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.
EventCatalyst evidenceLam Research CEO Sees AI Fueling $140 Billion Chip Equipment Boom
100/100Very high exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 34 / 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 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.
PriceBetaSEC disclosure evidence
100/100Very high 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.
EventCapital discipline qualitySEC disclosure evidence
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.
Macro sensitivityRate-cut durationSEC disclosure evidence
54/100Middle 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.
FundamentalBalance-sheet resilienceDebt/equity 0.35, current ratio 2.54
69/100High 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.
FundamentalPricing-power qualitySEC disclosure evidence
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.
FundamentalQualityGross margin 50.0%, ROE 66.8%
58/100Middle 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.
FundamentalEarnings delivery qualitySEC disclosure evidence
67/100High 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.
FlowInsider alignment-2.21 bps net insider value across 54 Form 3/4/5 transactions
52/100Middle exposure / 62 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalMargin recoverySEC disclosure evidence
53/100Middle 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.
Macro sensitivityCredit-easing beneficiarySEC disclosure evidence
47/100Middle 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.
LiquiditySizeSEC disclosure evidence
76/100Very high 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-return actionsShareholder yield, buybacks/dividends, and insider confirmation
53/100Middle 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.
StructuralIndustrial-policy beneficiarySEC disclosure evidence
70/100High 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.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
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.
FundamentalLeverageSEC disclosure evidence
12/100Very 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.
PricePrice momentum1M -17.72%
51/100Middle 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.
StructuralAI infrastructure intensitySEC disclosure evidence
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.
Macro sensitivityInflation margin hedgeSEC disclosure evidence
48/100Middle 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.
FundamentalCash-conversion compounderSEC disclosure evidence
45/100Low 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.
FundamentalShareholder yieldSEC disclosure evidence
22/100Very 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.
FlowInstitutional flowStable ownership
36/100Low 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.
LiquidityLiquiditySEC disclosure evidence
47/100Middle 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.
PriceDrawdown repairSEC disclosure evidence
19/100Very low 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.
Macro sensitivityVolatility regime betaLow-beta volatility-regime resilience
43/100Low 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.
Macro sensitivityEnergy-security leverageSEC disclosure evidence
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.
FundamentalRevenue acceleration leadershipSEC disclosure evidence
40/100Low 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.
Macro sensitivityLiquidity / funding betaBalance-sheet and liquidity resilience
57/100Middle 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.
FlowCrowding break riskSEC disclosure evidence
23/100Very low 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.
FlowFlow-momentum confluenceSEC disclosure evidence
40/100Low 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.
FundamentalEarnings breadthEarnings acceleration with peer breadth
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.
StructuralThematic demandIndustrial / exporter cycle
74/100High 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.
FlowFund-flow confirmationFund-flow, institutional ownership, and price confirmation
45/100Middle 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.
Market structureIdiosyncratic alphaSEC disclosure evidence
56/100Middle 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.
FlowSentiment reversal setupSEC disclosure evidence
43/100Low 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.
FundamentalValueP/E 57.9, P/B 36.24
29/100Very low exposure / 23 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#28 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureRelative leadershipSEC disclosure evidence
24/100Very low exposure / 23 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#28 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowOptions pressureOption tilt -5.4%, tape-confirmed
27/100Very low exposure / 23 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#28 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentSEC disclosure evidence
58/100Middle exposure / 23 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#28 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilitySEC disclosure evidence
49/100Middle 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.
StructuralReshoring supply-chainSEC disclosure evidence
48/100Middle 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.
PriceBreakout / volume5D -0.27%, volume 0.6x
37/100Low exposure / 17 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#30 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
30/100Very 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.
Macro sensitivityFiscal spending betaSEC disclosure evidence
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.
FlowShort squeeze pressure1.2 bps FTD value across 14 observations
17/100Very low 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.
Market structureCountry-sector structureUnited States · Producer Manufacturing structure
48/100Middle 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