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.
FundamentalLeverageMacro/theme alignment
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 167 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowOptions pressureOption tilt n/a%, tape-confirmed
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.
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.
FlowShort squeeze pressureFTD pressure plus breakout tape
45/100Middle 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.
FlowCrowding break riskMacro/theme alignment
62/100High 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.
LiquidityLiquidityMacro/theme alignment
51/100Middle 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.
StructuralTheme alignmentRates / financial 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.
FundamentalRevenue acceleration leadershipMacro/theme alignment
57/100Middle 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.
FlowFlow-momentum confluenceMacro/theme alignment
69/100High 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.
PricePrice momentum1M 5.45%
84/100Very high 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.
Macro sensitivityVolatility regime betaLow-beta volatility-regime resilience
62/100High 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.
Macro sensitivityFiscal spending betaMacro/theme alignment
53/100Middle 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.
PriceBreakout / volume5D 5.8%, volume 1.02x
80/100Very high 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.
StructuralPower/grid beneficiaryMacro/theme alignment
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.
FlowInstitutional flow13F accumulation with price confirmation
70/100High 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.
FlowFund-flow confirmationFund-flow, institutional ownership, and price confirmation
61/100High exposure / 91 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainMacro/theme alignment
59/100Middle 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.
Market structureCountry-sector structureJapan · Finance structure
62/100High exposure / 89 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupMacro/theme alignment
53/100Middle exposure / 89 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquiditySizeMacro/theme alignment
65/100High 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.
Market structureRelative leadershipMacro/theme alignment
56/100Middle exposure / 88 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#21 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceDrawdown repairMacro/theme alignment
34/100Low 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.
Macro sensitivityVolatility risk premiumVolatility-premium resilience with options confirmation
64/100High exposure / 77 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#40 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilityMacro/theme alignment
77/100Very high exposure / 76 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#42 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentMacro/theme alignment
64/100High 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.
FundamentalEarnings breadthEarnings acceleration with peer breadth
51/100Middle exposure / 73 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#47 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeMacro/theme alignment
56/100Middle exposure / 73 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#46 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaMacro/theme alignment
67/100High 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.
PriceBetaMacro/theme alignment
42/100Low 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.
StructuralMacro / theme tailwindJapan · Rates / financial cycle
70/100High exposure / 67 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#56 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityCredit-easing beneficiaryMacro/theme alignment
47/100Middle 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.
StructuralThematic demandRates / financial cycle
65/100High 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.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
41/100Low 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 sensitivityEnergy-security leverageMacro/theme alignment
58/100Middle exposure / 49 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#87 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalValueP/E 23.42, P/B 1.33
47/100Middle exposure / 45 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#93 of 167 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityRate-cut durationMacro/theme alignment
44/100Low 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.
FundamentalShareholder yieldMacro/theme alignment
31/100Low 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.
FundamentalEarnings delivery qualityMacro/theme alignment
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.
FundamentalQualityGross margin n/a%, ROE 5.8%
39/100Low exposure / 34 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#111 of 167 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalMargin recoveryMacro/theme alignment
36/100Low exposure / 26 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#125 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
54/100Middle exposure / 19 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#137 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
31/100Low exposure / 15 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#143 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalGrowth accelerationFundamental snapshot acceleration
35/100Low exposure / 11 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#151 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualityMacro/theme alignment
35/100Low exposure / 10 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#153 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralIndustrial-policy beneficiaryMacro/theme alignment
50/100Middle exposure / 7 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#157 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalCash-conversion compounderMacro/theme alignment
34/100Low exposure / 7 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#158 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCapital discipline qualityMacro/theme alignment
30/100Very 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.
FundamentalBalance-sheet resilienceDebt/equity 3.01, current ratio 0.33
17/100Very low exposure / 1 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#168 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