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All
K Score
Momentum
Value
Growth
Quality
Region:
United States
China
0
K Score - US - Non Financial
All the major US stock exchanges, up to 4,000 tickers
0
K Score - US - Top 500 Stocks by Market Cap
All the major US stock exchanges, up to 500 tickers
0
K Score - China A-Share
Shanghai/Shenzhen stock exchanges, close to 800 tickers, All sectors
0
Value Factor - US
10 value ratios & composites, history since 2003
0
Quality Factor - US
Profitability, growth, safety, combined quality, history since 2003
0
Piotroski F-Score - US
Quality, value, growth, combined f score
0
Price Momentum Factor - US
Short, medium & long term, breadth momentum
0
Risk-Adjusted Momentum Factor - US
Risk metrics for periods of 50, 100 & 200 days
0
Idiosyncratic Momentum Factor - US
Also called residual momentum, history since 2003
0
Trend Momentum Factor - US
Price & return moving average, trend analysis
0
G-Score - US
Earnings, profitability, cashflow, growth
0
Profitability Trend - US
Quarterly gross profit, regression model
