Real-time breadth, factor score, sector, and industry diagnostics
Every point is a ticker. Value score runs left to right; negative score-change stretch sits higher.
Bubble size is member count. Position blends average value score and value breadth.
Distribution of value scores across the value universe.
Names where factor score and monthly score change are most visible.
Names moving into value, leaving value, or sitting close enough to flip on the next monthly score.
Longest active runs inside the value bucket.
Monthly breadth of value names versus the average value score across the covered universe.
Groups with the most unusual value concentration relative to the current universe breadth.
Value names where score trend is deteriorating and persistence can be a warning rather than a cushion.
Realtime Value Factor Performance from Dec 2016 to Current
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Hover the chart to inspect values.