Factor Research
The same deterministic model, sliced by individual strength instead of by overall score. Every board ranks only the companies that actually have a score in that category, and each entry shows the metrics that produced it.
Deterministic ranking output from public SEC XBRL filings and IBKR prices. For research and education only. Nothing here is a recommendation to buy or sell any security.
Coverage caveat — read before comparing boards
A leaderboard is only as wide as the data behind it
- A company missing a metric has that metric dropped and the remaining weights renormalized. Nothing is ever scored as zero for being absent, and an unavailable category renders as N/A rather than 0.0.
- Scores are cross-sectional percentile ranks inside the scored universe with ties averaged, so they are relative to today's peer set, not to an absolute standard. A universe of one scores 50.0 on everything.
- Valuation needs a real IBKR price. With TWS disconnected there is no price, so priceToEarnings, priceToSales and both yields are null and the valuation board thins out or empties entirely.
- Risk needs price history. Sharpe, Sortino, volatility, drawdown and beta are null without enough bars, and beta additionally needs the benchmark series.
- Financials are scored without current ratio, debt/equity, net debt / FCF, FCF margin, FCF yield and the FCF growth metrics — those read as leverage problems on a bank's balance sheet. Excluded metrics show as Excluded below.
- Values marked pctl are percentile scores, not reported figures: the raw number is not part of the ranking payload.
Best quality
Widest margin structure and the highest return on shareholders' equity.
Best growth
Fastest compounding of revenue, earnings per share and free cash flow.
Cheapest on valuation
Highest yields and lowest multiples against the IBKR valuation price.
Strongest balance sheet
Liquidity and interest cover weighed against leverage.
Best risk profile
Risk-adjusted return against realised volatility and drawdown.