Universe
3,156
active tickers
Total MCap
$55.3T
Mean ROE
6.4%
Mean Beta
1.12
MA Breadth
56.7%
MA30 > MA100
Q12M / Q3M
1.0 / 1.3
universe mean
MIDOS Long Signals
3 signals2 newActive universe with MIDOS sentiment > 95% (matches Primary + Secondary tier counts above). Historical win rates from prior > 97% signals via midos_signal_stats.
NEW: 2 · CONTINUING: 1
Grade Migration
Sector MA Breadth (MA30 > MA100)
Mega-Cap Watchlist (top by market cap)
Monitoring only, not a buy signal. See Signal Book for conviction trades.
| Ticker | Name | Sector | Price | MCap▼ | ROE | Beta | Q3M | Q12M | MA(30/100) | Z-Score | Grade |
|---|---|---|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | Information Technology | $283.78 | $4.2T | 141.5% | 0.90 | 1.64 | 4.35 | 1.088 | +0.37 | B |
| GOOGL | ALPHABET INC-A | Communication Services | $337.39 | $4.1T | 38.9% | 1.32 | 0.65 | 8.59 | 1.096 | +0.16 | B |
| GOOG | ALPHABET INC-C | Communication Services | $334.69 | $4.1T | 38.9% | 1.30 | 0.29 | 8.52 | 1.093 | +0.18 | B |
| AMZN | AMAZON.COM INC | Consumer Discretionary | $232.69 | $2.5T | 24.3% | 1.44 | -2.95 | -2.13 | 1.071 | +0.08 | B |
| AVGO | BROADCOM INC | Information Technology | $365.02 | $1.7T | 33.4% | 2.13 | -2.54 | 0.67 | 1.105 | +0.26 | B |
| LLY | ELI LILLY & CO | Health Care | $1,208.12 | $1.1T | 107.6% | 0.49 | 13.64 | 5.35 | 1.091 | +0.45 | A |
| BRK/B | BERKSHIRE HATH-B | Financials | $498.66 | $1.1T | 10.5% | 0.07 | 5.80 | -0.42 | 1.000 | -0.04 | D |
| JPM | JPMORGAN CHASE | Financials | $329.05 | $881.7B | 17.0% | 0.84 | 5.65 | 0.49 | 1.025 | -0.04 | D |
| AMD | ADV MICRO DEVICE | Information Technology | $521.58 | $850.5B | 8.2% | 2.90 | 16.17 | 7.99 | 1.524 | +0.14 | A |
| ASML | ASML HOLDING-NY | Information Technology | $1,794.62 | $691.7B | 52.2% | 2.15 | 0.86 | 6.20 | 1.138 | +0.10 | B |
| INTC | INTEL CORP | Information Technology | $128.32 | $644.9B | -3.0% | 2.54 | 17.12 | 11.21 | 1.514 | +1.00 | B |
| JNJ | JOHNSON&JOHNSON | Health Care | $254.66 | $613B | 26.4% | -0.08 | 9.21 | 15.77 | 0.991 | +0.10 | B |
| AMAT | APPLIED MATERIAL | Information Technology | $626.84 | $497.7B | 39.7% | 2.37 | 11.42 | 9.79 | 1.238 | +0.06 | B |
| LRCX | LAM RESEARCH | Information Technology | $379.09 | $474.1B | 66.8% | 2.88 | 7.64 | 9.97 | 1.248 | +0.22 | A |
| CAT | CATERPILLAR INC | Industrials | $997.47 | $459.4B | 51.4% | 1.65 | 6.64 | 11.07 | 1.135 | +0.17 | B |
| CSCO | CISCO SYSTEMS | Information Technology | $113.77 | $448.4B | 25.8% | 1.02 | 10.56 | 6.50 | 1.276 | +0.02 | B |
| ABBV | ABBVIE INC | Health Care | $253.35 | $447.6B | 88.6% | 0.03 | 15.47 | 6.90 | 1.025 | +0.23 | C |
| MA | MASTERCARD INC-A | Financials | $499.02 | $440.9B | 232.6% | 0.39 | -0.59 | -4.17 | 0.975 | +0.59 | D |
| COST | COSTCO WHOLESALE | Consumer Staples | $952.54 | $422.4B | 29.7% | -0.06 | -0.57 | -1.07 | 0.996 | +0.03 | C |
| BAC | BANK OF AMERICA | Financials | $57.88 | $410.8B | 11.0% | 0.78 | 11.79 | 2.21 | 1.036 | -0.09 | C |
| GE | GENERAL ELECTRIC | Industrials | $369.00 | $385.5B | 46.3% | 1.23 | 5.87 | 3.55 | 1.046 | +0.19 | C |
| ARM | ARM HOLDINGS PLC | Information Technology | $334.27 | $357B | 12.0% | 3.12 | 7.01 | 3.47 | 1.630 | -0.05 | B |
| KO | COCA-COLA CO/THE | Consumer Staples | $82.63 | $355.5B | 45.8% | -0.25 | 16.44 | 6.62 | 1.028 | +0.17 | B |
| KXIAY | KIOXIA HOLDINGS | Information Technology | $57.00 | $353.6B | 51.9% | 3.15 | 19.81 | 15.43 | 1.796 | +1.23 | B |
| HD | HOME DEPOT INC | Consumer Discretionary | $348.86 | $347.9B | 145.5% | 0.70 | -2.50 | -2.91 | 0.944 | +0.29 | E |
| CVX | CHEVRON CORP | Energy | $171.06 | $340.7B | 6.6% | -0.32 | -5.46 | 6.09 | 0.985 | +0.09 | B |
| KLAC | KLA CORP | Information Technology | $248.64 | $324.8B | 95.0% | 3.50 | -11.00 | -1.65 | 0.850 | +0.27 | B |
| HSBC | HSBC HOLDING-ADR | Financials | $93.75 | $321.5B | 12.2% | 1.20 | 1.00 | 5.57 | 1.054 | -0.13 | C |
| GS | GOLDMAN SACHS GP | Financials | $1,019.61 | $300.8B | 15.7% | 1.53 | 2.08 | 3.61 | 1.111 | -0.17 | B |
| AZN | ASTRAZENECA PLC | Health Care | $188.41 | $292.2B | 23.5% | 0.40 | 1.00 | 5.14 | 0.955 | +0.09 | C |
Top EPS Revisions (3M)
Largest |FY1 estimate change| over the past ~90 days. Sourced from analyst_estimates (Yahoo Finance). Green = upgrade, red = downgrade.
| Ticker | Name | Sector | FY1 (now) | FY1 (90d ago) | Revision % |
|---|---|---|---|---|---|
| JAPAY | JAPAN TOB-UN ADR | Consumer Staples | 1.08 | 0.01 | +15271.4% |
| DUOT | DUOS TECHNOLOGIE | Information Technology | 1.47 | 0.04 | +3575.0% |
| VNET | VNET GROUP-ADR | Information Technology | -8.39 | 1.33 | -733.2% |
| EDN | EMP DISTRIB-ADR | Utilities | 0.25 | 0.03 | +635.3% |
| NAVN | NAVAN INC-CL A | Consumer Discretionary | 0.25 | 0.05 | +441.8% |
| ZIM | ZIM INTEGRATED S | Industrials | 7.89 | -2.72 | +390.6% |
| KRO | KRONOS WORLDWIDE | Materials | 0.20 | -0.08 | +350.0% |
| NHI | NATL HEALTH INV | Real Estate | 14.55 | 3.67 | +297.0% |
| AAL | AMERICAN AIRLINE | Industrials | 0.09 | -0.06 | +248.1% |
| TE | T1 ENERGY INC | Information Technology | -0.26 | -0.08 | -220.9% |
Glossary — Key Metrics Explained
Definitions for Q12M, Q3M, MA ratio, and Composite Z.
- Quant Score 12M (Q12M)
- Risk-adjusted alpha metric: (Jensen's Alpha / σ returns) × 1000, trailing 12 months. Alpha is the stock's excess return not explained by beta (CAPM); the σ denominator penalizes volatile stocks. Effectively an Information Ratio × 1000. A score of +7 = 0.007 units of risk-adjusted alpha.
- Quant Score 3M (Q3M)
- Same formula, 3-month lookback. Key insight: Q3M > Q12M = positive divergence (accelerating). Q3M < Q12M = negative divergence (fading).
- MA(30/100) Ratio
- 30-day SMA / 100-day SMA. > 1.0 = bullish, < 1.0 = bearish. "% Above MA" = fraction of universe with ratio > 1.0. Thresholds: > 60% healthy, 50–60% neutral, < 50% deteriorating.
- Composite Z-Score
- Sector-relative standardized score across 7 factors. Z > +1.5 = exceptional. Z < −1.5 = underperformer. High Z + low Quant = reload candidate. Low Z + high Quant = trim candidate.