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About / Field Manual

Factor Methodology

RankAlpha converts raw market data into comparable signals, grades, and screens. Momentum and Value are required for final grades; Sentiment is optional and reweighted when coverage is missing.

Factors field manual
1

Momentum (Price Trend)

0-100scale
-12M-9M-3MNow

Measures the strength and persistence of recent price trends.

Captures 1-12 month trend strength
Uses risk-adjusted returns
Penalizes crowded and overbought states
Scaled 0-100 for cross-stock comparison
Price History
Return Windows
Risk Adjust
Smoothing & Decay
Momentum Score
Required for Rankings eligibility
See Rankings
2

Value (Fundamental Value)

0-100scale

Measures how inexpensive a stock is relative to fundamentals.

Uses multi-metric composites
Normalizes versus sector and history
Rewards durable, high-quality value
Blends valuation, quality, and stability
Fundamentals
Valuation Ratios
Quality & Stability
Sector / History Norm
Value Score
Required for Rankings eligibility
See Rankings
3

Sentiment (Market Sentiment)

Optionalscale

Captures the tone and positioning of investor sentiment.

News, social, and earnings tone
Positioning and options flow
Contrarian adjustments
Optional signal reweighted when coverage is missing
Raw Signals
NLP & Classification
Aggregation & Weighting
Contrarian Adjustments
Sentiment Score
Optional add-on factor
See Sentiment / AI
4

Composite & Grades

Composite
Live
from DB
Momentum (Required)Default 40%
Value (Required)Default 40%
Sentiment (Optional)Default 20%

Momentum and Value are required. Sentiment is optional and additive. Model weights are read from the database, default to 40/40/20 when no learned row exists, and re-normalize over available required signals.

A
80-100
B
70-79
C
60-69
D
50-59
F
<50

Rankings eligibility

Stocks must have valid Momentum and Value scores. Sentiment enhances, but is not required.

See Rankings

Stock Detail factor scores

Each stock page shows the 0-100 scores for Momentum, Value, and Sentiment (when available).

Find a stock

Why this grade

We break down the drivers behind the composite score and highlight key strengths and risks.

Open Rankings
See RankingsExplore ranked stocks and factor scoresSee Sentiment / AIExplore sentiment coverage and signals