The model

A 118-factor US equity model

netQuants combines accounting data and market data into a single ranking of publicly traded US companies. Every ticker gets a composite score plus category-level scores across ten factor families.

Factor categories

Value

Price relative to fundamentals

Quality

Profitability, stability, capital efficiency

Profitability

Margins and returns on capital

Growth

Revenue, earnings and cash flow expansion

Momentum

Trend and relative strength

Risk

Volatility, drawdown, beta

Balance sheet

Leverage, liquidity, solvency

Accounting signals

Accruals, restatements, red flags

Earnings stability

Consistency of reported results

Capital efficiency

Reinvestment discipline

Sample factor snapshot

Illustrative only — anonymized demo tickers.

TickerCompositeValueQualityMomentum
DMO.A94.2889287
DMO.B92.8918490
DMO.C91.5749682
DMO.D90.1629593
DMO.E88.7898276
DMO.F87.4847988
DMO.G86.9927178
DMO.H85.6588994

Important

Rankings are research signals derived from accounting and market data. They are not recommendations to buy or sell securities. netQuants is not a registered investment adviser. You are responsible for your own decisions.

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