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.
EventCatalyst evidenceKey facts: RTX Q2 Outlook Up; Navy Radar Contract; P&W GTF Orders
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 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalGrowth accelerationFundamental snapshot acceleration
36/100Low exposure / 95 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralMacro / theme tailwindUnited States · Hardware / electronics supply chain
69/100High exposure / 95 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityVolatility regime betaLow-beta volatility-regime resilience
64/100High exposure / 95 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 22 / 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 / 95 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 22 / 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 / 95 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquiditySizeSEC disclosure evidence
74/100High exposure / 91 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PricePrice momentum1M 5.54%
79/100Very high exposure / 91 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilitySEC disclosure evidence
87/100Very high exposure / 91 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralThematic demandHardware / electronics supply chain
76/100Very high exposure / 91 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipSEC disclosure evidence
54/100Middle exposure / 91 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBreakout / volume5D 0.79%, volume 0.2x
71/100High exposure / 86 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureRelative leadershipSEC disclosure evidence
52/100Middle exposure / 86 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralTheme alignmentHardware / electronics supply chain
58/100Middle exposure / 86 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings breadthEarnings acceleration with peer breadth
62/100High exposure / 86 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 22 / 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
55/100Middle exposure / 86 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 22 / 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
72/100High exposure / 86 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentSEC disclosure evidence
74/100High exposure / 86 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityEnergy-security leverageSEC disclosure evidence
64/100High exposure / 86 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityFiscal spending betaSEC disclosure evidence
52/100Middle exposure / 86 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupSEC disclosure evidence
53/100Middle exposure / 86 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowFlow-momentum confluenceSEC disclosure evidence
55/100Middle exposure / 86 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquidityLiquiditySEC disclosure evidence
50/100Middle exposure / 82 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowOptions pressureOption tilt 9.4%, tape-confirmed
42/100Low exposure / 82 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainSEC disclosure evidence
59/100Middle exposure / 82 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityCredit-easing beneficiarySEC disclosure evidence
49/100Middle exposure / 82 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityLiquidity / funding betaBalance-sheet and liquidity resilience
64/100High exposure / 77 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureCountry-sector structureUnited States · Electronic Technology structure
60/100Middle exposure / 77 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalShareholder yieldSEC disclosure evidence
36/100Low exposure / 73 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#7 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
58/100Middle exposure / 73 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#7 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralIndustrial-policy beneficiarySEC disclosure evidence
69/100High exposure / 73 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#7 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowShort squeeze pressure0.1 bps FTD value across 8 observations
24/100Very low exposure / 68 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#8 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeSEC disclosure evidence
55/100Middle exposure / 68 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#8 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaSEC disclosure evidence
70/100High exposure / 68 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#8 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalBalance-sheet resilienceDebt/equity 0.59, current ratio 1.02
49/100Middle exposure / 59 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceDrawdown repairSEC disclosure evidence
18/100Very low exposure / 59 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInstitutional flowInstitutional distribution
44/100Low exposure / 59 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityRate-cut durationSEC disclosure evidence
50/100Middle exposure / 55 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalValueP/E 36.44, P/B 3.95
49/100Middle exposure / 52 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalLeverageSEC disclosure evidence
20/100Very low exposure / 50 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 20 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalCash-conversion compounderSEC disclosure evidence
43/100Low exposure / 45 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings delivery qualitySEC disclosure evidence
64/100High exposure / 45 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBetaSEC disclosure evidence
7/100Very low exposure / 41 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 22 / 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
57/100Middle exposure / 41 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualitySEC disclosure evidence
52/100Middle exposure / 41 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowCrowding break riskSEC 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#14 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalQualityGross margin 20.2%, ROE 11.4%
36/100Low 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.
FlowInsider alignment-1.19 bps net insider value across 14 Form 3/4/5 transactions
42/100Low exposure / 32 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalMargin recoverySEC disclosure evidence
48/100Middle exposure / 32 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCapital discipline qualitySEC disclosure evidence
45/100Low exposure / 23 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#18 of 22 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Tracker