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 alignmentMetals / mining resources
58/100Middle exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralAI infrastructure intensityNon-Energy Minerals
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 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralPower/grid beneficiaryNon-Energy Minerals
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 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalBalance-sheet resilienceDebt/equity 0.0, current ratio 6.15
95/100Very high exposure / 98 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilityNon-Energy Minerals
72/100High exposure / 98 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityLiquidity / funding betaBalance-sheet and liquidity resilience
67/100High exposure / 97 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquiditySizeNon-Energy Minerals
60/100High exposure / 93 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 60 / 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
59/100Middle exposure / 93 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalQualityGross margin 76.6%, ROE 18.6%
82/100Very high exposure / 92 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityRate-cut durationNon-Energy Minerals
68/100High exposure / 92 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowCrowding break riskNon-Energy Minerals
53/100Middle exposure / 92 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalGrowth accelerationFundamental snapshot acceleration
36/100Low exposure / 87 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityVolatility regime betaLow-beta volatility-regime resilience
58/100Middle exposure / 87 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBreakout / volume5D -2.31%, volume 0.95x
68/100High exposure / 82 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralMacro / theme tailwindCanada · Metals / mining resources
51/100Middle exposure / 82 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityEnergy-security leverageNon-Energy Minerals
66/100High exposure / 82 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityCredit-easing beneficiaryNon-Energy Minerals
56/100Middle exposure / 80 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowOptions pressureOption tilt n/a%, tape-confirmed
47/100Middle exposure / 75 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureRelative leadershipNon-Energy Minerals
39/100Low exposure / 72 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#18 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralIndustrial-policy beneficiaryNon-Energy Minerals
65/100High exposure / 70 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PricePrice momentum1M -11.53%
59/100Middle exposure / 68 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInstitutional flow13F accumulation with price confirmation
49/100Middle exposure / 68 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralThematic demandMetals / mining resources
54/100Middle exposure / 68 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowShort squeeze pressureFTD pressure plus breakout tape
30/100Very low exposure / 68 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureCountry-sector structureCanada · Non-Energy Minerals structure
49/100Middle exposure / 67 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#21 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentNon-Energy Minerals
56/100Middle exposure / 65 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#22 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalMargin recoveryNon-Energy Minerals
47/100Middle exposure / 65 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#22 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipNon-Energy Minerals
46/100Middle exposure / 65 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#22 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowFlow-momentum confluenceNon-Energy Minerals
51/100Middle exposure / 65 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#22 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquidityLiquidityNon-Energy Minerals
49/100Middle exposure / 63 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#23 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeNon-Energy Minerals
52/100Middle exposure / 63 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#23 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaNon-Energy Minerals
55/100Middle exposure / 63 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#23 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityFiscal spending betaNon-Energy Minerals
44/100Low exposure / 62 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#24 of 60 / 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
48/100Middle exposure / 60 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#25 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalCash-conversion compounderNon-Energy Minerals
58/100Middle exposure / 60 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#25 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings delivery qualityNon-Energy Minerals
54/100Middle exposure / 60 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#25 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupNon-Energy Minerals
40/100Low exposure / 58 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#26 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings breadthEarnings acceleration with peer breadth
41/100Low exposure / 57 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#27 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainNon-Energy Minerals
48/100Middle exposure / 55 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#28 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalValueP/E 29.41, P/B 4.92
40/100Low exposure / 43 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#35 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualityNon-Energy Minerals
45/100Low exposure / 43 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#35 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCapital discipline qualityNon-Energy Minerals
53/100Middle exposure / 40 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#37 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
39/100Low exposure / 30 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#43 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceDrawdown repairNon-Energy Minerals
22/100Very low exposure / 20 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#49 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalShareholder yieldNon-Energy Minerals
16/100Very low exposure / 17 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#51 of 60 / 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
19/100Very low exposure / 10 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#55 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalLeverageNon-Energy Minerals
0/100Very low exposure / 5 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#58 of 60 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBetaInput coverage is not sufficient yet.
n/aNo score / n/a
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression linkRank unavailable / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCatalyst evidenceInput coverage is not sufficient yet.
n/aNo score / n/a
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression linkRank unavailable / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInsider alignmentInput coverage is not sufficient yet.
n/aNo score / n/a
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression linkRank unavailable / The company has a score, but no stored rolling beta to the factor-return basket yet.
Tracker