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.
StructuralMacro / theme tailwindUnited States · Energy / resources
68/100High exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 21 / 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 / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalGrowth accelerationFundamental snapshot acceleration
36/100Low exposure / 95 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 21 / 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 / 95 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquiditySizeSEC disclosure evidence
69/100High exposure / 90 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralTheme alignmentEnergy / resources
58/100Middle exposure / 86 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalBalance-sheet resilienceDebt/equity 0.36, current ratio 1.29
56/100Middle exposure / 81 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalValueP/E 19.98, P/B 2.22
61/100High exposure / 76 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
67/100High exposure / 76 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalCash-conversion compounderSEC disclosure evidence
54/100Middle exposure / 76 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCapital discipline qualitySEC disclosure evidence
56/100Middle exposure / 76 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 21 / 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 / 71 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#7 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInsider alignment-1.38 bps net insider value across 4 Form 3/4/5 transactions
73/100High exposure / 71 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#7 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralIndustrial-policy beneficiarySEC disclosure evidence
68/100High exposure / 71 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#7 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilitySEC disclosure evidence
84/100Very high exposure / 67 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#8 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityVolatility regime betaLow-beta volatility-regime resilience
55/100Middle exposure / 67 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#8 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalQualityGross margin 23.5%, ROE 11.2%
49/100Middle exposure / 62 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityRate-cut durationSEC disclosure evidence
45/100Middle exposure / 62 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalMargin recoverySEC disclosure evidence
52/100Middle exposure / 62 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings delivery qualitySEC disclosure evidence
66/100High exposure / 62 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBetaSEC disclosure evidence
10/100Very low exposure / 57 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceDrawdown repairSEC disclosure evidence
27/100Very low exposure / 57 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityCredit-easing beneficiarySEC disclosure evidence
42/100Low exposure / 57 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityEnergy-security leverageSEC disclosure evidence
56/100Middle exposure / 52 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualitySEC disclosure evidence
58/100Middle exposure / 52 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalShareholder yieldSEC disclosure evidence
49/100Middle exposure / 48 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInstitutional flowMild accumulation
54/100Middle exposure / 48 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBreakout / volume5D 5.53%, volume 0.42x
45/100Middle exposure / 43 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 21 / 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
69/100High exposure / 43 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupSEC disclosure evidence
48/100Middle exposure / 43 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquidityLiquiditySEC disclosure evidence
45/100Middle exposure / 38 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PricePrice momentum1M 8.55%
40/100Low exposure / 38 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureRelative leadershipSEC disclosure evidence
21/100Very low exposure / 38 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings breadthEarnings acceleration with peer breadth
51/100Middle exposure / 38 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowShort squeeze pressure1.1 bps FTD value across 14 observations
25/100Very low exposure / 38 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 21 / 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
64/100High exposure / 38 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureCountry-sector structureUnited States · Energy Minerals structure
49/100Middle exposure / 38 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentSEC disclosure evidence
65/100High exposure / 38 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaSEC disclosure evidence
69/100High exposure / 38 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowFlow-momentum confluenceSEC disclosure evidence
43/100Low exposure / 38 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalLeverageSEC disclosure evidence
12/100Very low exposure / 33 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 21 / 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
49/100Middle exposure / 33 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipSEC disclosure evidence
36/100Low exposure / 33 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowCrowding break riskSEC disclosure evidence
49/100Middle exposure / 33 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainSEC disclosure evidence
47/100Middle exposure / 29 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeSEC disclosure evidence
51/100Middle exposure / 29 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCatalyst evidenceCOP: FY26 guidance targets 2.3 MMBOED production and $12B+ capex, with strong Brent price sensitivity
97/100Very high exposure / 24 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#17 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralThematic demandEnergy / resources
74/100High exposure / 24 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#17 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityFiscal spending betaSEC disclosure evidence
43/100Low exposure / 24 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#17 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowOptions pressureOption tilt 6.6%, tape-confirmed
29/100Very low exposure / 19 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#18 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Tracker