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.
StructuralPower/grid beneficiaryFinance
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 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalGrowth accelerationFundamental snapshot acceleration
36/100Low exposure / 97 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalLeverageFinance
94/100Very high exposure / 94 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 35 / 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
58/100Middle exposure / 91 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalQualityGross margin 96.6%, ROE 232.6%
72/100High exposure / 89 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalShareholder yieldFinance
32/100Low exposure / 89 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilityFinance
74/100High exposure / 89 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeFinance
57/100Middle exposure / 86 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualityFinance
56/100Middle exposure / 86 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBreakout / volume5D -2.39%, volume 0.69x
63/100High exposure / 77 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquidityLiquidityFinance
52/100Middle exposure / 71 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PricePrice momentum1M 9.92%
61/100High exposure / 69 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipFinance
48/100Middle exposure / 69 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralTheme alignmentDigital finance platform
74/100High exposure / 66 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityVolatility regime betaLow-beta volatility-regime resilience
50/100Middle exposure / 66 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquiditySizeFinance
78/100Very high exposure / 63 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureRelative leadershipFinance
42/100Low exposure / 63 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentFinance
69/100High exposure / 63 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalMargin recoveryFinance
53/100Middle exposure / 63 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalValueP/E 31.15, P/B 71.06
53/100Middle exposure / 60 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowOptions pressureOption tilt -10.1%, tape-confirmed
34/100Low exposure / 60 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings delivery qualityFinance
66/100High exposure / 60 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureCountry-sector structureUnited States · Finance structure
60/100High exposure / 54 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#17 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalCash-conversion compounderFinance
46/100Middle exposure / 54 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#17 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowFlow-momentum confluenceFinance
45/100Middle exposure / 54 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#17 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainFinance
57/100Middle exposure / 51 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#18 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceDrawdown repairFinance
20/100Very low exposure / 49 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityFiscal spending betaFinance
48/100Middle exposure / 49 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupFinance
47/100Middle exposure / 49 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 35 / 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 / 46 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowShort squeeze pressure1.1 bps FTD value across 15 observations
21/100Very low exposure / 46 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 35 / 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
51/100Middle exposure / 46 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 35 / 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
53/100Middle exposure / 46 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralAI infrastructure intensityFinance
20/100Very low exposure / 46 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityRate-cut durationFinance
49/100Middle exposure / 46 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaFinance
60/100High exposure / 46 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCapital discipline qualityFinance
46/100Middle exposure / 43 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#21 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInstitutional flowInstitutional distribution
34/100Low exposure / 40 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#22 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowCrowding break riskFinance
24/100Very low exposure / 34 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#24 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralThematic demandDigital finance platform
75/100High exposure / 31 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#25 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityEnergy-security leverageFinance
56/100Middle exposure / 29 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#26 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralMacro / theme tailwindUnited States · Digital finance platform
64/100High exposure / 26 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#27 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityLiquidity / funding betaBalance-sheet and liquidity resilience
54/100Middle exposure / 20 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityCredit-easing beneficiaryFinance
40/100Low exposure / 20 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
51/100Middle exposure / 17 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#30 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCatalyst evidenceIndependent Financial Group LLC Purchases New Stake in Mastercard Incorporated $MA
86/100Very high exposure / 15 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#30 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInsider alignment-0.75 bps net insider value across 36 Form 3/4/5 transactions
39/100Low exposure / 15 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#30 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBetaFinance
28/100Very low exposure / 11 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#32 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalBalance-sheet resilienceDebt/equity 2.82, current ratio 0.98
26/100Very low exposure / 9 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#33 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralIndustrial-policy beneficiaryFinance
59/100Middle exposure / 9 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#33 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Tracker