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 AAPL Apple Inc -- -- 0.0% 75 2 MSFT Microsoft Corporation -- -- 0.0% 75 3 NVDA NVIDIA Corporation -- -- 0.0% 75 4 GOOGL Alphabet Inc -- -- 0.0% 75 5 AMZN Amazon.com Inc -- -- 0.0% 75 6 META Meta Platforms Inc -- -- 0.0% 75 7 BRK.B Berkshire Hathaway -- -- 0.0% 75 8 LLY Eli Lilly and Company -- -- 0.0% 75 9 AVGO Broadcom Inc -- -- 0.0% 75 10 TSM TSM -- -- 0.0% 75
MOMENTUM FACTOR # SYMBOL NAME 3M RET 6M RET REL STR SCORE 1 XOM Exxon Mobil Corporation +33.6% +42.0% 88 85 2 TSM TSM +12.4% +16.9% 65 75 3 WMT Walmart Inc +12.0% +22.2% 67 75 4 JNJ Johnson & Johnson +18.0% +29.4% 74 75 5 COST Costco Wholesale +15.6% +8.9% 62 70 6 GOOGL Alphabet Inc -5.0% +21.2% 58 55 7 AMD Advanced Micro Devices -1.8% +27.7% 63 55 8 BRK.B Berkshire Hathaway +0.0% +0.0% 50 50 9 PG Procter & Gamble +0.5% -5.4% 48 45 10 NFLX Netflix Inc +1.9% -91.7% 5 45
QUALITY FACTOR # SYMBOL NAME ROE MARGIN D/E SCORE 1 MA Mastercard Inc 209.9% 45.7% 0.00 100 2 WMT Walmart Inc 21.8% 3.1% 0.00 80 3 AAPL Apple Inc 0.0% 0.0% 0.00 45 4 MSFT Microsoft Corporation 0.0% 0.0% 0.00 45 5 NVDA NVIDIA Corporation 0.0% 0.0% 0.00 45 6 GOOGL Alphabet Inc 0.0% 0.0% 0.00 45 7 AMZN Amazon.com Inc 0.0% 0.0% 0.00 45 8 META Meta Platforms Inc 0.0% 0.0% 0.00 45 9 BRK.B Berkshire Hathaway 0.0% 0.0% 0.00 45 10 LLY Eli Lilly and Company 0.0% 0.0% 0.00 45
