Research Tools

Running factor analysis

Measure a basket’s exposure to market, size, value, momentum, quality, and volatility factors.

Factor analysis
Risk
Diversification

Setting up the analysis

Add the tickers you want to analyze — the tool starts with a default set — then run the analysis. It works best on the basket of names you actually hold or are considering.

Reading factor exposures

Results break the basket down into six recurring return drivers, each shown as a directional bar.

Market (beta), size, and value.
Momentum, quality, and volatility.
Key insight cards: dominant factor, risk profile, a diversification score, and factor alignment.

Acting on the result

Use the output to check whether your exposures are deliberate. If one factor dominates, your portfolio may be a single bet in disguise. The recommendations list suggests where to rebalance.