Factor Regression

Academics found that a handful of "factors" explain most of what any stock or fund does: the market itself, size (small vs big), value (cheap vs expensive), profitability, investment style, and momentum. This tool regresses any US ticker's monthly returns on those factors (Ken French's data, the academic standard) and tells you in plain English what your investment REALLY is - and whether it has any skill (alpha) left after the factors are stripped out.