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.
FundamentalMargin recoveryOfficial disclosure evidence
65/100High exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalQualityGross margin 78.1%, ROE 15.8%
94/100Very high exposure / 99 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 167 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalGrowth accelerationFundamental snapshot acceleration
38/100Low exposure / 99 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralAI infrastructure intensityOfficial disclosure evidence
20/100Very low exposure / 99 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralIndustrial-policy beneficiaryOfficial disclosure evidence
76/100Very high exposure / 99 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualityOfficial disclosure evidence
67/100High exposure / 99 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings delivery qualityOfficial disclosure evidence
73/100High exposure / 99 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupOfficial disclosure evidence
60/100High exposure / 99 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCapital discipline qualityOfficial disclosure evidence
73/100High exposure / 99 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityRate-cut durationOfficial disclosure evidence
65/100High exposure / 96 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#7 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceDrawdown repairOfficial disclosure evidence
38/100Low exposure / 95 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralMacro / theme tailwindJapan · Software / digital services
72/100High exposure / 95 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityCredit-easing beneficiaryOfficial disclosure evidence
55/100Middle exposure / 95 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityLiquidity / funding betaBalance-sheet and liquidity resilience
70/100High exposure / 94 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowShort squeeze pressureFTD pressure plus breakout tape
41/100Low exposure / 93 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralPower/grid beneficiaryOfficial disclosure evidence
20/100Very low exposure / 93 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeOfficial disclosure evidence
63/100High exposure / 93 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalCash-conversion compounderOfficial disclosure evidence
64/100High exposure / 92 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalBalance-sheet resilienceDebt/equity 0.0, current ratio 6.54
85/100Very high exposure / 90 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#18 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquidityLiquidityOfficial disclosure evidence
53/100Middle exposure / 90 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#17 of 168 / 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
66/100High exposure / 86 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#24 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBreakout / volume5D 2.55%, volume 1.09x
71/100High exposure / 85 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#26 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralThematic demandSoftware / digital services
73/100High exposure / 85 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#27 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaOfficial disclosure evidence
73/100High exposure / 84 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#28 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings breadthEarnings acceleration with peer breadth
56/100Middle exposure / 82 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#32 of 168 / 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
71/100High exposure / 82 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#31 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentOfficial disclosure evidence
65/100High exposure / 81 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#33 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityFiscal spending betaOfficial disclosure evidence
51/100Middle exposure / 81 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#33 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowCrowding break riskOfficial disclosure evidence
55/100Middle exposure / 81 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#33 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
52/100Middle exposure / 80 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#35 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainOfficial disclosure evidence
55/100Middle exposure / 79 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#37 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityEnergy-security leverageOfficial disclosure evidence
64/100High exposure / 79 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#37 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowOptions pressureOption tilt n/a%, tape-confirmed
45/100Low exposure / 75 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#43 of 168 / 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
52/100Middle exposure / 70 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#52 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCatalyst evidenceOBIC Q1 Profit, Sales Rise; Confirms Annual Outlook
91/100Very high exposure / 67 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 84 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInsider alignmentInsider alignment and ownership confirmation
91/100Very high exposure / 67 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 84 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureCountry-sector structureJapan · Technology Services structure
56/100Middle exposure / 64 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#61 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalShareholder yieldOfficial disclosure evidence
43/100Low exposure / 62 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#65 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureRelative leadershipOfficial disclosure evidence
40/100Low exposure / 62 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#64 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipOfficial disclosure evidence
43/100Low exposure / 58 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#72 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralTheme alignmentSoftware / digital services
56/100Middle exposure / 57 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#73 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilityOfficial disclosure evidence
72/100High exposure / 55 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#77 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowFlow-momentum confluenceOfficial disclosure evidence
45/100Low exposure / 54 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#78 of 168 / 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 / 48 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#89 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInstitutional flow13F accumulation with price confirmation
41/100Low exposure / 47 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#90 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PricePrice momentum1M 11.61%
42/100Low exposure / 34 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#112 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquiditySizeOfficial disclosure evidence
51/100Middle exposure / 25 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#127 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalValueP/E 24.33, P/B 3.51
32/100Low exposure / 24 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#128 of 167 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBetaOfficial disclosure evidence
0/100Very low exposure / 17 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#140 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalLeverageOfficial disclosure evidence
0/100Very low exposure / 2 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#165 of 167 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Tracker