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.
FundamentalCash-conversion compounderMacro/theme alignment
72/100High 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.
FundamentalValueP/E 4.51, P/B 1.01
90/100Very high exposure / 99 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 167 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalShareholder yieldMacro/theme alignment
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.
EventCapital discipline qualityMacro/theme alignment
71/100High 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-return actionsShareholder yield, buybacks/dividends, and insider confirmation
87/100Very 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.
FundamentalPricing-power qualityMacro/theme alignment
60/100High 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.
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.
LiquidityLiquidityMacro/theme alignment
54/100Middle 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.
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.
PriceDrawdown repairMacro/theme alignment
35/100Low 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.
PriceBetaMacro/theme alignment
54/100Middle exposure / 83 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalQualityGross margin 79.5%, ROE 28.0%
70/100High exposure / 82 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#31 of 167 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowShort squeeze pressureFTD pressure plus breakout tape
35/100Low 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 sensitivityInflation margin hedgeMacro/theme alignment
57/100Middle 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.
FundamentalMargin recoveryMacro/theme alignment
47/100Middle exposure / 74 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#44 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralMacro / theme tailwindJapan · Rates / financial cycle
69/100High 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.
StructuralThematic demandRates / financial cycle
64/100High 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.
FundamentalBalance-sheet resilienceDebt/equity 3.94, current ratio 6.78
53/100Middle 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.
FlowOptions pressureOption tilt n/a%, tape-confirmed
36/100Low 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.
FlowSentiment reversal setupMacro/theme alignment
35/100Low 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.
Macro sensitivityRate-cut durationMacro/theme alignment
44/100Low exposure / 38 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#106 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
56/100Middle 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.
LiquiditySizeMacro/theme alignment
51/100Middle exposure / 27 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#123 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralIndustrial-policy beneficiaryMacro/theme alignment
55/100Middle 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 sensitivityCredit-easing beneficiaryMacro/theme alignment
39/100Low 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.
PriceBreakout / volume5D -2.8%, volume 1.96x
35/100Low 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.
FundamentalEarnings delivery qualityMacro/theme alignment
41/100Low 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.
FlowCrowding break riskMacro/theme alignment
38/100Low 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.
Macro sensitivityEnergy-security leverageMacro/theme alignment
49/100Middle exposure / 11 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#150 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityFiscal spending betaMacro/theme alignment
41/100Low 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.
PriceLow volatilityMacro/theme alignment
49/100Middle 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.
Macro sensitivityVolatility risk premiumVolatility-premium resilience with options confirmation
40/100Low 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.
StructuralReshoring supply-chainMacro/theme alignment
41/100Low 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.
FlowFlow-momentum confluenceMacro/theme alignment
23/100Very low exposure / 6 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#159 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.
PricePrice momentum1M -6.54%
15/100Very low exposure / 4 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#163 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
33/100Low exposure / 4 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#163 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureCountry-sector structureJapan · Finance structure
44/100Low exposure / 4 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#163 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipMacro/theme alignment
27/100Very low exposure / 4 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#162 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureRelative leadershipMacro/theme alignment
3/100Very low exposure / 3 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#164 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInstitutional flow13F accumulation with price confirmation
9/100Very low exposure / 2 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#166 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings breadthEarnings acceleration with peer breadth
28/100Very low exposure / 2 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#166 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentMacro/theme alignment
37/100Low exposure / 2 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#165 of 168 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaMacro/theme alignment
26/100Very low exposure / 2 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#166 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
28/100Very 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