evidence
49/100Middle exposure / 62 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowOptions pressureOption tilt -15.7%, tape-confirmed
36/100Low exposure / 58 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalLeverageSEC disclosure evidence
17/100Very low exposure / 57 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 23 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralThematic demandSoftware / digital services
73/100High exposure / 50 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCapital discipline qualitySEC disclosure evidence
50/100Middle exposure / 50 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquidityLiquiditySEC disclosure evidence
46/100Middle exposure / 42 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
54/100Middle exposure / 42 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBetaSEC disclosure evidence
17/100Very low exposure / 38 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalBalance-sheet resilienceDebt/equity 0.5, current ratio 1.15
51/100Middle exposure / 38 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalCash-conversion compounderSEC disclosure evidence
43/100Low exposure / 38 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCatalyst evidenceFortinet Is Maintained at Buy by Truist Securities
93/100Very high exposure / 33 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 18 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalShareholder yieldSEC disclosure evidence
22/100Very low exposure / 29 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#18 of 24 / 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
49/100Middle exposure / 25 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowCrowding break riskSEC disclosure evidence
26/100Very low exposure / 25 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInsider alignment-3.78 bps net insider value across 36 Form 3/4/5 transactions
38/100Low exposure / 22 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 18 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalValueP/E 61.96, P/B 118.93
22/100Very low exposure / 21 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowShort squeeze pressure0.4 bps FTD value across 18 observations
20/100Very low exposure / 17 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#21 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceDrawdown repairSEC disclosure evidence
16/100Very low exposure / 8 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#23 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Tracker