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.
PriceBetaOpportunity setup
0/100Very low exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalGrowth accelerationFundamental snapshot acceleration
36/100Low exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PricePrice momentum1M 31.11%
96/100Very high exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBreakout / volume5D 4.13%, volume 0.6x
88/100Very high exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceDrawdown repairOpportunity setup
44/100Low exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureRelative leadershipOpportunity setup
95/100Very high exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralMacro / theme tailwindUnited States · Energy / resources
68/100High exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCatalyst evidenceRefining Margins Hit a Record. What That Means for Gas Prices. — Barrons.com
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 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
68/100High exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowOptions pressureOption tilt 12.3%, tape-confirmed
69/100High exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInstitutional flowMild accumulation
97/100Very high exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings breadthEarnings acceleration with peer breadth
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 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowShort squeeze pressure661.1 bps FTD value across 12 observations
55/100Middle exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 21 / 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
78/100Very high exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 21 / 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
82/100Very high exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureCountry-sector structureUnited States · Energy Minerals structure
74/100High exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 21 / 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 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentOpportunity setup
85/100Very high exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainOpportunity setup
72/100High exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityFiscal spending betaOpportunity setup
61/100High exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipOpportunity setup
68/100High exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaOpportunity setup
90/100Very high exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowCrowding break riskOpportunity setup
88/100Very high exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupOpportunity setup
72/100High exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowFlow-momentum confluenceOpportunity setup
85/100Very high exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityVolatility regime betaLow-beta volatility-regime resilience
70/100High exposure / 95 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralPower/grid beneficiaryOpportunity setup
20/100Very low exposure / 95 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalLeverageOpportunity setup
68/100High exposure / 90 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityCredit-easing beneficiaryOpportunity setup
54/100Middle exposure / 90 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings delivery qualityOpportunity setup
69/100High exposure / 90 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralTheme alignmentEnergy / resources
58/100Middle exposure / 86 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralThematic demandEnergy / resources
75/100Very high exposure / 86 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInsider alignment-0.35 bps net insider value across 9 Form 3/4/5 transactions
76/100Very high exposure / 86 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityEnergy-security leverageOpportunity setup
64/100High exposure / 86 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityRate-cut durationOpportunity setup
49/100Middle exposure / 86 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeOpportunity setup
60/100High exposure / 86 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquiditySizeOpportunity setup
66/100High exposure / 81 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilityOpportunity setup
88/100Very high exposure / 81 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralIndustrial-policy beneficiaryOpportunity setup
68/100High exposure / 76 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalMargin recoveryOpportunity setup
53/100Middle exposure / 71 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#7 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalValueP/E 20.6, P/B 5.51
53/100Middle exposure / 67 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#8 of 21 / 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
74/100High exposure / 57 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityLiquidity / funding betaBalance-sheet and liquidity resilience
58/100Middle exposure / 48 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquidityLiquidityOpportunity setup
45/100Middle exposure / 43 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalShareholder yieldOpportunity setup
46/100Middle exposure / 33 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalBalance-sheet resilienceDebt/equity 2.05, current ratio 1.18
32/100Low exposure / 24 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#17 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalCash-conversion compounderOpportunity setup
40/100Low exposure / 19 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#18 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalQualityGross margin 8.5%, ROE 27.9%
31/100Low exposure / 14 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualityOpportunity setup
53/100Middle exposure / 14 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCapital discipline qualityOpportunity setup
46/100Middle exposure / 14 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Tracker