Factor Portfolio Analyzer

Analyze stocks through academic factor models: Value, Quality, Growth, Momentum, Size

Understand what drives stock performance using quantitative factor analysis

Quick Analysis

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Factor Scorecard

Score individual stocks 0-100 on Value, Quality, Growth, Momentum, and Size factors

  • ✓ Spider chart visualization
  • ✓ Percentile rankings vs S&P 500
  • ✓ Detailed metrics breakdown
Try it →
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Factor Comparison

Compare factor exposures across multiple stocks or ETFs side-by-side

  • ✓ Compare 2-10 stocks
  • ✓ Multi-series radar chart
  • ✓ Side-by-side comparison table
Compare →
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Portfolio Breakdown

Understand your portfolio's factor exposures and tilts vs benchmark

  • ✓ Factor attribution pie chart
  • ✓ Holdings contribution analysis
  • ✓ Factor tilt visualization
Analyze Portfolio →Pro
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Return Attribution

Decompose portfolio returns by factor contribution over time

  • ✓ Factor contribution breakdown
  • ✓ Historical performance analysis
  • ✓ Stacked bar chart visualization
View Attribution →Pro

What is Factor Investing?

Factor investing is a systematic approach to selecting stocks based on characteristics (factors) that have historically driven returns. Academic research has identified five main factors:

Value
Stocks trading at low prices relative to fundamentals (P/E, P/B ratios)
Quality
Companies with strong profitability, low debt, and stable earnings
Growth
Companies with rapidly increasing revenue and earnings
Momentum
Stocks with strong recent price performance tend to continue
Size
Smaller companies historically outperform larger ones (small-cap premium)