Discover What Drives Stock Performance
Market Drivers analyzes investment indicators and identifies factors that influence stock returns.
Instead of relying on intuition when selecting stocks, investors can analyze hundreds of indicators, evaluate their historical performance, and construct portfolios based on statistically significant market drivers.
Factor Categories
Market Drivers analyzes investment indicators grouped into common factor investing styles: Value, Momentum, Volatility, Size, Quality, and Trend. Each factor category contains multiple investment indicators that can be analyzed and tested using historical portfolio simulations.
Indicator Research
The platform evaluates hundreds of indicators and measures their relationship to stock performance using statistical metrics and indicator-ranked portfolios.
- Indicator performance ranking
- Indicator stability across market periods
- Historical return characteristics
- Statistical strength of signals
Factor Portfolios
Once promising indicators are identified, portfolios can be constructed based on the strongest drivers.
- Portfolio size configuration
- Indicator ranking rules
- Advanced portfolio metrics
- Portfolio constituents
- Factor score for all stocks
- Portfolio adjustment alerts
Investment Indicators Used in Factor Investing
Market Drivers analyzes a wide range of investment indicators used in factor investing portfolios.
These indicators are commonly used by quantitative investors to explain differences in stock performance and identify potential investment signals.
Examples of commonly used indicators include:
- price-to-book ratio
- dividend yield
- return on equity
- earnings growth
- revenue growth
- price momentum
- volatility measures
Each indicator can be evaluated using historical ranked portfolios to determine whether it represents a statistically meaningful market driver.
How Quantitative Investors Use Market Drivers
Quantitative investors use factor indicators to build systematic investment portfolios. Instead of selecting individual stocks based on discretionary analysis, investors analyze statistical relationships between indicators and stock returns.
A typical workflow includes:
- Identifying indicators with strong historical signals
- Ranking stocks according to indicator values
- Constructing factor portfolios
- Evaluating performance using historical backtests
- Live portfolio adjustments based on Market Drivers alerts
This approach allows investors to develop systematic factor portfolios based on measurable market relationships.
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Frequently Asked Questions
Stocks can be ranked according to indicator values and selected into portfolios based on configurable rules. Users can define portfolio size, ranking direction, and rebalancing frequency. The platform then evaluates the historical performance of these factor portfolios using backtests.
Every month, we send users information about portfolio adjustments based on the current values of the indicators. You will receive a notification both in the app and by email. You can then adjust your portfolio manually with your broker or use the automatic connection via API.
Market drivers are investment indicators or factors that influence stock performance. These drivers can include valuation metrics, financial indicators, price momentum, or volatility measures. By analyzing statistical relationships between indicators and stock returns, investors can identify factors that historically influenced market performance
The platform analyzes hundreds of investment indicators and evaluates their relationship to stock performance. Indicators are assessed using statistical metrics and ranked portfolios to determine whether they generate meaningful investment signals. This allows investors to identify indicators that historically produced strong factor signals.
Market Drivers supports indicators from several factor investing categories, including:
Value indicators
Momentum indicators
Volatility indicators
Trend indicators
Size indicators
Quality indicators