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 NVDA NVIDIA Corporation -- -- 0.0% 75 2 BRK.B Berkshire Hathaway -- -- 0.0% 75 3 JPM JPMorgan Chase -- -- 0.0% 75 4 XOM Exxon Mobil Corporation -- -- 0.0% 75 5 JNJ Johnson & Johnson -- -- 0.0% 75 6 COST Costco Wholesale -- -- 0.0% 75 7 HD Home Depot Inc -- -- 0.0% 75 8 ORCL Oracle Corporation -- -- 0.0% 75 9 ADBE Adobe Inc -- -- 0.0% 75 10 UNH UnitedHealth Group 25.1 3.6 2.3% 65
MOMENTUM FACTOR # SYMBOL NAME 3M RET 6M RET REL STR SCORE 1 MA Mastercard Inc +21.1% +16.4% 69 80 2 MSFT Microsoft Corporation +19.2% +22.4% 71 75 3 LLY Eli Lilly and Company +13.9% +20.7% 67 75 4 JPM JPMorgan Chase +19.2% +16.5% 68 75 5 V Visa Inc +17.3% +21.3% 69 75 6 UNH UnitedHealth Group +3.3% +38.3% 71 70 7 JNJ Johnson & Johnson +18.1% +12.2% 65 70 8 CRM Salesforce Inc +15.9% +3.1% 59 70 9 ADBE Adobe Inc +15.0% +5.7% 60 70 10 NVDA NVIDIA Corporation +0.2% +15.2% 58 65
QUALITY FACTOR # SYMBOL NAME ROE MARGIN D/E SCORE 1 MSFT Microsoft Corporation 34.0% 40.3% 0.00 100 2 GOOGL Alphabet Inc 48.7% 54.8% 0.00 100 3 LLY Eli Lilly and Company 102.3% 33.5% 0.00 100 4 AVGO Broadcom Inc 37.3% 38.9% 0.00 100 5 TSM TSM 40.0% 49.9% 0.00 100 6 V Visa Inc 61.2% 50.8% 0.00 100 7 MA Mastercard Inc 241.2% 46.3% 0.00 100 8 AAPL Apple Inc 148.8% 27.6% 0.00 95 9 NFLX Netflix Inc 49.5% 28.2% 0.00 95 10 AMZN Amazon.com Inc 30.6% 17.4% 0.00 90
