QuantLink AI · Factor Research

Factor Modeling

This QuantLink AI dashboard evaluates equity factors across 3,545 stocks. It compares factor ranks with forward returns, shows sector and size exposures, and benchmarks portfolio backtests.

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Signal evaluation

Does the factor rank forward returns?

Inspect the cross-sectional distribution and compare exposures by sector, industry and market-cap band.
Group stocks by factor rank and compare forward 12-month returns across deciles. Use rank correlation, bucket monotonicity and the top-minus-bottom spread to assess the signal.
Review quintile returns and benchmark-relative performance alongside drawdowns and sector weights.

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Dashboard diagnostics

Module	Purpose
Distribution & Segments	Histogram with S&P 500 percentile reference overlay.
Sector & Industry	GICS sector medians, top-15 industry breakdowns, and universe-median reference lines.
Signal Quality	IC, Spearman, Pearson, OLS slope, R-squared, monotonicity, spread, sample size, and verdict.
Sector Composition	Stacked sector exposure by quintile to reveal unintended sector bets.

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