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.
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 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalCash-conversion compounderProducer Manufacturing
72/100High exposure / 98 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCapital discipline qualityProducer Manufacturing
64/100High exposure / 98 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalQualityGross margin 77.3%, ROE 19.4%
92/100Very high exposure / 96 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalShareholder yieldProducer Manufacturing
34/100Low exposure / 94 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralPower/grid beneficiaryProducer Manufacturing
20/100Very low exposure / 94 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualityProducer Manufacturing
54/100Middle exposure / 94 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalBalance-sheet resilienceDebt/equity 0.0, current ratio 16.06
90/100Very high exposure / 88 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#7 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalMargin recoveryProducer Manufacturing
49/100Middle exposure / 86 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#8 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalValueP/E 33.55, P/B 6.14
70/100High exposure / 84 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 49 / 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
41/100Low exposure / 84 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityRate-cut durationProducer Manufacturing
64/100High exposure / 84 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings delivery qualityProducer Manufacturing
56/100Middle exposure / 84 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
50/100Middle exposure / 82 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeProducer Manufacturing
52/100Middle exposure / 82 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilityProducer Manufacturing
57/100Middle exposure / 69 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 of 49 / 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 / 65 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#18 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBetaProducer Manufacturing
69/100High exposure / 57 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#22 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralAI infrastructure intensityProducer Manufacturing
20/100Very low exposure / 57 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#22 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralTheme alignmentIndustrial / exporter cycle
60/100High exposure / 53 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#24 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityEnergy-security leverageProducer Manufacturing
58/100Middle exposure / 49 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#26 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityCredit-easing beneficiaryProducer Manufacturing
47/100Middle exposure / 49 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#26 of 49 / 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 / 47 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#27 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralIndustrial-policy beneficiaryProducer Manufacturing
58/100Middle exposure / 47 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#27 of 49 / 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
39/100Low exposure / 35 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#33 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PricePrice momentum1M -25.77%
36/100Low exposure / 33 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#34 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquiditySizeProducer Manufacturing
46/100Middle exposure / 31 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#35 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBreakout / volume5D -11.03%, volume 0.8x
35/100Low exposure / 31 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#35 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentProducer Manufacturing
40/100Low exposure / 27 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#37 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaProducer Manufacturing
30/100Very low exposure / 27 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#37 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowCrowding break riskProducer Manufacturing
33/100Low exposure / 27 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#37 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowOptions pressureOption tilt n/a%, tape-confirmed
26/100Very low exposure / 24 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#38 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipProducer Manufacturing
29/100Very low exposure / 24 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#38 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowFlow-momentum confluenceProducer Manufacturing
28/100Very low exposure / 24 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#38 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInstitutional flow13F accumulation with price confirmation
19/100Very low exposure / 22 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#39 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquidityLiquidityProducer Manufacturing
42/100Low exposure / 18 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#41 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralMacro / theme tailwindChina · Industrial / exporter cycle
47/100Middle exposure / 18 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#41 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralThematic demandIndustrial / exporter cycle
54/100Middle exposure / 18 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#41 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureRelative leadershipProducer Manufacturing
2/100Very low exposure / 14 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#43 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowShort squeeze pressureFTD pressure plus breakout tape
15/100Very low exposure / 10 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#45 of 49 / 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
29/100Very low exposure / 10 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#45 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupProducer Manufacturing
23/100Very low exposure / 10 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#45 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceDrawdown repairProducer Manufacturing
18/100Very low exposure / 8 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#46 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings breadthEarnings acceleration with peer breadth
25/100Very low exposure / 8 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#46 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalLeverageProducer Manufacturing
0/100Very low exposure / 6 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#47 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureCountry-sector structureChina · Producer Manufacturing structure
36/100Low exposure / 4 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#48 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainProducer Manufacturing
34/100Low exposure / 4 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#48 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityFiscal spending betaProducer Manufacturing
32/100Low exposure / 2 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#49 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCatalyst evidenceInput coverage is not sufficient yet.
n/aNo score / n/a
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression linkRank unavailable / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInsider alignmentInput coverage is not sufficient yet.
n/aNo score / n/a
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression linkRank unavailable / The company has a score, but no stored rolling beta to the factor-return basket yet.
Tracker