Home / Quant Hub / Factor Dashboard FACTOR DASHBOARD Factor investing uses systematic rules to identify stocks with specific return-driving characteristics. The three primary factors below -- value, momentum, and quality -- have decades of academic research supporting their long-term outperformance potential.
VALUE FACTOR # SYMBOL NAME P/E P/B DIV YIELD SCORE 1 JPM JPMorgan Chase 14.4 2.3 2.0% 80 2 AMZN Amazon.com Inc -- -- 0.0% 75 3 META Meta Platforms Inc -- -- 0.0% 75 4 BRK.B Berkshire Hathaway -- -- 0.0% 75 5 AVGO Broadcom Inc -- -- 0.0% 75 6 TSM TSM -- -- 0.0% 75 7 UNH UnitedHealth Group -- -- 0.0% 75 8 MA Mastercard Inc -- -- 0.0% 75 9 XOM Exxon Mobil Corporation -- -- 0.0% 75 10 JNJ Johnson & Johnson -- -- 0.0% 75
MOMENTUM FACTOR # SYMBOL NAME 3M RET 6M RET REL STR SCORE 1 XOM Exxon Mobil Corporation +29.2% +36.9% 83 85 2 JNJ Johnson & Johnson +14.4% +35.9% 75 80 3 TSM TSM +15.3% +29.8% 73 75 4 WMT Walmart Inc +7.4% +21.1% 64 70 5 COST Costco Wholesale +13.4% +3.7% 59 70 6 NVDA NVIDIA Corporation +4.6% +3.0% 54 60 7 GOOGL Alphabet Inc -1.9% +26.1% 62 55 8 LLY Eli Lilly and Company -4.9% +29.4% 62 55 9 AMD Advanced Micro Devices -6.2% +24.7% 59 55 10 AAPL Apple Inc -8.1% +9.3% 51 50
QUALITY FACTOR # SYMBOL NAME ROE MARGIN D/E SCORE 1 MSFT Microsoft Corporation 34.4% 39.0% 0.00 100 2 NVDA NVIDIA Corporation 101.5% 55.6% 0.00 100 3 GOOGL Alphabet Inc 35.7% 32.8% 0.00 100 4 LLY Eli Lilly and Company 101.2% 31.7% 0.00 100 5 V Visa Inc 53.9% 50.2% 0.00 100 6 AAPL Apple Inc 152.0% 27.0% 0.00 95 7 NFLX Netflix Inc 42.8% 24.3% 0.00 95 8 JPM JPMorgan Chase 16.1% 33.9% 0.00 90 9 PG Procter & Gamble 31.6% 19.3% 0.00 90 10 HD Home Depot Inc 145.5% 8.6% 0.00 85
