Check the Factor Exposure of 5,000+ Stocks.
The Stock Analyser highlights the factor exposure of a stock relative to its benchmark universe, specifically if a stock has positive (max +100), neutral (0), or negative (max -100) exposure. As an example, Apple Inc (ticker: AAPL) exhibits a significant negative Size factor exposure as it has a very large market capitalisation compared to the US stock universe and the Size factor is defined as buying small caps and shorting large caps. Please see the factor definitions below or our Factor Guide for further details on factor construction.
The market coverage includes 5,000+ stocks from the US, Europe, Japan, Australia, Hong Kong and Singapore.
|Value||Buy cheap and sell expensive stocks||Combination of price-to-book and price-to-earnings ratios|
|Size||Buy small and sell large stocks||Current market capitalisation|
|Momentum||Buy winners and sell losers||Return over the past 12 months, excluding the most recent month|
|Low Volatility||Buy less volatile and sell more volatile stocks||Standard deviation over the past 12 months|
|Quality||Buy high and sell low quality companies||Combination of return-on-equity and debt-over-equity ratios|
|Growth||Buy growing and sell declining companies||Combination of 3-year sales per share and earnings per share growth rates|
|Dividend Yield||Buy high yielding and sell low yielding stocks||Current dividend yield|