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.
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.
FundamentalShareholder yieldFinance
77/100Very 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.
PriceBreakout / volume5D 2.29%, volume 0.67x
60/100High 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.
PricePrice momentum1M 4.69%
54/100Middle 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.
Macro sensitivityInflation margin hedgeFinance
59/100Middle 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.
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.
FlowInstitutional flow13F accumulation with price confirmation
42/100Low 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.
FlowShort squeeze pressureFTD pressure plus breakout tape
30/100Very low 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.
PriceLow volatilityFinance
76/100Very high 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.
Market structureRelative leadershipFinance
31/100Low 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.
FlowFlow-momentum confluenceFinance
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.
FundamentalQualityGross margin 69.6%, ROE 2.8%
49/100Middle 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.
PriceDrawdown repairFinance
22/100Very low 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.
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.
FlowOptions pressureOption tilt n/a%, tape-confirmed
39/100Low 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.
Macro sensitivityVolatility risk premiumVolatility-premium resilience with options confirmation
61/100High 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.
Market structureCountry-sector structureSingapore · Finance structure
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.
FlowCrowding break riskFinance
50/100Middle 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.
FundamentalLeverageFinance
21/100Very low 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.
FundamentalRevenue acceleration leadershipFinance
41/100Low 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.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
55/100Middle 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.
Macro sensitivityVolatility regime betaLow-beta volatility-regime resilience
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.
Macro sensitivityRate-cut durationFinance
42/100Low 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.
PriceBetaFinance
17/100Very low 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.
LiquiditySizeFinance
46/100Middle 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.
Macro sensitivityEnergy-security leverageFinance
49/100Middle 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.
FlowSentiment reversal setupFinance
40/100Low 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.
FundamentalPricing-power qualityFinance
53/100Middle 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.
FundamentalCash-conversion compounderFinance
48/100Middle 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.
EventCapital discipline qualityFinance
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.
EventCapital-return actionsShareholder yield, buybacks/dividends, and insider confirmation
61/100High 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 sensitivityCredit-easing beneficiaryFinance
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.
FundamentalValueP/E 27.07, P/B 0.78
36/100Low 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.
FlowFund-flow confirmationFund-flow, institutional ownership, and price confirmation
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.
Macro sensitivityFiscal spending betaFinance
42/100Low 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.
FundamentalEarnings breadthEarnings acceleration with peer breadth
41/100Low 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.
StructuralDefense rearmament alignmentFinance
53/100Middle 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.
StructuralIndustrial-policy beneficiaryFinance
46/100Middle 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.
StructuralReshoring supply-chainFinance
44/100Low 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.
Market structureIdiosyncratic alphaFinance
51/100Middle 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.
FundamentalBalance-sheet resilienceDebt/equity 0.64, current ratio 0.27
30/100Low 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.
LiquidityLiquidityFinance
41/100Low 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.
EventCatalyst evidenceMapletree Pan Asia Commercial Trust Keeps Bull on Singapore Growth — Market Talk
49/100Middle 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.
StructuralThematic demandReal estate / REIT income
54/100Middle 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.
FlowInsider alignmentInsider alignment and ownership confirmation
49/100Middle 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.
FundamentalEarnings delivery qualityFinance
49/100Middle 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.
Macro sensitivityLiquidity / funding betaBalance-sheet and liquidity resilience
51/100Middle 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.
FundamentalMargin recoveryFinance
39/100Low 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.
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