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.
PriceLow volatilityFinance
92/100Very high exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 30 / 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
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 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralAI infrastructure intensityFinance
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 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalGrowth accelerationFundamental snapshot acceleration
36/100Low exposure / 97 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralPower/grid beneficiaryFinance
20/100Very low exposure / 93 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeFinance
65/100High exposure / 93 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalQualityGross margin 67.1%, ROE 5.9%
69/100High exposure / 90 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 30 / 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 / 90 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowCrowding break riskFinance
61/100High exposure / 87 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PricePrice momentum1M 4.66%
70/100High exposure / 83 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureRelative leadershipFinance
38/100Low exposure / 83 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowOptions pressureOption tilt n/a%, tape-confirmed
47/100Middle exposure / 83 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInstitutional flow13F accumulation with price confirmation
54/100Middle exposure / 83 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityRate-cut durationFinance
55/100Middle exposure / 83 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowFlow-momentum confluenceFinance
55/100Middle exposure / 83 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipFinance
47/100Middle exposure / 80 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#7 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBreakout / volume5D 1.23%, volume 0.76x
65/100High exposure / 77 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#8 of 30 / 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
49/100Middle exposure / 73 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureCountry-sector structureSingapore · Finance structure
50/100Middle exposure / 73 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualityFinance
61/100High exposure / 73 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentFinance
65/100High exposure / 70 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 30 / 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 / 67 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityEnergy-security leverageFinance
57/100Middle exposure / 67 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquiditySizeFinance
53/100Middle exposure / 63 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings delivery qualityFinance
60/100Middle exposure / 63 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCapital discipline qualityFinance
61/100High exposure / 63 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralTheme alignmentReal estate / REIT income
55/100Middle exposure / 60 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupFinance
46/100Middle exposure / 60 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalBalance-sheet resilienceDebt/equity 0.61, current ratio 0.58
44/100Low exposure / 57 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowShort squeeze pressureFTD pressure plus breakout tape
30/100Very low exposure / 57 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalMargin recoveryFinance
49/100Middle exposure / 57 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalCash-conversion compounderFinance
55/100Middle exposure / 57 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralMacro / theme tailwindSingapore · Real estate / REIT income
58/100Middle exposure / 53 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainFinance
48/100Middle exposure / 53 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityCredit-easing beneficiaryFinance
43/100Low exposure / 53 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaFinance
69/100High exposure / 53 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings breadthEarnings acceleration with peer breadth
49/100Middle exposure / 50 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityFiscal spending betaFinance
44/100Low exposure / 50 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalShareholder yieldFinance
64/100High exposure / 47 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#17 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalValueP/E 19.63, P/B 1.15
44/100Low exposure / 43 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#18 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalLeverageFinance
20/100Very low exposure / 40 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCatalyst evidenceCapitaLand Integrated Commercial Trust: Extraordinary/ Special General Meeting::Voluntary
73/100High exposure / 37 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInsider alignmentInsider alignment and ownership confirmation
73/100High exposure / 37 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 30 / 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
68/100High exposure / 37 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralIndustrial-policy beneficiaryFinance
56/100Middle exposure / 37 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralThematic demandReal estate / REIT income
62/100High exposure / 33 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#21 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceDrawdown repairFinance
17/100Very low exposure / 23 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#24 of 30 / 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 / 23 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#24 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquidityLiquidityFinance
43/100Low exposure / 20 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#25 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBetaFinance
1/100Very low exposure / 10 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#28 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Tracker