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.
StructuralTheme alignmentPower / grid buildout
76/100Very high 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.
StructuralPower/grid beneficiaryMacro/theme alignment
60/100Middle 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.
StructuralMacro / theme tailwindJapan · Power / grid buildout
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.
StructuralAI infrastructure intensityMacro/theme alignment
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.
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.
StructuralThematic demandPower / grid buildout
75/100Very 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.
PriceBetaMacro/theme alignment
56/100Middle 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.
Market structureCountry-sector structureJapan · Producer Manufacturing structure
59/100Middle exposure / 83 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#30 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityEnergy-security leverageMacro/theme alignment
64/100High 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.
FundamentalQualityGross margin 27.9%, ROE 13.1%
58/100Middle exposure / 69 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#52 of 167 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralIndustrial-policy beneficiaryMacro/theme alignment
65/100High exposure / 68 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#54 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalCash-conversion compounderMacro/theme alignment
53/100Middle exposure / 68 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#55 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalBalance-sheet resilienceDebt/equity 0.11, current ratio 1.92
61/100High exposure / 66 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#58 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityRate-cut durationMacro/theme alignment
50/100Middle exposure / 65 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#59 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainMacro/theme alignment
52/100Middle exposure / 64 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#62 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeMacro/theme alignment
54/100Middle exposure / 63 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#63 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalValueP/E 19.45, P/B 2.38
57/100Middle exposure / 62 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#64 of 167 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCapital discipline qualityMacro/theme alignment
50/100Middle 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.
Macro sensitivityLiquidity / funding betaBalance-sheet and liquidity resilience
60/100Middle 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.
FlowShort squeeze pressureFTD pressure plus breakout tape
26/100Very low exposure / 50 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#85 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
46/100Middle exposure / 50 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#85 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalShareholder yieldMacro/theme alignment
36/100Low 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.
Macro sensitivityCredit-easing beneficiaryMacro/theme alignment
44/100Low 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 -13.22%
47/100Middle exposure / 46 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#91 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquidityLiquidityMacro/theme alignment
45/100Middle exposure / 45 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#93 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityFiscal spending betaMacro/theme alignment
46/100Middle exposure / 44 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#95 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceDrawdown repairMacro/theme alignment
22/100Very low exposure / 43 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#97 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentMacro/theme alignment
54/100Middle exposure / 43 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#97 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualityMacro/theme alignment
43/100Low exposure / 43 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#97 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowFlow-momentum confluenceMacro/theme alignment
41/100Low exposure / 40 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#101 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInstitutional flow13F accumulation with price confirmation
38/100Low exposure / 39 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#103 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalMargin recoveryMacro/theme alignment
39/100Low exposure / 39 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#104 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBreakout / volume5D 1.89%, volume 0.74x
42/100Low exposure / 38 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#105 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipMacro/theme alignment
39/100Low exposure / 37 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#107 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
32/100Low 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.
EventCapital-return actionsShareholder yield, buybacks/dividends, and insider confirmation
43/100Low exposure / 36 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#109 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings breadthEarnings acceleration with peer breadth
41/100Low 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.
Market structureRelative leadershipMacro/theme alignment
28/100Very low exposure / 33 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#114 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
45/100Low exposure / 30 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#118 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings delivery qualityMacro/theme alignment
41/100Low 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.
LiquiditySizeMacro/theme alignment
51/100Middle exposure / 24 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#128 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowCrowding break riskMacro/theme alignment
38/100Low exposure / 24 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#129 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalLeverageMacro/theme alignment
4/100Very low exposure / 20 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#135 of 167 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupMacro/theme alignment
30/100Very low exposure / 20 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#135 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaMacro/theme alignment
44/100Low exposure / 15 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#144 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilityMacro/theme alignment
59/100Middle exposure / 14 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#145 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
45/100Low exposure / 12 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#148 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
24/100Very low exposure / 5 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#160 of 168 / 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