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Smart beta

New Feature: Factor Exposure

A new feature is now available to help analyze companies using style factors including Value, Growth, Quality, Momentum, Volatility and Yield.

Investors are increasingly looking at factor investing as a valuable tool to enhance returns but they often face the challenge of finding reliable metrics. InoAdvisor fills this gap by providing a factor analysis tool to support our clients generate better risk-adjusted returns.

This feature is available for free with your StockPointer subscription. If you don’t have StockPointer yet, contact your Account Managers now.

Here is a breakdown of the Factor Exposure tab:

You can access the Factor Analysis page by clicking on the Factor Exposure tab of a company’s profile.
Overall Score by factor: The company is attributed a factor score for each factor family (Value, Growth, Quality, Momentum, Volatility and Yield). These scores are based on the sector percentile of the company’s factor details. A Value Score of 57 means that, according to our metrics, AAPL is in the top 43% of the stocks in its sector in terms of value investing.
The chart plots the company’s factor scores to the sector’s average factor scores.
The histogram displays each factor family’s key ratios, the stock’s current sector percentile, its one year minimum and maximum sector percentile and its historical minimum and maximum percentile.
The value of each ratio in the Factor family.
The percentile rank of the company in its sector.
The percentile rank of the company in the market, either Canada or US.
Ratios in the Factor Detail section were added to the Peers tab.
A side by side comparison of the peers’ factor ratios and the stock’s rank among its peers.