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 AMZN Amazon.com Inc -- -- 0.0% 75 3 BRK.B Berkshire Hathaway -- -- 0.0% 75 4 TSM TSM -- -- 0.0% 75 5 JPM JPMorgan Chase -- -- 0.0% 75 6 XOM Exxon Mobil Corporation -- -- 0.0% 75 7 PG Procter & Gamble -- -- 0.0% 75 8 COST Costco Wholesale -- -- 0.0% 75 9 HD Home Depot Inc -- -- 0.0% 75 10 ORCL Oracle Corporation -- -- 0.0% 75
MOMENTUM FACTOR # SYMBOL NAME 3M RET 6M RET REL STR SCORE 1 GOOGL Alphabet Inc +24.6% +39.0% 82 85 2 AMD Advanced Micro Devices +109.9% +80.8% 100 85 3 AVGO Broadcom Inc +22.3% +23.3% 73 80 4 UNH UnitedHealth Group +42.1% +19.2% 81 80 5 NVDA NVIDIA Corporation +16.2% +18.2% 67 75 6 TSM TSM +6.2% +40.8% 73 75 7 AAPL Apple Inc +7.0% +8.0% 58 65 8 WMT Walmart Inc +1.2% +27.1% 64 65 9 XOM Exxon Mobil Corporation -3.2% +26.8% 62 55 10 ORCL Oracle Corporation +18.9% -14.1% 52 55
QUALITY FACTOR # SYMBOL NAME ROE MARGIN D/E SCORE 1 MSFT Microsoft Corporation 34.0% 39.3% 0.00 100 2 NVDA NVIDIA Corporation 101.5% 55.6% 0.00 100 3 GOOGL Alphabet Inc 38.9% 37.9% 0.00 100 4 META Meta Platforms Inc 32.9% 32.8% 0.00 100 5 LLY Eli Lilly and Company 107.5% 35.0% 0.00 100 6 AVGO Broadcom Inc 33.4% 36.6% 0.00 100 7 V Visa Inc 60.4% 51.7% 0.00 100 8 MA Mastercard Inc 232.1% 45.9% 0.00 100 9 JNJ Johnson & Johnson 26.4% 21.8% 0.00 90 10 WMT Walmart Inc 21.8% 3.1% 0.00 80
