Factor Lens
Earnings Edge
Performance & Quintile Performance
Return by Earnings Edge quintile across the selected period. Q1 = top 20% ranked stocks, Q5 = bottom 20%.
Q1 · Top 20%
+19.2%
6M Return
Q2
+12.1%
6M Return
Q3
+0.8%
6M Return
Q4
-11.8%
6M Return
Q5 · Bottom 20%
-19.8%
6M Return
Q1
+19.2%
Q2
+12.1%
Q3
+0.8%
Q4
-11.8%
Q5
-19.8%
Top Contributors
Best-performing stocks inside the selected quintile across the selected period.
| # | Ticker | Company | Sector | Market Cap | Return 1M | Return 3M | Return 6M | Return 12M | Current Rank | Prior Month |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | NVDA | NVIDIA Corp. | Info Tech | Mega | +18.4% | +44.2% | +82.6% | +162.1% | 99 | 97 ↑+2 |
| 2 | AVGO | Broadcom Inc. | Info Tech | Mega | +14.2% | +28.8% | +51.3% | +92.4% | 96 | 78 ↑+18 |
| 3 | META | Meta Platforms | Comm. Svcs | Mega | +11.8% | +22.1% | +38.9% | +64.2% | 94 | 92 ↑+2 |
| 4 | MSFT | Microsoft Corp. | Info Tech | Mega | +10.3% | +18.6% | +29.4% | +48.1% | 92 | 90 ↑+2 |
| 5 | GOOGL | Alphabet A | Comm. Svcs | Mega | +9.6% | +16.4% | +26.8% | +42.5% | 91 | 89 ↑+2 |
| 6 | CRM | Salesforce Inc. | Info Tech | Large | +8.9% | +14.7% | +22.3% | +36.8% | 86 | 74 ↑+12 |
| 7 | NOW | ServiceNow | Info Tech | Large | +8.2% | +13.4% | +19.8% | +31.2% | 84 | 76 ↑+8 |
| 8 | ORCL | Oracle Corp. | Info Tech | Mega | +7.8% | +12.9% | +18.1% | +28.7% | 84 | 76 ↑+8 |
| 9 | PANW | Palo Alto Networks | Info Tech | Large | +7.1% | +11.8% | +16.4% | +24.9% | 82 | 75 ↑+7 |
| 10 | WMT | Walmart Inc. | Staples | Mega | +6.4% | +10.2% | +14.1% | +21.3% | 82 | 74 ↑+8 |
Highlighted column = currently selected sort period. Click any period pill above to re-sort.
Bottom Contributors
Worst-performing stocks inside the selected quintile across the selected period.
| # | Ticker | Company | Sector | Market Cap | Return 1M | Return 3M | Return 6M | Return 12M | Current Rank | Prior Month |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | XOM | Exxon Mobil | Energy | Mega | -14.8% | -24.6% | -38.2% | -52.1% | 8 | 12 ↓-4 |
| 2 | CVX | Chevron Corp. | Energy | Mega | -12.3% | -21.1% | -32.4% | -44.8% | 10 | 14 ↓-4 |
| 3 | JNJ | Johnson & Johnson | Health Care | Mega | -9.4% | -16.2% | -24.8% | -35.2% | 12 | 18 ↓-6 |
| 4 | INTC | Intel Corp. | Info Tech | Large | -8.7% | -14.8% | -22.1% | -31.8% | 14 | 22 ↓-8 |
| 5 | PFE | Pfizer Inc. | Health Care | Large | -8.1% | -13.6% | -20.4% | -29.1% | 16 | 20 ↓-4 |
| 6 | T | AT&T Inc. | Comm. Svcs | Large | -7.4% | -12.3% | -18.6% | -26.4% | 18 | 24 ↓-6 |
| 7 | VZ | Verizon Comm. | Comm. Svcs | Large | -6.8% | -11.4% | -16.9% | -23.8% | 20 | 26 ↓-6 |
| 8 | CSCO | Cisco Systems | Info Tech | Large | -6.2% | -10.6% | -15.8% | -22.1% | 18 | 28 ↓-10 |
| 9 | IBM | IBM Corp. | Info Tech | Large | -5.8% | -9.9% | -14.8% | -20.6% | 22 | 30 ↓-8 |
| 10 | MO | Altria Group | Staples | Large | -5.3% | -9.1% | -13.7% | -19.2% | 24 | 32 ↓-8 |
Attribution Analysis
Start with the Overview tab for the full sector or cap-band summary, then drill into any individual tab for its Q1 composition vs. Universe plus added/removed stocks this ranking session.
By Sector
Q1 Earnings Edge composition vs. Universe Top 1000.
% of Q1 stocks
% of Universe
Overview
Tech +12
Comm +6
Health -1
Cons Disc +1
Fin -5
Indust -2
Staples -1
Energy -4
Util -2
Matl -2
R.Estate -2
Sector Overview
Q1 Earnings Edge composition across all 11 GICS sectors vs. Universe Top 1000. Click any sector tab above to drill in.
| Sector | Q1 vs Universe | % of Q1 | % of Univ. | Tilt |
|---|---|---|---|---|
| Info Tech | 34% | 22% | +12 | |
| Comm. Services | 15% | 9% | +6 | |
| Health Care | 13% | 14% | -1 | |
| Consumer Disc. | 11% | 10% | +1 | |
| Financials | 8% | 13% | -5 | |
| Industrials | 7% | 9% | -2 | |
| Consumer Staples | 5% | 6% | -1 | |
| Energy | 3% | 7% | -4 | |
| Utilities | 2% | 4% | -2 | |
| Materials | 1% | 3% | -2 | |
| Real Estate | 1% | 3% | -2 |
By Market Cap
Q1 Earnings Edge composition vs. Universe Top 1000.
% of Q1 stocks
% of Universe
Market Cap Overview
Q1 Earnings Edge composition across all 5 cap bands vs. Universe Top 1000. Click any cap-band tab above to drill in.
| Cap Band | Q1 vs Universe | % of Q1 | % of Univ. | Tilt |
|---|---|---|---|---|
| Mega > $200B | 38% | 18% | +20 | |
| Large $10B-$200B | 41% | 46% | -5 | |
| Mid $2B-$10B | 15% | 24% | -9 | |
| Small $300M-$2B | 5% | 10% | -5 | |
| Micro < $300M | 1% | 2% | -1 |
Example Drill-in: Information Technology
Panel shown when a user clicks the "Tech" tab above. Same pattern applies to every sector and every cap band.
Information Technology
Earnings Edge is over-weight Tech by +12 points relative to the Universe Top 1000.
+Added to Q1 this month 4 ¼
| Ticker | Company | Current Rank | Prior Month |
|---|---|---|---|
| AVGO | Broadcom Inc. | 96 | 78 ↑+18 |
| CRM | Salesforce Inc. | 86 | 74 ↑+12 |
| NOW | ServiceNow | 84 | 76 ↑+8 |
| PANW | Palo Alto Networks | 82 | 75 ↑+7 |
-Removed from Q1 this month 2 ¼
| Ticker | Company | Current Rank | Prior Month |
|---|---|---|---|
| INTC | Intel Corp. | 74 | 82 ↓-8 |
| CSCO | Cisco Systems | 76 | 81 ↓-5 |
About Factor Lens: This view is accessible only by drilling through from a Factor Analysis page. It uses the same underlying ranking data but applied to a single factor, with contributor detail and universe-relative attribution. Historical ranks (Current vs. Prior Month) and the Top/Bottom contributor lists are pulled from stored monthly snapshots in Power BI.