STOCK ANALYSER

Check the Factor Exposure of 5,000+ Stocks.

Enter a Ticker or ISIN

DESCRIPTION

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.

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FACTOR DEFINITIONS

Factor Description Variables
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
Ticker ISIN Value Size Momentum Low Volatility Quality Growth Yield
Ticker ISIN 0.00 0.00 0.00 0.00 0.00 0.00 0.00
FISV US3377381088 -45.00 -85.00 20.00 95.00 10.00 40.00 -100.00
BOKF US05561Q2012 45.00 -35.00 -10.00 40.00 -40.00 5.00 30.00
SWN US8454671095 -40.00 -5.00 -100.00 -90.00 -85.00 -85.00 -35.00
TRGP US87612G1013 -10.00 -55.00 -75.00 -40.00 -35.00 -95.00 90.00
LOXO US5488621013 -65.00 20.00 95.00 -100.00 0.00 0.00 -100.00
RPT US7514522025 40.00 65.00 -85.00 15.00 -50.00 45.00 80.00
NLY US0357104092 90.00 -65.00 30.00 85.00 -10.00 90.00 90.00
UNP US9078181081 -5.00 -95.00 10.00 65.00 30.00 -30.00 30.00
ABC US03073E1055 -5.00 -75.00 -40.00 -10.00 15.00 65.00 20.00
Ticker ISIN

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