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.
EventCatalyst evidenceDisco: Net income jumped 44% year-over-year in Q1 FY2026, prompting a dividend forecast increase
100/100Very high exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 86 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInsider alignmentInsider alignment and ownership confirmation
100/100Very high exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 86 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalQualityGross margin 69.9%, ROE 25.1%
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.
Macro sensitivityLiquidity / funding betaBalance-sheet and liquidity resilience
72/100High 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.
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
77/100Very high 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.
FundamentalMargin recoveryOfficial disclosure evidence
63/100High 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.
FundamentalEarnings delivery qualityOfficial disclosure evidence
74/100High 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.
LiquidityLiquidityOfficial disclosure evidence
55/100Middle exposure / 98 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralThematic demandIndustrial / exporter cycle
77/100Very high exposure / 98 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 168 / 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#6 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 3.2
88/100Very high 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.
StructuralTheme alignmentIndustrial / exporter cycle
60/100High 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.
FundamentalPricing-power qualityOfficial disclosure evidence
60/100High 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.
EventCapital discipline qualityOfficial disclosure evidence
66/100High 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.
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 sensitivityRate-cut durationOfficial disclosure evidence
64/100High 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.
Macro sensitivityCredit-easing beneficiaryOfficial disclosure evidence
51/100Middle exposure / 88 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#22 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityEnergy-security leverageOfficial 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.
FundamentalCash-conversion compounderOfficial disclosure evidence
57/100Middle exposure / 80 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#34 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaOfficial disclosure evidence
72/100High 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.
LiquiditySizeOfficial disclosure evidence
61/100High exposure / 79 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#36 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 / 79 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#36 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
70/100High exposure / 79 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#36 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralMacro / theme tailwindJapan · Industrial / exporter cycle
72/100High exposure / 76 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#41 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentOfficial disclosure evidence
62/100High exposure / 71 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#50 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupOfficial disclosure evidence
47/100Middle exposure / 71 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#50 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings breadthEarnings acceleration with peer breadth
50/100Middle exposure / 69 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#53 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
51/100Middle 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.
PriceLow volatilityOfficial disclosure evidence
74/100High exposure / 61 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#67 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeOfficial disclosure evidence
54/100Middle exposure / 61 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#66 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
27/100Very low exposure / 52 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#82 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainOfficial disclosure evidence
49/100Middle exposure / 52 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#81 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowCrowding break riskOfficial disclosure evidence
47/100Middle exposure / 52 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#81 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBetaOfficial disclosure evidence
28/100Very low exposure / 51 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#84 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
35/100Low exposure / 51 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#83 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
58/100Middle exposure / 49 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#86 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBreakout / volume5D -1.67%, volume 1.25x
40/100Low exposure / 36 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#108 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
43/100Low exposure / 35 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#111 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityFiscal spending betaOfficial disclosure evidence
44/100Low exposure / 35 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#110 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalValueP/E 55.71, P/B 12.81
35/100Low exposure / 32 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#115 of 167 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PricePrice momentum1M -16.24%
38/100Low exposure / 30 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#119 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceDrawdown repairOfficial disclosure evidence
21/100Very low exposure / 28 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#122 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowFlow-momentum confluenceOfficial disclosure evidence
36/100Low exposure / 28 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#122 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipOfficial disclosure evidence
36/100Low exposure / 27 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#124 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureCountry-sector structureJapan · Producer Manufacturing structure
49/100Middle exposure / 21 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#134 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInstitutional flow13F accumulation with price confirmation
26/100Very low exposure / 17 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#141 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureRelative leadershipOfficial disclosure evidence
14/100Very low exposure / 9 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#154 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalShareholder yieldOfficial disclosure evidence
11/100Very low exposure / 5 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#161 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