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.
StructuralMacro / theme tailwindChina · AI infrastructure
63/100High 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.
PriceLow volatilityOpportunity setup
77/100Very high 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.
Macro sensitivityEnergy-security leverageOpportunity setup
77/100Very high 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.
LiquiditySizeOpportunity setup
62/100High 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.
StructuralTheme alignmentAI infrastructure
72/100High 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.
StructuralThematic demandAI infrastructure
68/100High 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.
Macro sensitivityVolatility risk premiumVolatility-premium resilience with options confirmation
72/100High 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.
PricePrice momentum1M 11.22%
82/100Very high 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 beneficiaryOpportunity setup
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.
StructuralIndustrial-policy beneficiaryOpportunity setup
74/100High 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.
FlowCrowding break riskOpportunity setup
60/100Middle 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 32.64
92/100Very high exposure / 92 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralAI infrastructure intensityOpportunity setup
60/100Middle exposure / 92 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentOpportunity setup
71/100High exposure / 92 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 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
67/100High exposure / 90 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureCountry-sector structureChina · Electronic Technology structure
66/100High exposure / 90 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInstitutional flow13F accumulation with price confirmation
73/100High 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.
Macro sensitivityVolatility regime betaLow-beta volatility-regime resilience
62/100High 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.
Market structureRelative leadershipOpportunity setup
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.
Market structureIdiosyncratic alphaOpportunity setup
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.
FlowFlow-momentum confluenceOpportunity setup
66/100High 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 breadthEarnings acceleration with peer breadth
55/100Middle exposure / 80 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 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
60/100High exposure / 80 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipOpportunity setup
54/100Middle exposure / 80 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainOpportunity setup
58/100Middle exposure / 78 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityCredit-easing beneficiaryOpportunity setup
57/100Middle exposure / 78 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityRate-cut durationOpportunity setup
62/100High exposure / 73 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityFiscal spending betaOpportunity setup
49/100Middle exposure / 71 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 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
48/100Middle exposure / 67 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#17 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBreakout / volume5D -5.27%, volume 0.62x
61/100High 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.
Macro sensitivityInflation margin hedgeOpportunity setup
46/100Middle exposure / 61 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupOpportunity setup
34/100Low 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.
FlowShort squeeze pressureFTD pressure plus breakout tape
21/100Very low 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.
FundamentalEarnings delivery qualityOpportunity setup
38/100Low exposure / 37 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#32 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalQualityGross margin n/a%, ROE -5.8%
37/100Low 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.
EventCapital discipline qualityOpportunity setup
32/100Low 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.
FundamentalCash-conversion compounderOpportunity setup
34/100Low 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.
FundamentalLeverageOpportunity setup
0/100Very low exposure / 16 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#42 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualityOpportunity setup
24/100Very low exposure / 16 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#42 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalMargin recoveryOpportunity setup
30/100Low exposure / 16 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#42 of 49 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquidityLiquidityOpportunity setup
36/100Low 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 repairOpportunity setup
19/100Very 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.
FundamentalShareholder yieldOpportunity setup
0/100Very 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.
EventCapital-return actionsShareholder yield, buybacks/dividends, and insider confirmation
0/100Very 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.
PriceBetaOpportunity setup
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.
FundamentalValueP/E n/a, P/B 25.81
8/100Very low 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.
FundamentalGrowth accelerationFundamental snapshot acceleration
35/100Low 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.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
23/100Very low 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