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.
PriceBetaProducer Manufacturing
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 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralPower/grid beneficiaryProducer Manufacturing
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 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralTheme alignmentIndustrial / exporter cycle
60/100High exposure / 97 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralAI infrastructure intensityProducer Manufacturing
20/100Very low exposure / 97 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#2 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureRelative leadershipProducer Manufacturing
56/100Middle exposure / 81 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#8 of 36 / 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 / 78 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#9 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PricePrice momentum1M 7.43%
67/100High exposure / 75 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureCountry-sector structureGermany · Producer Manufacturing structure
56/100Middle exposure / 75 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#10 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalRevenue acceleration leadershipProducer Manufacturing
48/100Middle exposure / 72 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#11 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowFlow-momentum confluenceProducer Manufacturing
56/100Middle exposure / 69 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#12 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceBreakout / volume5D -0.87%, volume 0.75x
55/100Middle exposure / 67 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 36 / 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
52/100Middle exposure / 67 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#13 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowOptions pressureOption tilt n/a%, tape-confirmed
43/100Low exposure / 64 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralReshoring supply-chainProducer Manufacturing
50/100Middle exposure / 64 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityRate-cut durationProducer Manufacturing
50/100Middle exposure / 64 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#14 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalQualityGross margin 18.7%, ROE n/a%
51/100Middle exposure / 58 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalValueP/E 61.77, P/B 5.15
47/100Middle exposure / 57 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#16 of 35 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityEnergy-security leverageProducer Manufacturing
56/100Middle exposure / 56 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#17 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings breadthEarnings acceleration with peer breadth
49/100Middle exposure / 53 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#18 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityFiscal spending betaProducer Manufacturing
44/100Low exposure / 53 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#18 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralDefense rearmament alignmentProducer Manufacturing
53/100Middle exposure / 50 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityCredit-easing beneficiaryProducer Manufacturing
43/100Low exposure / 50 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#19 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityVolatility regime betaLow-beta volatility-regime resilience
46/100Middle exposure / 47 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowCrowding break riskProducer Manufacturing
38/100Low exposure / 47 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#20 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalBalance-sheet resilienceDebt/equity 0.03, current ratio 0.88
46/100Middle exposure / 44 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#21 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowShort squeeze pressureFTD pressure plus breakout tape
27/100Very low exposure / 44 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#21 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Market structureIdiosyncratic alphaProducer Manufacturing
50/100Middle exposure / 44 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#21 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityInflation margin hedgeProducer Manufacturing
46/100Middle exposure / 42 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#22 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FlowSentiment reversal setupProducer Manufacturing
37/100Low exposure / 42 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#22 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceDrawdown repairProducer Manufacturing
27/100Very low exposure / 39 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#23 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquiditySizeProducer Manufacturing
46/100Middle exposure / 33 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#25 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings delivery qualityProducer Manufacturing
45/100Middle exposure / 33 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#25 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralIndustrial-policy beneficiaryProducer Manufacturing
51/100Middle exposure / 31 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#26 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalCash-conversion compounderProducer Manufacturing
40/100Low exposure / 31 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#26 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalShareholder yieldProducer Manufacturing
14/100Very low exposure / 25 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#28 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
EventCapital discipline qualityProducer Manufacturing
33/100Low exposure / 25 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#28 of 36 / 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
33/100Low exposure / 22 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#29 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
PriceLow volatilityProducer Manufacturing
43/100Low exposure / 19 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#30 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalPricing-power qualityProducer Manufacturing
33/100Low exposure / 19 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#30 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalMargin recoveryProducer Manufacturing
38/100Low exposure / 19 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#30 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalEarnings revision pressureFundamental acceleration and catalyst evidence
35/100Low exposure / 14 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#32 of 36 / 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
21/100Very low exposure / 14 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#32 of 36 / 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#33 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
FundamentalLeverageProducer Manufacturing
1/100Very low exposure / 11 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#33 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
Macro sensitivityLiquidity / funding betaBalance-sheet and liquidity resilience
44/100Low exposure / 11 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#33 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralThematic demandIndustrial / exporter cycle
56/100Middle exposure / 11 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#33 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
StructuralMacro / theme tailwindGermany · Industrial / exporter cycle
52/100Middle exposure / 8 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#34 of 36 / The company has a score, but no stored rolling beta to the factor-return basket yet.
LiquidityLiquidityProducer Manufacturing
33/100Low exposure / 6 pctile
No betaNo corr / 0 obs
No score path yetWaiting for enough stored price bars
No regression link#35 of 36 / 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