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.
FundamentalShareholder yieldNon-Energy Minerals
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 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
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 54 / 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 54 / 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 54 / 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
88/100Very high exposure / 96 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalGrowth accelerationFundamental snapshot acceleration
36/100Low exposure / 93 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualityNon-Energy Minerals
59/100Middle exposure / 93 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalCash-conversion compounderNon-Energy Minerals
67/100High exposure / 93 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCapital discipline qualityNon-Energy Minerals
71/100High exposure / 93 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquiditySizeNon-Energy Minerals
58/100Middle exposure / 89 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#7 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalLeverageNon-Energy Minerals
13/100Very low exposure / 85 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalValueP/E 8.17, P/B 3.42
75/100Very high exposure / 83 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
57/100Middle exposure / 83 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalQualityGross margin 54.2%, ROE 52.5%
64/100High exposure / 72 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeNon-Energy Minerals
53/100Middle exposure / 72 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 of 54 / 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
45/100Middle exposure / 67 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilityNon-Energy Minerals
53/100Middle exposure / 61 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#22 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings delivery qualityNon-Energy Minerals
51/100Middle exposure / 61 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#22 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalMargin recoveryNon-Energy Minerals
42/100Low exposure / 50 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#28 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceDrawdown repairNon-Energy Minerals
26/100Very low exposure / 39 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#34 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralMacro / theme tailwindSouth Africa · Metals / mining resources
50/100Middle exposure / 31 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#38 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentNon-Energy Minerals
44/100Low exposure / 31 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#38 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureCountry-sector structureSouth Africa · Non-Energy Minerals structure
43/100Low exposure / 26 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#41 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaNon-Energy Minerals
37/100Low exposure / 26 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#41 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalBalance-sheet resilienceDebt/equity 0.38, current ratio 1.75
54/100Middle exposure / 24 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#42 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquidityLiquidityNon-Energy Minerals
43/100Low exposure / 24 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#42 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityLiquidity / funding betaBalance-sheet and liquidity resilience
50/100Middle exposure / 24 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#42 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityVolatility regime betaLow-beta volatility-regime resilience
35/100Low exposure / 24 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#42 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityRate-cut durationNon-Energy Minerals
44/100Low exposure / 24 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#42 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowCrowding break riskNon-Energy Minerals
32/100Low exposure / 24 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#42 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureRelative leadershipNon-Energy Minerals
20/100Very low exposure / 22 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#43 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralThematic demandMetals / mining resources
54/100Middle exposure / 20 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#44 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralIndustrial-policy beneficiaryNon-Energy Minerals
49/100Middle exposure / 20 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#44 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInstitutional flow13F accumulation with price confirmation
22/100Very low exposure / 19 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#45 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings breadthEarnings acceleration with peer breadth
33/100Low exposure / 19 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#45 of 54 / 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
35/100Low exposure / 19 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#45 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainNon-Energy Minerals
40/100Low exposure / 19 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#45 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityFiscal spending betaNon-Energy Minerals
37/100Low exposure / 19 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#45 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBreakout / volume5D -6.3%, volume 0.67x
29/100Very low exposure / 15 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#47 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityEnergy-security leverageNon-Energy Minerals
46/100Middle exposure / 15 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#47 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipNon-Energy Minerals
30/100Low exposure / 15 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#47 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowFlow-momentum confluenceNon-Energy Minerals
24/100Very low exposure / 15 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#47 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PricePrice momentum1M -17.74%
23/100Very low exposure / 13 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#48 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowShort squeeze pressureFTD pressure plus breakout tape
14/100Very low exposure / 13 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#48 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityCredit-easing beneficiaryNon-Energy Minerals
36/100Low exposure / 13 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#48 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowOptions pressureOption tilt n/a%, tape-confirmed
18/100Very low exposure / 11 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#49 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupNon-Energy Minerals
23/100Very low exposure / 11 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#49 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBetaNon-Energy Minerals
25/100Very low exposure / 10 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#39 of 42 / 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