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.
FundamentalGrowth accelerationFundamental snapshot acceleration
36/100Low exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralPower/grid beneficiaryValuation pressure
20/100Very low exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityCredit-easing beneficiaryValuation pressure
60/100Middle exposure / 100 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#1 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquidityLiquidityValuation pressure
61/100High exposure / 96 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceDrawdown repairValuation pressure
48/100Middle exposure / 96 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowOptions pressureOption tilt n/a%, tape-confirmed
68/100High exposure / 96 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowCrowding break riskValuation pressure
61/100High exposure / 96 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBetaValuation pressure
53/100Middle exposure / 92 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowShort squeeze pressureFTD pressure plus breakout tape
47/100Middle exposure / 92 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowFlow-momentum confluenceValuation pressure
64/100High exposure / 92 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#3 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowInstitutional flow13F accumulation with price confirmation
62/100High exposure / 88 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 24 / 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 / 88 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityFiscal spending betaValuation pressure
55/100Middle exposure / 88 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipValuation pressure
56/100Middle exposure / 88 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#4 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureRelative leadershipValuation pressure
61/100High exposure / 83 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainValuation pressure
60/100High exposure / 83 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#5 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalBalance-sheet resilienceDebt/equity 0.29, current ratio 2.2
66/100High exposure / 79 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralAI infrastructure intensityValuation pressure
20/100Very low exposure / 79 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#6 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PricePrice momentum1M 0.96%
64/100High exposure / 75 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#7 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralTheme alignmentSoftware / digital services
56/100Middle exposure / 67 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityRate-cut durationValuation pressure
53/100Middle exposure / 67 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureCountry-sector structureCanada · Technology Services structure
60/100Middle exposure / 62 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
57/100Middle exposure / 58 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityEnergy-security leverageValuation pressure
62/100High exposure / 58 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalQualityGross margin 75.4%, ROE 8.1%
48/100Middle exposure / 50 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityLiquidity / funding betaBalance-sheet and liquidity resilience
60/100High exposure / 50 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings breadthEarnings acceleration with peer breadth
52/100Middle exposure / 50 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaValuation pressure
57/100Middle exposure / 50 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityVolatility regime betaLow-beta volatility-regime resilience
48/100Middle exposure / 46 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalLeverageValuation pressure
10/100Very low exposure / 43 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 23 / 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
54/100Middle exposure / 42 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentValuation pressure
56/100Middle exposure / 42 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#15 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralIndustrial-policy beneficiaryValuation pressure
63/100High exposure / 38 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupValuation pressure
45/100Middle exposure / 38 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBreakout / volume5D -18.97%, volume 5.07x
41/100Low exposure / 33 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#17 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings delivery qualityValuation pressure
53/100Middle exposure / 33 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#17 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeValuation pressure
48/100Middle exposure / 29 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#18 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalValueP/E 94.49, P/B 7.19
20/100Very low exposure / 21 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilityValuation pressure
52/100Middle exposure / 21 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalMargin recoveryValuation pressure
44/100Low exposure / 21 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalCash-conversion compounderValuation pressure
38/100Low exposure / 21 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalShareholder yieldValuation pressure
19/100Very low exposure / 17 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#21 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquiditySizeValuation pressure
45/100Middle exposure / 17 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#21 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralMacro / theme tailwindCanada · Software / digital services
62/100High exposure / 17 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#21 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralThematic demandSoftware / digital services
59/100Middle exposure / 17 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#21 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCapital discipline qualityValuation pressure
40/100Low exposure / 12 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#22 of 24 / 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
28/100Very low exposure / 8 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#23 of 24 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualityValuation pressure
34/100Low exposure / 8 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#23 of 24 / 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.
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