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.
FlowShort squeeze pressureFTD pressure plus breakout tape
51/100Middle 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 intensityOpportunity setup
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.
LiquidityLiquidityOpportunity setup
60/100Middle exposure / 98 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 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.
PriceDrawdown repairOpportunity setup
39/100Low exposure / 96 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#8 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBreakout / volume5D 8.28%, volume 1.25x
77/100Very 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.
FlowOptions pressureOption tilt n/a%, tape-confirmed
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.
StructuralPower/grid beneficiaryOpportunity setup
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.
LiquiditySizeOpportunity setup
66/100High 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.
FlowSentiment reversal setupOpportunity setup
56/100Middle 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.
Macro sensitivityCredit-easing beneficiaryOpportunity setup
52/100Middle 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.
FlowCrowding break riskOpportunity setup
59/100Middle 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.
FundamentalShareholder yieldOpportunity setup
58/100Middle exposure / 86 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#25 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
57/100Middle 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.
Macro sensitivityFiscal spending betaOpportunity setup
51/100Middle 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.
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#34 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 / 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.
FundamentalRevenue acceleration leadershipOpportunity setup
49/100Middle exposure / 77 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#39 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 / 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.
FlowFlow-momentum confluenceOpportunity setup
54/100Middle 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.
PricePrice momentum1M 6.42%
60/100High 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.
FlowFund-flow confirmationFund-flow, institutional ownership, and price confirmation
53/100Middle 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.
StructuralReshoring supply-chainOpportunity setup
53/100Middle exposure / 71 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#49 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInstitutional flow13F accumulation with price confirmation
50/100Middle exposure / 70 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#51 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
62/100High 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.
Market structureRelative leadershipOpportunity setup
41/100Low 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.
FundamentalLeverageOpportunity setup
23/100Very low exposure / 62 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#65 of 167 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilityOpportunity setup
73/100High 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.
StructuralMacro / theme tailwindJapan · Business / professional services
66/100High 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.
Market structureIdiosyncratic alphaOpportunity setup
57/100Middle 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.
EventCapital discipline qualityOpportunity setup
50/100Middle exposure / 53 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#80 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBetaOpportunity setup
30/100Very low 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.
Macro sensitivityEnergy-security leverageOpportunity setup
57/100Middle exposure / 48 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#88 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings breadthEarnings acceleration with peer breadth
43/100Low 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.
Market structureCountry-sector structureJapan · Distribution Services structure
53/100Middle 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.
StructuralDefense rearmament alignmentOpportunity setup
55/100Middle 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.
FundamentalBalance-sheet resilienceDebt/equity 0.69, current ratio 1.41
51/100Middle exposure / 45 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#94 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeOpportunity setup
51/100Middle 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.
FundamentalValueP/E 23.3, P/B 1.9
44/100Low exposure / 41 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#100 of 167 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralIndustrial-policy beneficiaryOpportunity setup
57/100Middle 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.
FundamentalCash-conversion compounderOpportunity setup
43/100Low 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 sensitivityRate-cut durationOpportunity setup
42/100Low exposure / 32 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#115 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualityOpportunity setup
38/100Low 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.
StructuralThematic demandBusiness / professional services
59/100Middle 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.
FundamentalEarnings delivery qualityOpportunity setup
39/100Low 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.
FundamentalMargin recoveryOpportunity setup
32/100Low exposure / 13 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#147 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalQualityGross margin 8.7%, ROE 8.5%
21/100Very low exposure / 8 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#154 of 167 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralTheme alignmentBusiness / professional services
52/100Middle 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.
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