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 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 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralAI infrastructure intensityProducer Manufacturing
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.
PriceBetaProducer Manufacturing
47/100Middle 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.
FundamentalValueP/E 17.35, P/B 0.67
85/100Very high 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.
PriceDrawdown repairProducer Manufacturing
30/100Very 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.
StructuralPower/grid beneficiaryProducer Manufacturing
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.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
62/100High 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.
EventCapital-return actionsShareholder yield, buybacks/dividends, and insider confirmation
83/100Very high 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.
FundamentalShareholder yieldProducer Manufacturing
77/100Very high 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.
FundamentalCash-conversion compounderProducer Manufacturing
59/100Middle 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.
LiquiditySizeProducer Manufacturing
54/100Middle 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.
LiquidityLiquidityProducer Manufacturing
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.
FlowSentiment reversal setupProducer Manufacturing
47/100Middle 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.
FlowShort squeeze pressureFTD pressure plus breakout tape
32/100Low 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.
FundamentalBalance-sheet resilienceDebt/equity 0.63, current ratio 1.53
48/100Middle 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.
PriceBreakout / volume5D 1.98%, volume 0.91x
51/100Middle 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.
EventCapital discipline qualityProducer Manufacturing
59/100Middle 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.
FundamentalLeverageProducer Manufacturing
21/100Very low 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.
Market structureCountry-sector structureBermuda · Producer Manufacturing structure
48/100Middle 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.
Market structureRelative leadershipProducer Manufacturing
29/100Very low 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.
EventCatalyst evidenceJardine Matheson Holdings Limited: General Announcement::Share Repurchase
77/100Very high 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.
StructuralThematic demandIndustrial / exporter cycle
64/100High 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.
FlowInsider alignmentInsider alignment and ownership confirmation
77/100Very high 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.
StructuralReshoring supply-chainProducer Manufacturing
48/100Middle 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.
FundamentalEarnings breadthEarnings acceleration with peer breadth
48/100Middle 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.
Macro sensitivityCredit-easing beneficiaryProducer Manufacturing
40/100Low 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.
StructuralIndustrial-policy beneficiaryProducer Manufacturing
57/100Middle 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.
FlowOptions pressureOption tilt n/a%, tape-confirmed
32/100Low 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.
FlowInstitutional flow13F accumulation with price confirmation
30/100Low 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.
FlowFund-flow confirmationFund-flow, institutional ownership, and price confirmation
43/100Low 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.
Macro sensitivityFiscal spending betaProducer Manufacturing
42/100Low 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.
Macro sensitivityEnergy-security leverageProducer Manufacturing
49/100Middle exposure / 30 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#22 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualityProducer Manufacturing
54/100Middle exposure / 30 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#22 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PricePrice momentum1M 0.94%
32/100Low exposure / 27 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#23 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentProducer Manufacturing
56/100Middle exposure / 27 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#23 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipProducer Manufacturing
37/100Low exposure / 27 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#23 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowFlow-momentum confluenceProducer Manufacturing
34/100Low exposure / 27 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#23 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeProducer Manufacturing
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.
FundamentalMargin recoveryProducer Manufacturing
42/100Low 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 delivery qualityProducer Manufacturing
53/100Middle 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.
Market structureIdiosyncratic alphaProducer Manufacturing
60/100High 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.
Macro sensitivityLiquidity / funding betaBalance-sheet and liquidity resilience
53/100Middle 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.
Macro sensitivityRate-cut durationProducer Manufacturing
36/100Low 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.
FlowCrowding break riskProducer Manufacturing
39/100Low 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.
Macro sensitivityVolatility regime betaLow-beta volatility-regime resilience
39/100Low exposure / 17 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#26 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralMacro / theme tailwindBermuda · Industrial / exporter cycle
55/100Middle exposure / 13 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#27 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalQualityGross margin 27.5%, ROE 3.9%
27/100Very low exposure / 7 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 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
46/100Middle exposure / 7 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilityProducer Manufacturing
59/100Middle exposure / 3 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#30 of 30 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Tracker