What actually drives a stock? Quantora regresses five years of daily returns against the classic risk factors - market, size, value, momentum and quality - and shows you the betas, their statistical significance, how much of the stock's movement they explain, and the leftover alpha. Returns-based, computed live in your browser.
Factors are built from liquid proxy ETFs: market = SPY over the risk-free rate; size = IWM − SPY (small minus large); value = IVE − IVW (value minus growth); momentum = MTUM − SPY; quality = QUAL − SPY. This is a returns-based (Sharpe-style) factor regression, not the Fama-French research factors, so loadings are approximate. Prices are split-adjusted daily closes; the risk-free rate is the 3-month Treasury (FRED DGS3MO). Educational only - not investment advice.