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 META Meta Platforms 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 V Visa Inc -- -- 0.0% 75 7 WMT Walmart Inc -- -- 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 TSM TSM +25.5% +46.0% 86 85 2 UNH UnitedHealth Group +51.3% +24.9% 88 80 3 LLY Eli Lilly and Company +20.8% +2.8% 62 75 4 AAPL Apple Inc +16.5% +7.5% 62 70 5 PG Procter & Gamble +4.8% +4.4% 55 60 6 MSFT Microsoft Corporation +0.0% +0.0% 50 50 7 NVDA NVIDIA Corporation +0.0% +0.0% 50 50 8 GOOGL Alphabet Inc +0.0% +0.0% 50 50 9 AMZN Amazon.com Inc +0.0% +0.0% 50 50 10 META Meta Platforms Inc +0.0% +0.0% 50 50
QUALITY FACTOR # SYMBOL NAME ROE MARGIN D/E SCORE 1 NVDA NVIDIA Corporation 114.3% 63.0% 0.00 100 2 GOOGL Alphabet Inc 38.9% 37.9% 0.00 100 3 LLY Eli Lilly and Company 107.5% 35.0% 0.00 100 4 AVGO Broadcom Inc 37.3% 38.9% 0.00 100 5 AAPL Apple Inc 141.5% 27.2% 0.00 95 6 ADBE Adobe Inc 62.9% 28.7% 0.00 95 7 AMZN Amazon.com Inc 24.3% 12.2% 0.00 85 8 COST Costco Wholesale 29.1% 3.0% 0.00 80 9 UNH UnitedHealth Group 12.2% 2.7% 0.00 75 10 MSFT Microsoft Corporation 0.0% 0.0% 0.00 45
