Research
Screen investment universes, analyze factor exposures, and review research notes.
Universe Screener
12 results
| Ticker | Name | Sector | Mkt Cap | Signal |
|---|---|---|---|---|
| NVDA | NVIDIA Corp | Technology | $3.1T | 0.91 |
| TSM | Taiwan Semiconductor | Technology | $892B | 0.88 |
| LLY | Eli Lilly | Healthcare | $742B | 0.86 |
| ASML | ASML Holding | Technology | $356B | 0.84 |
| SAP | SAP SE | Technology | $284B | 0.81 |
| V | Visa Inc | Financials | $612B | 0.78 |
| JPM | JPMorgan Chase | Financials | $685B | 0.72 |
| NOVO.B | Novo Nordisk | Healthcare | $412B | 0.61 |
| RELIANCE.NS | Reliance Industries | Energy | $236B | 0.59 |
| 005930.KS | Samsung Electronics | Technology | $318B | 0.53 |
| XOM | Exxon Mobil | Energy | $498B | 0.45 |
| SHEL | Shell plc | Energy | $218B | 0.38 |
Factor Exposure
| Factor | Current | Bench | Active | Z-Score | |
|---|---|---|---|---|---|
| Value | +0.32 | +0.18 | +0.14 | 1.42 | |
| Momentum | +0.58 | +0.22 | +0.36 | 2.81 | |
| Quality | +0.41 | +0.35 | +0.06 | 0.48 | |
| Size | -0.15 | +0.05 | -0.20 | -1.64 | |
| Volatility | -0.28 | -0.10 | -0.18 | -1.21 | |
| Liquidity | +0.12 | +0.08 | +0.04 | 0.34 |