Screen · NFAI engine

Factor screen

The watchlist universe scored on liquidity, market diversification, and risk discipline. A screen, not a forecast, and no fundamentals: it ranks risk-fit, not direction.

Universe

1004

Scored

1004

Quarantined

ETFs flagged

163

The book, by factor rank

Where each holding lands in the universe on risk-fit alone. The spec sleeve (RDDT, ETOR, SOUN) ranks low here on purpose: it is the asymmetric-upside sleeve, judged on a thesis this factor screen cannot see. The fundamental layer that scores it is not wired in yet.

#	Symbol	Name	Score	Beta	Corr SPY
45	TSM	Taiwan Semiconductor Manufacturing Co Ltd ADR	89	1.38	0.08
179	WM	Waste Management Inc	79	0.46	0.48
219	KGC	Kinross Gold Corp	77	0.77	0.37
261	CPRT	Copart Inc	74	0.99	0.66
267	HALO	Halozyme Therapeutics Inc	74	0.82	0.58
272	XLEETF	State Street Energy Select Sector SPDR ETF	74	0.45	0.77
304	RDDT	Reddit Inc Class A Shares	72	2.38	-0.24
354	PYPL	PayPal Holdings Inc	70	1.19	0.85
369	MCD	McDonald's Corp	70	0.13	0.77
452	PLMRthin	Palomar Holdings Inc	67	0.46	-0.47
555	NTES	NetEase Inc ADR	63	0.69	-0.73
625	IMAX	Imax Corp	60	0.39	0.77
780	ETOR	Etoro Group Ltd Ordinary Shares - Class A	54	1.82	0.81
845	SOUN	SoundHound AI Inc Ordinary Shares - Class A	50	2.34	0.95
871	INFQhigh β	Infleqtion Inc Ordinary Shares - Class A	48	5.13	—

The universe

All 1004 scored names, best first. Search, sort a column, or filter to interrogate it. Liquid, lower-beta, market-diversifying names rise here. High scores are not buy calls.

1004 scored


1	PDDPDD Holdings Inc ADR	98	99	96	100	0.51	-0.04
2	NUNu Holdings Ltd Ordinary Shares Class A	98	99	95	100	0.99	0.05
3	INFYInfosys Ltd ADR	98	98	96	100	0.90	-0.04
4	NVONovo Nordisk AS ADR	97	95	95	100	0.98	0.05
5	VZVerizon Communications Inc	97	100	91	100	0.24	0.09
6	EEMiShares MSCI Emerging Markets ETF	96	100	88	100	0.73	0.12
7	BRK/BBerkshire Hathaway Inc Class B	96	88	100	100	0.63	0.00
8	SATSEchoStar Corp Class A	96	88	100	100	0.91	0.00
9	AGFirst Majestic Silver Corp	96	94	93	100	0.95	-0.07
10	WMBWilliams Companies Inc	95	88	97	100	0.45	-0.03
11	NOWServiceNow Inc	95	88	98	100	0.80	0.02
12	CCitigroup Inc	95	100	89	96	1.11	-0.11
13	XPEVXPeng Inc ADR	95	89	97	100	0.98	-0.03
14	BTGB2Gold Corp	95	89	95	100	0.67	0.05
15	GOOGLAlphabet Inc Class A	94	100	90	92	1.23	0.10
16	PATHUiPath Inc Class A	94	96	90	95	1.16	-0.10
17	PBR/APetroleo Brasileiro SA Petrobras ADR	94	82	100	100	0.47	0.00
18	MPCMarathon Petroleum Corp	94	88	95	100	0.33	0.05
19	ADMArcher-Daniels-Midland Co	94	85	98	100	0.60	-0.02
20	FISVFiserv Inc	94	85	97	100	0.89	0.03
21	BBDBank Bradesco SA ADR	94	89	94	100	0.53	-0.06
22	SBSCompanhia De Saneamento Basico Do Estado De Sao Paulo ADR	94	83	100	100	0.37	0.00
23	IBMInternational Business Machines Corp	94	88	93	100	0.63	-0.07
24	KMIKinder Morgan Inc Class P	93	97	81	100	0.54	-0.19
25	IBNICICI Bank Ltd ADR	93	79	99	100	0.46	-0.01
26	ETEnergy Transfer LP	93	92	86	100	0.54	-0.14
27	AUAnglogold Ashanti PLC	93	86	94	100	0.50	0.06
28	EWZiShares MSCI Brazil ETF	93	99	79	100	0.67	0.21
29	FIGFigma Inc Class A	92	95	93	87	1.38	-0.07
30	DUKDuke Energy Corp	92	100	77	100	0.39	0.23
31	PBRPetroleo Brasileiro SA Petrobras ADR	92	95	81	100	-0.09	0.19
32	ZMZoom Communications Inc	92	86	91	100	1.01	0.09
33	LVSLas Vegas Sands Corp	91	84	89	100	0.96	-0.11
34	XOMExxon Mobil Corp	91	100	72	100	0.15	0.28
35	BBarrick Mining Corp	91	85	87	100	-0.07	-0.13
36	INSMInsmed Inc	91	75	98	100	0.60	-0.02
37	EGOEldorado Gold Corp	91	79	94	100	0.63	0.06
38	AEMAgnico Eagle Mines Ltd	91	74	99	100	0.12	-0.01
39	XLUState Street Utilities Select Sector SPDR ETF	90	100	70	100	0.61	0.30
40	AAPLApple Inc	90	100	73	97	1.08	0.27
41	RFRegions Financial Corp	90	97	73	100	1.00	0.27
42	CVSCVS Health Corp	90	88	83	100	0.62	0.17
43	LLYEli Lilly and Co	90	75	94	100	0.51	0.06
44	EXKEndeavour Silver Corp	90	87	82	100	0.96	-0.18
45	TSMheldTaiwan Semiconductor Manufacturing Co Ltd ADR	89	88	92	87	1.38	0.08
46	CEGConstellation Energy Corp	89	75	95	98	1.05	-0.05
47	POETPOET Technologies Inc	89	92	74	100	0.60	-0.26
48	ZTSZoetis Inc Class A	89	100	66	100	0.66	0.34
49	HSTHost Hotels & Resorts Inc	89	83	90	96	1.13	-0.10
50	UUPInvesco DB US Dollar Index Bullish Fund	89	85	81	100	-0.19	-0.19
51	BGBunge Global SA	89	69	99	100	0.65	-0.01
52	UUUUEnergy Fuels Inc	88	96	81	86	1.42	0.19
53	BAXBaxter International Inc	88	79	85	100	0.65	-0.15
54	FFord Motor Co	88	100	90	73	1.80	0.10
55	ZSZscaler Inc	88	75	90	100	0.95	-0.10
56	PPLPPL Corp	88	97	66	100	0.20	-0.34
57	SGOViShares 0-3 Month Treasury Bond ETF	88	75	88	100	0.00	0.12
58	MOHMolina Healthcare Inc	88	66	100	99	1.04	0.00
59	STRCStrategy Inc VR PRF PERPETUAL USD 100 - Ser A	88	87	78	100	0.37	0.22
60	IAGIamgold Corp	88	77	100	88	1.36	0.00
61	AVGOBroadcom Inc	87	88	91	83	1.50	0.09
62	CMGChipotle Mexican Grill Inc	87	100	61	100	0.97	0.39
63	NXENexGen Energy Ltd	87	89	75	97	1.08	0.25
64	QFINQfin Holdings Inc ADR	87	68	93	100	0.51	0.07
65	TMETencent Music Entertainment Group ADR	87	90	70	100	0.74	0.30
66	CRWDCrowdStrike Holdings Inc lass A	87	75	91	95	1.15	-0.09
67	UNPUnion Pacific Corp	87	74	86	100	0.98	-0.14
68	VEEVVeeva Systems Inc Class A	87	86	76	100	0.73	-0.24
69	INTRInter & Co Inc Ordinary Shares - Class A	87	67	95	100	0.88	0.05
70	TXNTexas Instruments Inc	86	75	91	92	1.24	0.09
71	QDELQuidelOrtho Corp	86	68	89	100	0.76	0.11
72	ALHCAlignment Healthcare Inc	86	78	79	100	0.32	0.21
73	UBERUber Technologies Inc	86	100	74	83	1.50	0.26
74	GTLBGitLab Inc Class A	86	77	82	100	0.98	0.18
75	MSFTMicrosoft Corp	86	100	60	97	1.09	0.40
76	GLDSPDR Gold Shares	86	88	69	100	0.17	0.31
77	NIONIO Inc ADR	86	90	68	99	1.02	0.32
78	HLHecla Mining Co	86	98	68	91	1.27	-0.32
79	SNOWSnowflake Inc Ordinary Shares	86	88	79	92	1.24	-0.21
80	JDJD.com Inc ADR	86	92	67	100	0.34	-0.33
81	VLOValero Energy Corp	86	75	83	100	0.31	-0.17
82	VICIVICI Properties Inc Ordinary Shares	86	96	61	100	0.56	0.39
83	GDXVanEck Gold Miners ETF	86	88	72	100	0.66	0.28
84	JNJJohnson & Johnson	86	88	71	100	0.26	0.29
85	HIMSHims & Hers Health Inc Ordinary Shares - Class A	85	100	95	61	2.16	0.05
86	UMCUnited Microelectronics Corp ADR	85	98	73	83	1.50	0.27
87	RGTIRigetti Computing Inc	85	99	55	100	0.97	0.45
88	REXRRexford Industrial Realty Inc	85	78	87	88	1.35	-0.13
89	CELHCelsius Holdings Inc	85	93	63	100	0.81	-0.37
90	GOOGAlphabet Inc Class C	85	100	62	92	1.23	0.38
91	PCARPACCAR Inc	85	74	81	100	0.97	-0.19
92	DEDeere & Co	85	74	82	100	0.93	-0.18
93	WMTWalmart Inc	85	100	55	100	0.42	0.45
94	RGLDRoyal Gold Inc	85	69	85	100	0.43	-0.15
95	SBSWSibanye Stillwater Ltd ADR	85	85	71	100	0.31	0.29
96	TSLATesla Inc	84	100	77	76	1.72	0.23
97	AEPAmerican Electric Power Co Inc	84	88	64	100	0.53	0.36
98	FINVFinVolution Group ADR	84	62	89	100	0.82	-0.11
99	VSTVistra Corp	83	88	73	88	1.36	-0.27
100	AMZNAmazon.com Inc	83	100	64	86	1.43	-0.36

Showing the top 100 of 1004 matching — search or filter to narrow. Liq / Div / Risk are the three score components (0–100): liquidity, market diversification, risk discipline. Score is their mean.

Method: each factor is normalized 0 to 1 and equally weighted; the score is their mean, 0 to 100. Liquidity uses the broker's liquidity rating and dollar volume. Diversification is one minus the absolute correlation to SPY. Risk discipline penalizes extreme beta. Limits: a single-day snapshot, no fundamentals, no momentum, correlation is the broker's point-in-time figure. A buy decision needs the fundamental layer, which is not wired in.

The book, by factor rank

#	Symbol	Name	Score	Beta	Corr SPY
45	TSM	Taiwan Semiconductor Manufacturing Co Ltd ADR	89	1.38	0.08
179	WM	Waste Management Inc	79	0.46	0.48
219	KGC	Kinross Gold Corp	77	0.77	0.37
261	CPRT	Copart Inc	74	0.99	0.66
267	HALO	Halozyme Therapeutics Inc	74	0.82	0.58
272	XLEETF	State Street Energy Select Sector SPDR ETF	74	0.45	0.77
304	RDDT	Reddit Inc Class A Shares	72	2.38	-0.24
354	PYPL	PayPal Holdings Inc	70	1.19	0.85
369	MCD	McDonald's Corp	70	0.13	0.77
452	PLMRthin	Palomar Holdings Inc	67	0.46	-0.47
555	NTES	NetEase Inc ADR	63	0.69	-0.73
625	IMAX	Imax Corp	60	0.39	0.77
780	ETOR	Etoro Group Ltd Ordinary Shares - Class A	54	1.82	0.81
845	SOUN	SoundHound AI Inc Ordinary Shares - Class A	50	2.34	0.95
871	INFQhigh β	Infleqtion Inc Ordinary Shares - Class A	48	5.13	—

The universe

All 1004 scored names, best first. Search, sort a column, or filter to interrogate it. Liquid, lower-beta, market-diversifying names rise here. High scores are not buy calls.

1004 scored


1	PDDPDD Holdings Inc ADR	98	99	96	100	0.51	-0.04
2	NUNu Holdings Ltd Ordinary Shares Class A	98	99	95	100	0.99	0.05
3	INFYInfosys Ltd ADR	98	98	96	100	0.90	-0.04
4	NVONovo Nordisk AS ADR	97	95	95	100	0.98	0.05
5	VZVerizon Communications Inc	97	100	91	100	0.24	0.09
6	EEMiShares MSCI Emerging Markets ETF	96	100	88	100	0.73	0.12
7	BRK/BBerkshire Hathaway Inc Class B	96	88	100	100	0.63	0.00
8	SATSEchoStar Corp Class A	96	88	100	100	0.91	0.00
9	AGFirst Majestic Silver Corp	96	94	93	100	0.95	-0.07
10	WMBWilliams Companies Inc	95	88	97	100	0.45	-0.03
11	NOWServiceNow Inc	95	88	98	100	0.80	0.02
12	CCitigroup Inc	95	100	89	96	1.11	-0.11
13	XPEVXPeng Inc ADR	95	89	97	100	0.98	-0.03
14	BTGB2Gold Corp	95	89	95	100	0.67	0.05
15	GOOGLAlphabet Inc Class A	94	100	90	92	1.23	0.10
16	PATHUiPath Inc Class A	94	96	90	95	1.16	-0.10
17	PBR/APetroleo Brasileiro SA Petrobras ADR	94	82	100	100	0.47	0.00
18	MPCMarathon Petroleum Corp	94	88	95	100	0.33	0.05
19	ADMArcher-Daniels-Midland Co	94	85	98	100	0.60	-0.02
20	FISVFiserv Inc	94	85	97	100	0.89	0.03
21	BBDBank Bradesco SA ADR	94	89	94	100	0.53	-0.06
22	SBSCompanhia De Saneamento Basico Do Estado De Sao Paulo ADR	94	83	100	100	0.37	0.00
23	IBMInternational Business Machines Corp	94	88	93	100	0.63	-0.07
24	KMIKinder Morgan Inc Class P	93	97	81	100	0.54	-0.19
25	IBNICICI Bank Ltd ADR	93	79	99	100	0.46	-0.01
26	ETEnergy Transfer LP	93	92	86	100	0.54	-0.14
27	AUAnglogold Ashanti PLC	93	86	94	100	0.50	0.06
28	EWZiShares MSCI Brazil ETF	93	99	79	100	0.67	0.21
29	FIGFigma Inc Class A	92	95	93	87	1.38	-0.07
30	DUKDuke Energy Corp	92	100	77	100	0.39	0.23
31	PBRPetroleo Brasileiro SA Petrobras ADR	92	95	81	100	-0.09	0.19
32	ZMZoom Communications Inc	92	86	91	100	1.01	0.09
33	LVSLas Vegas Sands Corp	91	84	89	100	0.96	-0.11
34	XOMExxon Mobil Corp	91	100	72	100	0.15	0.28
35	BBarrick Mining Corp	91	85	87	100	-0.07	-0.13
36	INSMInsmed Inc	91	75	98	100	0.60	-0.02
37	EGOEldorado Gold Corp	91	79	94	100	0.63	0.06
38	AEMAgnico Eagle Mines Ltd	91	74	99	100	0.12	-0.01
39	XLUState Street Utilities Select Sector SPDR ETF	90	100	70	100	0.61	0.30
40	AAPLApple Inc	90	100	73	97	1.08	0.27
41	RFRegions Financial Corp	90	97	73	100	1.00	0.27
42	CVSCVS Health Corp	90	88	83	100	0.62	0.17
43	LLYEli Lilly and Co	90	75	94	100	0.51	0.06
44	EXKEndeavour Silver Corp	90	87	82	100	0.96	-0.18
45	TSMheldTaiwan Semiconductor Manufacturing Co Ltd ADR	89	88	92	87	1.38	0.08
46	CEGConstellation Energy Corp	89	75	95	98	1.05	-0.05
47	POETPOET Technologies Inc	89	92	74	100	0.60	-0.26
48	ZTSZoetis Inc Class A	89	100	66	100	0.66	0.34
49	HSTHost Hotels & Resorts Inc	89	83	90	96	1.13	-0.10
50	UUPInvesco DB US Dollar Index Bullish Fund	89	85	81	100	-0.19	-0.19
51	BGBunge Global SA	89	69	99	100	0.65	-0.01
52	UUUUEnergy Fuels Inc	88	96	81	86	1.42	0.19
53	BAXBaxter International Inc	88	79	85	100	0.65	-0.15
54	FFord Motor Co	88	100	90	73	1.80	0.10
55	ZSZscaler Inc	88	75	90	100	0.95	-0.10
56	PPLPPL Corp	88	97	66	100	0.20	-0.34
57	SGOViShares 0-3 Month Treasury Bond ETF	88	75	88	100	0.00	0.12
58	MOHMolina Healthcare Inc	88	66	100	99	1.04	0.00
59	STRCStrategy Inc VR PRF PERPETUAL USD 100 - Ser A	88	87	78	100	0.37	0.22
60	IAGIamgold Corp	88	77	100	88	1.36	0.00
61	AVGOBroadcom Inc	87	88	91	83	1.50	0.09
62	CMGChipotle Mexican Grill Inc	87	100	61	100	0.97	0.39
63	NXENexGen Energy Ltd	87	89	75	97	1.08	0.25
64	QFINQfin Holdings Inc ADR	87	68	93	100	0.51	0.07
65	TMETencent Music Entertainment Group ADR	87	90	70	100	0.74	0.30
66	CRWDCrowdStrike Holdings Inc lass A	87	75	91	95	1.15	-0.09
67	UNPUnion Pacific Corp	87	74	86	100	0.98	-0.14
68	VEEVVeeva Systems Inc Class A	87	86	76	100	0.73	-0.24
69	INTRInter & Co Inc Ordinary Shares - Class A	87	67	95	100	0.88	0.05
70	TXNTexas Instruments Inc	86	75	91	92	1.24	0.09
71	QDELQuidelOrtho Corp	86	68	89	100	0.76	0.11
72	ALHCAlignment Healthcare Inc	86	78	79	100	0.32	0.21
73	UBERUber Technologies Inc	86	100	74	83	1.50	0.26
74	GTLBGitLab Inc Class A	86	77	82	100	0.98	0.18
75	MSFTMicrosoft Corp	86	100	60	97	1.09	0.40
76	GLDSPDR Gold Shares	86	88	69	100	0.17	0.31
77	NIONIO Inc ADR	86	90	68	99	1.02	0.32
78	HLHecla Mining Co	86	98	68	91	1.27	-0.32
79	SNOWSnowflake Inc Ordinary Shares	86	88	79	92	1.24	-0.21
80	JDJD.com Inc ADR	86	92	67	100	0.34	-0.33
81	VLOValero Energy Corp	86	75	83	100	0.31	-0.17
82	VICIVICI Properties Inc Ordinary Shares	86	96	61	100	0.56	0.39
83	GDXVanEck Gold Miners ETF	86	88	72	100	0.66	0.28
84	JNJJohnson & Johnson	86	88	71	100	0.26	0.29
85	HIMSHims & Hers Health Inc Ordinary Shares - Class A	85	100	95	61	2.16	0.05
86	UMCUnited Microelectronics Corp ADR	85	98	73	83	1.50	0.27
87	RGTIRigetti Computing Inc	85	99	55	100	0.97	0.45
88	REXRRexford Industrial Realty Inc	85	78	87	88	1.35	-0.13
89	CELHCelsius Holdings Inc	85	93	63	100	0.81	-0.37
90	GOOGAlphabet Inc Class C	85	100	62	92	1.23	0.38
91	PCARPACCAR Inc	85	74	81	100	0.97	-0.19
92	DEDeere & Co	85	74	82	100	0.93	-0.18
93	WMTWalmart Inc	85	100	55	100	0.42	0.45
94	RGLDRoyal Gold Inc	85	69	85	100	0.43	-0.15
95	SBSWSibanye Stillwater Ltd ADR	85	85	71	100	0.31	0.29
96	TSLATesla Inc	84	100	77	76	1.72	0.23
97	AEPAmerican Electric Power Co Inc	84	88	64	100	0.53	0.36
98	FINVFinVolution Group ADR	84	62	89	100	0.82	-0.11
99	VSTVistra Corp	83	88	73	88	1.36	-0.27
100	AMZNAmazon.com Inc	83	100	64	86	1.43	-0.36