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Qlib-inspired autonomous factor analysis. Systematic IC (Information Coefficient) testing across 36 fundamental, technical, and governance metrics against forward NZX returns.
Spearman Information Coefficient measures rank correlation between factor values and forward returns. |t-stat| > 2.0 indicates statistical significance at 95% confidence.
| # | Factor | Category | Direction | IC (12M) | t-stat | Hit Rate | Q1-Q5 Spread | Signal |
|---|
Composite alpha score (0-100) combining all significant factors weighted by IC magnitude. 55% weight on 12M horizon, 30% on 3M, 15% on 1M.
| # | Company | Sector | 1M | 3M | 12M | Composite | Rating | Top Factors |
|---|
Companies with the weakest factor exposure across significant alpha signals.
| Company | Sector | Composite | Rating | Headwind Factors |
|---|
Per-company: GET /api/v1/alpha-factors/{ticker}. Full leaderboard: GET /api/v1/alpha-factors/leaderboard.
Data sourced from publicly available NZX disclosures. Our datasets may not be complete. Automated analysis can produce errors. Past performance does not indicate future results. If you believe any data on this page is incorrect, please contact us at hello@nzxplorer.co.nz. For informational purposes only. Not investment advice.
Multi-factor model combining 6+ alpha signals
Company-level composite signal dashboards
Composite 0-100 alpha scores combining 5 proprietary signal dimensions (governance, insider, credibility, quality, dividend) validated on 10 years of NZX data. 16 validated factors, 7 proprietary signals scored per company.