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 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilityUtilities
91/100Very high exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 31 / 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
77/100Very high exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralAI infrastructure intensityUtilities
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 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PricePrice momentum1M 2.31%
88/100Very high exposure / 97 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureRelative leadershipUtilities
48/100Middle exposure / 97 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityVolatility regime betaLow-beta volatility-regime resilience
65/100High exposure / 97 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityEnergy-security leverageUtilities
61/100High exposure / 97 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityRate-cut durationUtilities
57/100Middle exposure / 97 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeUtilities
62/100High exposure / 97 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipUtilities
53/100Middle exposure / 97 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBetaUtilities
0/100Very low exposure / 94 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralTheme alignmentUtilities / power infrastructure
57/100Middle exposure / 94 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralMacro / theme tailwindUnited States · Utilities / power infrastructure
64/100High exposure / 94 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowOptions pressureOption tilt 46.8%, tape-confirmed
51/100Middle exposure / 90 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureCountry-sector structureUnited States · Utilities structure
56/100Middle exposure / 90 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityFiscal spending betaUtilities
47/100Middle exposure / 90 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityCredit-easing beneficiaryUtilities
44/100Low exposure / 90 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralPower/grid beneficiaryUtilities
51/100Middle exposure / 87 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowFlow-momentum confluenceUtilities
60/100High exposure / 87 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquiditySizeUtilities
63/100High exposure / 84 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainUtilities
53/100Middle exposure / 84 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 31 / 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 / 81 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#7 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalQualityGross margin 53.1%, ROE 10.5%
68/100High exposure / 77 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#8 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalBalance-sheet resilienceDebt/equity 1.78, current ratio 0.78
35/100Low exposure / 77 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#8 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalShareholder yieldUtilities
27/100Very low exposure / 74 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalCash-conversion compounderUtilities
45/100Middle exposure / 74 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings breadthEarnings acceleration with peer breadth
56/100Middle exposure / 68 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentUtilities
70/100High exposure / 68 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCapital discipline qualityUtilities
43/100Low exposure / 68 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalValueP/E 20.81, P/B 2.2
51/100Middle exposure / 61 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBreakout / volume5D -2.37%, volume 0.24x
51/100Middle exposure / 58 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 31 / 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
52/100Middle exposure / 58 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualityUtilities
53/100Middle exposure / 58 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalLeverageUtilities
59/100Middle exposure / 55 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInstitutional flowMild distribution
51/100Middle exposure / 42 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalMargin recoveryUtilities
49/100Middle exposure / 42 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings delivery qualityUtilities
62/100High exposure / 42 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowShort squeeze pressure7.1 bps FTD value across 10 observations
19/100Very low exposure / 39 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaUtilities
70/100High exposure / 35 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#21 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInsider alignment0.41 bps net insider value across 9 Form 3/4/5 transactions
58/100Middle exposure / 29 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#23 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowCrowding break riskUtilities
41/100Low exposure / 26 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#24 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralIndustrial-policy beneficiaryUtilities
59/100Middle exposure / 16 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#27 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupUtilities
41/100Low exposure / 13 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#28 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceDrawdown repairUtilities
10/100Very low exposure / 10 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquidityLiquidityUtilities
41/100Low exposure / 6 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#30 of 31 / 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
42/100Low exposure / 6 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#30 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCatalyst evidenceNextEra to buy Quantum-backed energy firm Caliber, set up US shale JV, sources say
82/100Very high exposure / 3 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#31 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
43/100Low exposure / 3 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#31 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralThematic demandUtilities / power infrastructure
68/100High exposure / 3 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#31 of 31 / The company has a score, but no stored rolling beta to the factor-return basket yet.
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