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 alignmentConsumer staples / brands
54/100Middle exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralMacro / theme tailwindUnited States · Consumer staples / brands
65/100High exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralAI infrastructure intensityConsumer Non-Durables
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 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralPower/grid beneficiaryConsumer Non-Durables
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 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalQualityGross margin 65.3%, ROE n/a%
94/100Very high exposure / 97 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquidityLiquidityConsumer Non-Durables
49/100Middle exposure / 97 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeConsumer Non-Durables
72/100High exposure / 97 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityRate-cut durationConsumer Non-Durables
60/100Middle exposure / 94 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipConsumer Non-Durables
53/100Middle exposure / 91 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquiditySizeConsumer Non-Durables
75/100High exposure / 88 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilityConsumer Non-Durables
90/100Very high exposure / 88 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityVolatility regime betaLow-beta volatility-regime resilience
62/100High exposure / 88 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 34 / 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
73/100High exposure / 88 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityFiscal spending betaConsumer Non-Durables
49/100Middle exposure / 88 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalMargin recoveryConsumer Non-Durables
57/100Middle exposure / 88 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalCash-conversion compounderConsumer Non-Durables
60/100High exposure / 88 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings delivery qualityConsumer Non-Durables
71/100High exposure / 88 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PricePrice momentum1M 6.35%
79/100Very high exposure / 85 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBreakout / volume5D -0.06%, volume 0.36x
68/100High exposure / 85 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureRelative leadershipConsumer Non-Durables
48/100Middle exposure / 85 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInstitutional flowStable ownership
52/100Middle exposure / 85 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 34 / 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
54/100Middle exposure / 85 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureCountry-sector structureUnited States · Consumer Non-Durables structure
56/100Middle exposure / 85 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainConsumer Non-Durables
55/100Middle exposure / 85 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityCredit-easing beneficiaryConsumer Non-Durables
44/100Low exposure / 85 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowFlow-momentum confluenceConsumer Non-Durables
56/100Middle exposure / 85 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBetaConsumer Non-Durables
0/100Very low exposure / 82 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#7 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalValueP/E 27.14, P/B n/a
66/100High exposure / 82 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#7 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualityConsumer Non-Durables
65/100High exposure / 82 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#7 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityEnergy-security leverageConsumer Non-Durables
57/100Middle exposure / 76 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentConsumer Non-Durables
69/100High exposure / 74 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCapital discipline qualityConsumer Non-Durables
58/100Middle exposure / 71 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaConsumer Non-Durables
67/100High exposure / 68 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowOptions pressureOption tilt 0.2%, tape-confirmed
40/100Low exposure / 62 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityLiquidity / funding betaBalance-sheet and liquidity resilience
59/100Middle exposure / 62 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings breadthEarnings acceleration with peer breadth
55/100Middle exposure / 56 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowShort squeeze pressure0.3 bps FTD value across 23 observations
22/100Very low exposure / 50 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#18 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupConsumer Non-Durables
47/100Middle exposure / 50 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#18 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInsider alignment-0.2 bps net insider value across 11 Form 3/4/5 transactions
48/100Middle exposure / 47 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalBalance-sheet resilienceDebt/equity n/a, current ratio 0.98
32/100Low exposure / 44 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowCrowding break riskConsumer Non-Durables
35/100Low exposure / 41 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#21 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalShareholder yieldConsumer Non-Durables
49/100Middle exposure / 35 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#23 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceDrawdown repairConsumer Non-Durables
15/100Very low exposure / 29 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#25 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralIndustrial-policy beneficiaryConsumer Non-Durables
59/100Middle exposure / 26 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#26 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
50/100Middle exposure / 21 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#28 of 34 / 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
59/100Middle exposure / 21 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#28 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalGrowth accelerationFundamental snapshot acceleration
34/100Low exposure / 9 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#32 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCatalyst evidenceCapital International Sarl Grows Position in Philip Morris International Inc . $PM
83/100Very high exposure / 6 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#33 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralThematic demandConsumer staples / brands
67/100High exposure / 6 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#33 of 34 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalLeverageInput 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