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 GOOGL Alphabet Inc -- -- 0.0% 75 3 AMZN Amazon.com Inc -- -- 0.0% 75 4 META Meta Platforms Inc -- -- 0.0% 75 5 BRK.B Berkshire Hathaway -- -- 0.0% 75 6 TSM TSM -- -- 0.0% 75 7 JPM JPMorgan Chase -- -- 0.0% 75 8 V Visa Inc -- -- 0.0% 75 9 UNH UnitedHealth Group -- -- 0.0% 75 10 JNJ Johnson & Johnson -- -- 0.0% 75
MOMENTUM FACTOR # SYMBOL NAME 3M RET 6M RET REL STR SCORE 1 XOM Exxon Mobil Corporation +12.7% +30.5% 72 80 2 AMD Advanced Micro Devices +20.1% +19.4% 70 80 3 AVGO Broadcom Inc +15.6% +16.4% 66 75 4 GOOGL Alphabet Inc +3.5% +34.9% 69 70 5 TSM TSM +8.2% +25.6% 67 70 6 WMT Walmart Inc +6.5% +18.4% 62 70 7 JNJ Johnson & Johnson +7.1% +21.2% 64 70 8 AAPL Apple Inc +5.8% +7.1% 56 65 9 NVDA NVIDIA Corporation +8.3% +10.1% 59 65 10 AMZN Amazon.com Inc +4.8% +17.6% 61 65
QUALITY FACTOR # SYMBOL NAME ROE MARGIN D/E SCORE 1 NVDA NVIDIA Corporation 101.5% 55.6% 0.00 100 2 LLY Eli Lilly and Company 101.2% 31.7% 0.00 100 3 AVGO Broadcom Inc 33.4% 36.6% 0.00 100 4 MA Mastercard Inc 209.9% 45.7% 0.00 100 5 AAPL Apple Inc 152.0% 27.0% 0.00 95 6 WMT Walmart Inc 21.8% 3.1% 0.00 80 7 COST Costco Wholesale 29.6% 3.0% 0.00 80 8 XOM Exxon Mobil Corporation 11.1% 8.9% 0.00 75 9 MSFT Microsoft Corporation 0.0% 0.0% 0.00 45 10 GOOGL Alphabet Inc 0.0% 0.0% 0.00 45
