Valuation Deciles — Factor Exposure Matrix

Bucket the investable universe into 10 deciles by composite valuation percentile (decile 1 = the cheapest 10%, decile 10 = the most expensive) and average the factor loadings within each bucket. Lets you see how the cheap end of the market differs from the expensive end on every factor at once. Toggle weighting between equal-weighted (every stock counts the same) and market-cap weighted (mega-caps dominate). Valuation percentiles are computed against each stock's own rolling 10-year history.