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 MSFT Microsoft Corporation -- -- 0.0% 75 2 NVDA NVIDIA Corporation -- -- 0.0% 75 3 BRK.B Berkshire Hathaway -- -- 0.0% 75 4 LLY Eli Lilly and Company -- -- 0.0% 75 5 JPM JPMorgan Chase -- -- 0.0% 75 6 V Visa Inc -- -- 0.0% 75 7 XOM Exxon Mobil Corporation -- -- 0.0% 75 8 JNJ Johnson & Johnson -- -- 0.0% 75 9 PG Procter & Gamble -- -- 0.0% 75 10 ORCL Oracle Corporation -- -- 0.0% 75
MOMENTUM FACTOR # SYMBOL NAME 3M RET 6M RET REL STR SCORE 1 AAPL Apple Inc +0.0% +0.0% 50 50 2 MSFT Microsoft Corporation +0.0% +0.0% 50 50 3 NVDA NVIDIA Corporation +0.0% +0.0% 50 50 4 GOOGL Alphabet Inc +0.0% +0.0% 50 50 5 AMZN Amazon.com Inc +0.0% +0.0% 50 50 6 META Meta Platforms Inc +0.0% +0.0% 50 50 7 BRK.B Berkshire Hathaway +0.0% +0.0% 50 50 8 LLY Eli Lilly and Company +0.0% +0.0% 50 50 9 AVGO Broadcom Inc +0.0% +0.0% 50 50 10 TSM TSM +0.0% +0.0% 50 50
QUALITY FACTOR # SYMBOL NAME ROE MARGIN D/E SCORE 1 GOOGL Alphabet Inc 48.7% 54.8% 0.00 100 2 AVGO Broadcom Inc 44.3% 42.9% 0.00 100 3 TSM TSM 40.0% 49.9% 0.00 100 4 MA Mastercard Inc 241.2% 46.3% 0.00 100 5 AAPL Apple Inc 148.8% 27.6% 0.00 95 6 NFLX Netflix Inc 49.5% 28.2% 0.00 95 7 ADBE Adobe Inc 61.9% 28.1% 0.00 95 8 AMZN Amazon.com Inc 30.6% 17.4% 0.00 90 9 META Meta Platforms Inc 29.8% 29.8% 0.00 90 10 HD Home Depot Inc 104.3% 8.4% 0.00 85
