Quant analytics for semiconductor stocks: momentum, risk, factor exposure, tail risk and portfolio tools. Built for engineers weighing an offer or RSUs. Click any card for the full breakdown.
0–100 blend of momentum, trend, risk-adjusted return and alpha vs the S&P 500. ≥70 strong setup, 40–69 neutral, <40 weak.
Oversold / Overbought use Bollinger Bands and RSI. F&G is a per-stock Fear & Greed gauge. Uptrend means the 10-week average is above the 40-week.
Volatility is the typical yearly swing. Max DD is the worst fall from a peak. VaR 95% is a bad-week loss you'd expect about 1 week in 20.
Beta 1.5 means the stock moves about 1.5× the market. Alpha is return beyond what that exposure explains.
The Range selector sets the look-back window for every metric (3 months to 10 years). It starts at 3 months because volatility, Sharpe, beta and VaR need enough observations to mean anything. To look at a shorter period, open a company: its price chart uses daily candles and volume, with 2W / 1M / 3M … zoom buttons, and you can scroll or pinch to zoom further.
Factor Model: exposure to market, semis, momentum, low-vol and size factors, and how much of each stock's risk they explain. Regimes: a hidden Markov model that detects calm vs turbulent markets. Rotation: who is gaining or losing relative strength. Pairs: cointegrated, mean-reverting pairs.
Optimizer: exact efficient frontier, risk parity, hierarchical risk parity and Black-Litterman with your own views. Risk & Stress: VaR broken down by holding, plus how the portfolio did in real crises and under custom shocks. Backtest: walk-forward testing with trading costs.
Earnings: how each stock moves around its reports and whether it keeps drifting after a beat or miss. Timeline Replay: see what the quant score said in any past week and how well it predicted the next months.
Switch Cards / Table above the grid for a sortable screener of every metric. Tools use whichever companies are currently visible, so filter or search first to focus on a group.
International listings (Samsung, SK Hynix, TSMC peers, Tokyo Electron…) are shown in their home currency. Returns and ratios are unaffected.
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Hover any metric for a plain-English explanation. Everything here is historical and statistical, not investment advice.
Prices come from a data file refreshed from Yahoo Finance twice a day, so no key is needed. Keys below are optional. They're only used for a ticker that's missing from that file, and they're stored in this browser only.
Exact long-only mean-variance frontier plus four alternative constructions institutions use. Add your own return views to Black-Litterman below the charts on the right.