Factor Portfolio Builder

Design a multi-factor portfolio by selecting target factor exposures. Find stocks that best match your desired factor tilts.

This feature is experimental. Academic research supports factor investing but past performance does not guarantee future results.

Target Factor Exposures

Adjust the sliders to set your desired exposure to each factor. The portfolio builder will find stocks that best match these targets.

Market Beta Sensitivity to overall market movements
0 1.0 +2
Value Low price relative to fundamentals (P/E, P/B)
-2 0.0 +2
Momentum Recent price performance (12-month return)
-2 0.0 +2
Quality High profitability, stable earnings, low leverage
-2 0.0 +2
Small Size Smaller market capitalization companies
-2 0.0 +2
Low Volatility Lower price fluctuations, more stable returns
-2 0.0 +2
Growth High earnings growth, revenue growth expectations
-2 0.0 +2
Beta High beta stocks that amplify market moves
-2 0.0 +2
Dividend Yield High dividend-paying income stocks
-2 0.0 +2
Liquidity Highly liquid, easily tradeable stocks
-2 0.0 +2
US Dollar Exposure to US Dollar strength (UUP - BIL)
-2 0.0 +2
Interest Rate Sensitivity to interest rate changes
-2 0.0 +2
Credit Risk Exposure to credit spreads and default risk
-2 0.0 +2
Oil Price Sensitivity to crude oil price movements
-2 0.0 +2
Gold Price Sensitivity to gold price movements
-2 0.0 +2
Buybacks Companies with share repurchase programs
-2 0.0 +2

Portfolio Settings