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.
StructuralTheme alignmentIndustrial / exporter cycle
60/100High 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.
StructuralMacro / theme tailwindUnited States · Industrial / exporter cycle
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 evidenceSLB Limited 8-K: 8-K
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.
StructuralThematic demandIndustrial / exporter cycle
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.
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.
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.
LiquidityLiquidityOpportunity setup
50/100Middle 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.
FlowInsider alignment-1.05 bps net insider value across 10 Form 3/4/5 transactions
76/100Very high 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.
EventCapital-return actionsShareholder yield, buybacks/dividends, and insider confirmation
77/100Very 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.
FundamentalShareholder yieldOpportunity setup
56/100Middle 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.
EventCapital discipline qualityOpportunity setup
56/100Middle 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.
FundamentalBalance-sheet resilienceDebt/equity 0.44, current ratio 1.34
50/100Middle exposure / 62 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 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
61/100High exposure / 62 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowCrowding break riskOpportunity setup
55/100Middle exposure / 62 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquiditySizeOpportunity setup
64/100High 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.
FundamentalPricing-power qualityOpportunity setup
58/100Middle 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.
FundamentalLeverageOpportunity setup
15/100Very low 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.
StructuralIndustrial-policy beneficiaryOpportunity setup
66/100High 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.
FundamentalCash-conversion compounderOpportunity setup
46/100Middle 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.
FundamentalQualityGross margin 16.6%, ROE 14.6%
40/100Low 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.
FundamentalValueP/E 20.34, P/B 2.65
40/100Low exposure / 38 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilityOpportunity setup
77/100Very high 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.
FlowShort squeeze pressure11.2 bps FTD value across 19 observations
22/100Very low 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.
Market structureIdiosyncratic alphaOpportunity setup
66/100High 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.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
48/100Middle exposure / 29 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 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
43/100Low exposure / 29 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceDrawdown repairOpportunity setup
20/100Very low 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.
FlowInstitutional flowInstitutional accumulation
45/100Low 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.
FundamentalEarnings breadthEarnings acceleration with peer breadth
48/100Middle 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.
StructuralDefense rearmament alignmentOpportunity setup
62/100High 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.
StructuralReshoring supply-chainOpportunity setup
45/100Middle 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.
Macro sensitivityEnergy-security leverageOpportunity setup
50/100Middle 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.
Macro sensitivityFiscal spending betaOpportunity setup
41/100Low 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.
Macro sensitivityCredit-easing beneficiaryOpportunity setup
36/100Low 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.
FundamentalMargin recoveryOpportunity setup
49/100Middle 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.
FlowFlow-momentum confluenceOpportunity setup
35/100Low 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.
PricePrice momentum1M -3.12%
24/100Very low 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.
PriceBreakout / volume5D -1.04%, volume 0.71x
34/100Low 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.
Market structureRelative leadershipOpportunity setup
10/100Very low 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.
FlowFund-flow confirmationFund-flow, institutional ownership, and price confirmation
45/100Middle 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.
Market structureCountry-sector structureUnited States · Industrial Services structure
46/100Middle 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.
FlowOptions pressureOption tilt -7.2%, tape-confirmed
27/100Very low 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.
Macro sensitivityVolatility risk premiumVolatility-premium resilience with options confirmation
62/100High 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.
Macro sensitivityInflation margin hedgeOpportunity setup
47/100Middle 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.
FundamentalRevenue acceleration leadershipOpportunity setup
30/100Very low 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.
FlowSentiment reversal setupOpportunity setup
44/100Low 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.
Macro sensitivityRate-cut durationOpportunity setup
37/100Low exposure / 10 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings delivery qualityOpportunity setup
59/100Middle exposure / 10 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 21 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Tracker