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.
LiquiditySizeNon-Energy Minerals
66/100High 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.
StructuralMacro / theme tailwindUnited States · Metals / mining resources
61/100High 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.
PriceLow volatilityNon-Energy Minerals
63/100High 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.
Macro sensitivityLiquidity / funding betaBalance-sheet and liquidity resilience
63/100High 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.
Macro sensitivityVolatility regime betaLow-beta volatility-regime resilience
59/100Middle 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.
Macro sensitivityVolatility risk premiumVolatility-premium resilience with options confirmation
52/100Middle 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.
StructuralIndustrial-policy beneficiaryNon-Energy Minerals
70/100High 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.
StructuralThematic demandMetals / mining resources
68/100High exposure / 94 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeNon-Energy Minerals
61/100High exposure / 94 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 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 / 94 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings delivery qualityNon-Energy Minerals
62/100High 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.
FundamentalGrowth accelerationFundamental snapshot acceleration
36/100Low exposure / 91 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentNon-Energy Minerals
61/100High exposure / 91 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalMargin recoveryNon-Energy Minerals
51/100Middle exposure / 91 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 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 / 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.
Macro sensitivityEnergy-security leverageNon-Energy Minerals
67/100High exposure / 87 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#8 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquidityLiquidityNon-Energy Minerals
50/100Middle 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.
Macro sensitivityFiscal spending betaNon-Energy Minerals
46/100Middle 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.
FundamentalValueP/E 11.57, P/B 2.74
74/100High exposure / 81 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalShareholder yieldNon-Energy Minerals
57/100Middle exposure / 81 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings breadthEarnings acceleration with peer breadth
53/100Middle exposure / 81 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainNon-Energy Minerals
52/100Middle exposure / 81 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupNon-Energy Minerals
52/100Middle exposure / 81 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PricePrice momentum1M -11.48%
70/100High exposure / 80 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBreakout / volume5D 1.16%, volume 0.73x
67/100High exposure / 80 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureCountry-sector structureUnited States · Non-Energy Minerals structure
52/100Middle exposure / 80 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 54 / 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#12 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCapital discipline qualityNon-Energy Minerals
66/100High exposure / 80 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipNon-Energy Minerals
48/100Middle exposure / 78 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityRate-cut durationNon-Energy Minerals
61/100High exposure / 76 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaNon-Energy Minerals
58/100Middle exposure / 76 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 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
50/100Middle 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.
FlowFlow-momentum confluenceNon-Energy Minerals
51/100Middle exposure / 70 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#17 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureRelative leadershipNon-Energy Minerals
38/100Low exposure / 69 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#18 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowShort squeeze pressure7.3 bps FTD value across 17 observations
30/100Very low exposure / 69 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#18 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
71/100High 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.
EventCatalyst evidenceWealthfront Advisers LLC Boosts Holdings in Newmont Corporation $NEM
86/100Very high exposure / 64 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 14 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalQualityGross margin 55.1%, ROE 25.6%
58/100Middle exposure / 63 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#21 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalBalance-sheet resilienceDebt/equity 0.16, current ratio 2.44
79/100Very high exposure / 63 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#21 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalLeverageNon-Energy Minerals
5/100Very low exposure / 63 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#21 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowOptions pressureOption tilt -3.4%, tape-confirmed
42/100Low exposure / 63 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#21 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInstitutional flowMild distribution
43/100Low exposure / 56 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#25 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
49/100Middle exposure / 52 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#27 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowCrowding break riskNon-Energy Minerals
34/100Low exposure / 48 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceDrawdown repairNon-Energy Minerals
25/100Very low exposure / 35 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#36 of 54 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBetaNon-Energy Minerals
58/100Middle 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.
FlowInsider alignment-0.63 bps net insider value across 11 Form 3/4/5 transactions
44/100Low exposure / 7 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 14 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Tracker