Factor Analysis
Decomposing a stock's returns into exposures to systematic factors such as market, size, value, profitability, and investment.
Factor analysis explains a portfolio's returns through its exposure to common drivers. The Fama-French models extend the single market factor to include size (small minus big), value (high minus low book-to-market), and later profitability and investment factors.
Understanding factor loadings tells you why a strategy makes money and what hidden bets it carries. endeavr.ai reports Fama-French five-factor loadings so you can see whether returns come from genuine alpha or from tilts toward known factors.