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.
StructuralPower/grid beneficiaryValuation pressure
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 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalGrowth accelerationFundamental snapshot acceleration
36/100Low exposure / 96 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralAI infrastructure intensityValuation pressure
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 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquiditySizeValuation pressure
46/100Middle exposure / 92 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
39/100Low exposure / 82 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceDrawdown repairValuation pressure
37/100Low exposure / 72 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalLeverageValuation pressure
6/100Very low exposure / 66 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#18 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureRelative leadershipValuation pressure
37/100Low exposure / 64 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings breadthEarnings acceleration with peer breadth
42/100Low exposure / 54 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#24 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaValuation pressure
51/100Middle exposure / 52 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#25 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalBalance-sheet resilienceDebt/equity 0.18, current ratio 2.6
74/100High exposure / 50 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#26 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalShareholder yieldValuation pressure
27/100Very low exposure / 50 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#26 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureCountry-sector structureJapan · Distribution Services structure
52/100Middle exposure / 48 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#27 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralMacro / theme tailwindJapan · Business / professional services
66/100High exposure / 46 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#28 of 50 / 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
45/100Low exposure / 46 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#28 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInstitutional flow13F accumulation with price confirmation
40/100Low exposure / 44 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 50 / 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
27/100Very low exposure / 44 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralIndustrial-policy beneficiaryValuation pressure
64/100High exposure / 44 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityFiscal spending betaValuation pressure
45/100Middle exposure / 44 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityCredit-easing beneficiaryValuation pressure
49/100Middle exposure / 44 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBetaValuation pressure
10/100Very low exposure / 42 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#30 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityVolatility regime betaLow-beta volatility-regime resilience
49/100Middle exposure / 42 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#30 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentValuation pressure
51/100Middle exposure / 42 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#30 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainValuation pressure
48/100Middle exposure / 42 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#30 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipValuation pressure
39/100Low exposure / 42 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#30 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilityValuation pressure
65/100High exposure / 40 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#31 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityLiquidity / funding betaBalance-sheet and liquidity resilience
62/100High exposure / 40 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#31 of 50 / 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
58/100Middle exposure / 40 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#31 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalMargin recoveryValuation pressure
37/100Low exposure / 40 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#31 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityEnergy-security leverageValuation pressure
59/100Middle exposure / 38 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#32 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCapital discipline qualityValuation pressure
41/100Low exposure / 38 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#32 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PricePrice momentum1M 6.55%
42/100Low exposure / 36 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#33 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityRate-cut durationValuation pressure
47/100Middle exposure / 36 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#33 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupValuation pressure
34/100Low exposure / 36 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#33 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowFlow-momentum confluenceValuation pressure
39/100Low exposure / 36 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#33 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquidityLiquidityValuation pressure
43/100Low exposure / 34 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#34 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowShort squeeze pressureFTD pressure plus breakout tape
26/100Very low exposure / 32 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#35 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings delivery qualityValuation pressure
39/100Low exposure / 32 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#35 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowCrowding break riskValuation pressure
44/100Low exposure / 32 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#35 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalQualityGross margin 27.9%, ROE 30.6%
37/100Low exposure / 30 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#36 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeValuation pressure
43/100Low exposure / 30 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#36 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualityValuation pressure
33/100Low exposure / 30 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#36 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalCash-conversion compounderValuation pressure
42/100Low exposure / 30 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#36 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBreakout / volume5D -1.42%, volume 0.85x
38/100Low exposure / 24 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#39 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowOptions pressureOption tilt n/a%, tape-confirmed
30/100Low exposure / 22 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#40 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralThematic demandBusiness / professional services
59/100Middle exposure / 22 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#40 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalValueP/E 27.36, P/B 7.99
31/100Low exposure / 20 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#41 of 50 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralTheme alignmentBusiness / professional services
52/100Middle exposure / 20 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#41 of 50 / 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