SCREENERS
Top FUND% Stocks — All 11 S&P 500 Sectors
4-factor attribution screen — top 20 per sector — select lookback below
AI SYNTHESIS
claude-opus-4-8FUND% screen flags high idiosyncratic (EPS-driven) alpha, but low R² warns the factor model explains little of these names.
The 2026-07-14 3mo screen surfaces 25 names with high FUND% (80-86), meaning most of their 3mo return is attributed to the idiosyncratic/EPS residual rather than market/sector/subsector betas. The strongest positive residuals are DDOG (eps_cum 83.48, total_cum 90.41, daily_alpha 132.5bps), FTNT (eps_cum 64.32, alpha 102.1bps), HUM (eps_cum 61.86, total 75.04, alpha 98.2bps) and CNC (eps_cum 57.31, total 60.48, alpha 91.0bps) — all showing large positive stock-specific drift. On the downside, CHTR (total_cum -51.02, eps_cum -42.29, alpha -67.1bps), TSCO (total -39.01, eps -42.83, alpha -68.0bps) and LDOS (total -35.72, alpha -56.1bps) carry deeply negative idiosyncratic returns despite ranking high on FUND%. A critical caveat: R² is low across the board (CNC 0.101, CDW 0.126, LDOS 0.129, CVS 0.152 up to MPC's 0.599), so for most names the factor decomposition fits poorly and the "alpha" is largely unexplained variance. The sector/subsector ETF mappings also look scrambled (ADM→XLE/XLB, CNC→XLE/XLF, DDOG→XLU/XLI), so beta_sec/beta_sub attributions should be treated skeptically.
CONDITIONAL ACTIONS
If you use this screen to source long ideas, prioritize names where high FUND% pairs with a less-degenerate fit — MPC (R² 0.599, eps_cum 35.27, alpha 56.0bps) is the only one above 0.5; treat sub-0.15 R² names (CNC 0.101, CDW 0.126, LDOS 0.129) as low-conviction until fit improves.
MEDIUMbasis: r_squared column; MPC 0.599 vs CNC 0.101, CDW 0.126, LDOS 0.129
The largest positive idiosyncratic movers to investigate for continuation are DDOG, FTNT, HUM and CNC; if their EPS-driven residual (eps_cum 83.48 / 64.32 / 61.86 / 57.31) is confirmed by actual earnings catalysts rather than noise, they warrant a closer fundamental look.
MEDIUMbasis: eps_cum and total_cum for DDOG 90.41, FTNT 73.91, HUM 75.04, CNC 60.48
The deeply negative residual names (CHTR total_cum -51.02, TSCO -39.01, LDOS -35.72) flag stock-specific weakness; if you hold any, review whether the negative eps_cum reflects a real earnings deterioration before adding.
MEDIUMbasis: total_cum/eps_cum negatives: CHTR -51.02/-42.29, TSCO -39.01/-42.83, LDOS -35.72/-35.34
Do not rely on the sector/subsector beta attributions for these names until the ETF mappings are verified — an industrials software name like DDOG mapped to XLU/XLI and staples/energy mismatches suggest a labeling or data-pipeline issue.
HIGHbasis: sector_etf/subsector_etf: DDOG XLU/XLI, ADM XLE/XLB, CNC XLE/XLF
CAVEATS
- ·Data is truncated — only ~11 of the top 25 rows are visible, so NWS and the remainder of the list were not assessed.
- ·FUND% is a residual/attribution metric from a 4-factor model, not a forward return forecast; a high FUND% can be negative alpha (e.g. TSCO, CHTR) just as easily as positive.
- ·R² is low for most names (many <0.25), meaning the factor decomposition and its beta/alpha split are statistically weak and could be largely noise.
- ·Sector/subsector ETF assignments appear inconsistent with the companies (e.g. DDOG→XLU), casting doubt on the beta_sec/beta_sub figures.
- ·3mo lookback is short and cumulative returns (cum values) reflect that window only; no live position or valuation data is included.
AI-generated synthesis of this page's own data — not investment advice. Verify before acting.
TOP 20 STOCKS BY FUNDAMENTAL ATTRIBUTION — 3M LOOKBACK — ALL 11 SECTORS
SIGNAL BOARD
Ranked by magnitude of idiosyncratic return (ε_cum)
Click any row to view full 4-factor attribution · ◆ = compression signal active
Each cell shows the stock and its FUND% — the share of total cumulative return that is idiosyncratic (unexplained by market, sector, or sub-sector). High FUND% = where informed money is most active.
Last computed: Jul 14, 2026, 10:30 PM UTC
Data sourced from Yahoo Finance · 15-min delayed · updated daily after market close