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.
StructuralAI infrastructure intensitySEC disclosure evidence
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 beneficiarySEC disclosure evidence
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.
FlowInsider alignmentInsider alignment and ownership confirmation
97/100Very high exposure / 98 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 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
79/100Very high 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
36/100Low exposure / 92 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalShareholder yieldSEC disclosure evidence
57/100Middle exposure / 90 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#7 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaSEC disclosure evidence
74/100High exposure / 88 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#8 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualitySEC disclosure evidence
60/100High exposure / 83 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCapital discipline qualitySEC disclosure evidence
62/100High exposure / 83 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalCash-conversion compounderSEC disclosure evidence
57/100Middle exposure / 80 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalBalance-sheet resilienceDebt/equity 0.59, current ratio 2.13
61/100High exposure / 76 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquiditySizeSEC disclosure evidence
67/100High 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.
FlowCrowding break riskSEC disclosure evidence
39/100Low 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.
PriceDrawdown repairSEC disclosure evidence
23/100Very low 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.
FundamentalValueP/E 22.1, P/B 2.13
58/100Middle 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.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
64/100High 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.
FundamentalEarnings delivery qualitySEC disclosure evidence
66/100High exposure / 58 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#26 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquidityLiquiditySEC disclosure evidence
44/100Low 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.
FundamentalMargin recoverySEC disclosure evidence
51/100Middle 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 60.3%, ROE 9.9%
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.
PriceBetaSEC disclosure evidence
9/100Very low 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.
FundamentalLeverageSEC disclosure evidence
20/100Very low exposure / 42 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#30 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCatalyst evidenceMDT Q4'25 Earnings: EPS estimate is 1.54 USD
97/100Very high exposure / 42 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#35 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings breadthEarnings acceleration with peer breadth
52/100Middle exposure / 42 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#35 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
57/100Middle exposure / 42 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#35 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilitySEC disclosure evidence
72/100High 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.
Market structureRelative leadershipSEC disclosure evidence
28/100Very low 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.
Macro sensitivityLiquidity / funding betaBalance-sheet and liquidity resilience
60/100Middle 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.
StructuralIndustrial-policy beneficiarySEC disclosure evidence
67/100High 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.
Macro sensitivityInflation margin hedgeSEC disclosure evidence
49/100Middle exposure / 39 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#37 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentSEC disclosure evidence
63/100High 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.
FlowFund-flow confirmationFund-flow, institutional ownership, and price confirmation
43/100Low 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.
StructuralReshoring supply-chainSEC disclosure evidence
48/100Middle 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.
Macro sensitivityRate-cut durationSEC disclosure evidence
44/100Low 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.
Macro sensitivityCredit-easing beneficiarySEC disclosure evidence
39/100Low 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.
FlowShort squeeze pressureFTD pressure plus breakout tape
18/100Very low 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.
FlowSentiment reversal setupSEC disclosure evidence
43/100Low 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 flow13F accumulation with price confirmation
28/100Very low exposure / 32 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#41 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
42/100Low exposure / 29 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#43 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityFiscal spending betaSEC disclosure evidence
42/100Low exposure / 29 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#43 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipSEC disclosure evidence
34/100Low 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.
PriceBreakout / volume5D -2.26%, volume 0.32x
34/100Low exposure / 25 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#45 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PricePrice momentum1M 3.03%
28/100Very low exposure / 24 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#46 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureCountry-sector structureIreland · Health Technology structure
48/100Middle exposure / 22 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#47 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowFlow-momentum confluenceSEC disclosure evidence
30/100Very low exposure / 19 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#49 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityEnergy-security leverageSEC disclosure evidence
51/100Middle exposure / 17 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#50 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowOptions pressureOption tilt n/a%, tape-confirmed
21/100Very low exposure / 10 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#54 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralThematic demandHealthcare / therapeutics
71/100High exposure / 10 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#54 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralMacro / theme tailwindIreland · Healthcare / therapeutics
61/100High exposure / 3 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#58 of 59 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Tracker