Momentum (12M)
−0.68
Downtrend confirmed across most S&P sectors. Avoid momentum longs.
Value / P/E Z-Score
+0.31
Post-selloff value improving. Quality cheap names beginning to offer margin of safety.
Quality (ROE/Debt)
+0.44
Quality premium widening. Strong balance sheets outperforming in risk-off regime.
Low Volatility
+0.77
Low-vol factor strongest in 2+ years. Staples, utilities, healthcare leading.
Size (Small/Large)
−0.52
Small caps underperforming large caps significantly. Risk-off favors quality large-cap.
Carry (Yield)
+0.29
Dividend growers modestly outperforming. Yield attractive vs Treasury alternatives.
Beta (Market Sens.)
−0.83
High-beta names severely underperforming. Avoid high-beta tech and consumer discretionary.
Growth (EPS Growth)
−0.41
Growth factor under pressure as rate-cut expectations shrink and multiples compress.
⬡
Black-Scholes
Options pricing + full Greeks dashboard
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◈
DCF Calculator
Intrinsic value with sensitivity table
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⊕
Kelly Criterion
Optimal position sizing calculator
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◇
Risk Ratios
Sharpe · Sortino · Calmar · Max DD
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⊞
Correlation Matrix
Asset correlation heatmap builder
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∿
Yield Curve
Live US Treasury yield curve plotter
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◎
Efficient Frontier
Markowitz portfolio optimizer
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⬦
IV Rank Calculator
Implied volatility percentile + signals
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All quantitative outputs are educational. Not financial advice. Models use simplified assumptions.
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