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 AMZN Amazon.com Inc -- -- 0.0% 75 2 BRK.B Berkshire Hathaway -- -- 0.0% 75 3 TSM TSM -- -- 0.0% 75 4 JPM JPMorgan Chase -- -- 0.0% 75 5 MA Mastercard Inc -- -- 0.0% 75 6 XOM Exxon Mobil Corporation -- -- 0.0% 75 7 HD Home Depot Inc -- -- 0.0% 75 8 ORCL Oracle Corporation -- -- 0.0% 75 9 CRM Salesforce Inc -- -- 0.0% 75 10 AMD Advanced Micro Devices -- -- 0.0% 75
MOMENTUM FACTOR # SYMBOL NAME 3M RET 6M RET REL STR SCORE 1 AMD Advanced Micro Devices +32.1% +101.1% 100 85 2 UNH UnitedHealth Group +12.4% +44.4% 78 80 3 AAPL Apple Inc +10.3% +19.0% 65 75 4 JPM JPMorgan Chase +12.6% +15.0% 64 75 5 MSFT Microsoft Corporation +12.1% +8.0% 60 70 6 LLY Eli Lilly and Company +19.3% +10.8% 65 70 7 V Visa Inc +11.6% +13.8% 63 70 8 MA Mastercard Inc +15.7% +6.4% 61 70 9 JNJ Johnson & Johnson +12.8% +12.8% 63 70 10 TSM TSM +1.7% +22.3% 62 65
QUALITY FACTOR # SYMBOL NAME ROE MARGIN D/E SCORE 1 MSFT Microsoft Corporation 34.0% 40.3% 0.00 100 2 NVDA NVIDIA Corporation 114.3% 63.0% 0.00 100 3 GOOGL Alphabet Inc 48.7% 54.8% 0.00 100 4 LLY Eli Lilly and Company 107.5% 35.0% 0.00 100 5 AVGO Broadcom Inc 37.3% 38.9% 0.00 100 6 V Visa Inc 61.2% 50.8% 0.00 100 7 AAPL Apple Inc 148.8% 27.6% 0.00 95 8 NFLX Netflix Inc 49.5% 28.2% 0.00 95 9 ADBE Adobe Inc 62.9% 28.7% 0.00 95 10 META Meta Platforms Inc 29.8% 29.8% 0.00 90
