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.
StructuralTheme alignmentHealthcare / therapeutics
56/100Middle exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralMacro / theme tailwindUnited States · Healthcare / therapeutics
72/100High exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCatalyst evidenceThermo Fisher beats quarterly estimates as customer demand improves
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 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralThematic demandHealthcare / therapeutics
76/100Very high exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralAI infrastructure intensityOpportunity setup
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 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralPower/grid beneficiaryOpportunity setup
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 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquidityLiquidityOpportunity setup
55/100Middle exposure / 97 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalGrowth accelerationFundamental snapshot acceleration
39/100Low exposure / 95 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquiditySizeOpportunity setup
68/100High exposure / 81 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralIndustrial-policy beneficiaryOpportunity setup
71/100High exposure / 75 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityLiquidity / funding betaBalance-sheet and liquidity resilience
64/100High exposure / 73 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#17 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings delivery qualityOpportunity setup
67/100High exposure / 71 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#18 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityFiscal spending betaOpportunity setup
50/100Middle exposure / 69 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBetaOpportunity setup
16/100Very low exposure / 63 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#23 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainOpportunity setup
54/100Middle exposure / 61 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#24 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalBalance-sheet resilienceDebt/equity 0.53, current ratio 1.65
57/100Middle exposure / 59 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#25 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalCash-conversion compounderOpportunity setup
48/100Middle exposure / 59 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#25 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
63/100High exposure / 56 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#27 of 59 / 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 / 56 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#27 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualityOpportunity setup
56/100Middle exposure / 56 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#27 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalMargin recoveryOpportunity setup
52/100Middle exposure / 56 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#27 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowOptions pressureOption tilt 19.0%, tape-confirmed
35/100Low exposure / 54 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#28 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureCountry-sector structureUnited States · Health Technology structure
54/100Middle exposure / 54 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#28 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipOpportunity setup
41/100Low exposure / 54 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#28 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalValueP/E 31.81, P/B 2.39
49/100Middle exposure / 53 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureRelative leadershipOpportunity setup
33/100Low exposure / 53 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 59 / 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
47/100Middle exposure / 53 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityRate-cut durationOpportunity setup
46/100Middle exposure / 53 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityCredit-easing beneficiaryOpportunity setup
42/100Low exposure / 53 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupOpportunity setup
46/100Middle exposure / 53 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalQualityGross margin 59.0%, ROE 7.6%
50/100Middle exposure / 52 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 58 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBreakout / volume5D -7.11%, volume 0.59x
44/100Low exposure / 51 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#30 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalShareholder yieldOpportunity setup
36/100Low exposure / 49 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#31 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceDrawdown repairOpportunity setup
21/100Very low exposure / 49 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#31 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInsider alignment-0.04 bps net insider value across 12 Form 3/4/5 transactions
48/100Middle exposure / 49 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#31 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentOpportunity setup
66/100High exposure / 49 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#31 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCapital discipline qualityOpportunity setup
51/100Middle exposure / 49 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#31 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityEnergy-security leverageOpportunity setup
55/100Middle exposure / 47 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#32 of 59 / 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
60/100High exposure / 46 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#33 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaOpportunity setup
64/100High exposure / 46 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#33 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowCrowding break riskOpportunity setup
30/100Low exposure / 44 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#34 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityVolatility regime betaLow-beta volatility-regime resilience
48/100Middle exposure / 41 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#36 of 59 / 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
61/100High exposure / 41 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#36 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalLeverageOpportunity setup
18/100Very low exposure / 40 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#31 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilityOpportunity setup
74/100High exposure / 37 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#38 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeOpportunity setup
49/100Middle exposure / 37 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#38 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowShort squeeze pressure8.9 bps FTD value across 11 observations
18/100Very low exposure / 36 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#39 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PricePrice momentum1M 5.79%
37/100Low exposure / 34 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#40 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowFlow-momentum confluenceOpportunity setup
36/100Low exposure / 34 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#40 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInstitutional flowInstitutional distribution
23/100Very low exposure / 27 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#44 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Tracker