S&P 500 ranking today: Multi-factor (all four factors)
Here you can check the complete ranking of the S&P 500 for each quantitative factor, with each company's Z-Score.
| Rank | Ticker | Sector | Multi Z | Mom Z | Val Z | Qual Z | Grow Z | Price ($) |
|---|---|---|---|---|---|---|---|---|
| 1 | MU | Technology | 1.815 | 3.00* | -0.56 | 1.82 | 2.99 | $1,015.80 |
| 2 | WDC | Technology | 1.575 | 3.00* | -0.51 | 1.61 | 2.20 | $441.36 |
| 3 | STX | Technology | 1.266 | 2.92 | -0.86 | 1.13 | 1.88 | $858.79 |
| 4 | VLO | Energy | 1.047 | 2.21 | 0.33 | -0.28 | 1.93 | $413.28 |
| 5 | PSX | Energy | 1.040 | 1.83 | 0.58 | -0.29 | 2.03 | $273.13 |
| 6 | MPC | Energy | 0.981 | 1.96 | 0.41 | -0.47 | 2.04 | $424.89 |
| 7 | TER | Technology | 0.967 | 2.15 | -0.77 | 0.82 | 1.67 | $371.47 |
| 8 | EXE | Energy | 0.899 | -0.57 | 1.63 | 0.41 | 2.12 | $87.49 |
| 9 | LLY | Healthcare | 0.875 | 1.20 | -0.76 | 1.01 | 2.04 | $1,152.93 |
| 10 | NVDA | Technology | 0.867 | 0.17 | -0.68 | 2.05 | 1.93 | $222.27 |
| 11 | ALL | Financial Services | 0.866 | 0.66 | 1.56 | 0.58 | 0.66 | $249.83 |
| 12 | LITE | Technology | 0.829 | 3.00* | -1.63 | -1.06 | 3.00* | $930.91 |
| 13 | DELL | Technology | 0.780 | 2.27 | -0.23 | -0.61 | 1.69 | $568.06 |
| 14 | PRU | Financial Services | 0.773 | 0.25 | 1.51 | -0.29 | 1.63 | $118.40 |
| 15 | FIX | Industrials | 0.733 | 1.42 | -0.67 | 0.06 | 2.13 | $1,651.37 |
| 16 | AMD | Technology | 0.698 | 1.87 | -0.86 | 0.11 | 1.67 | $559.82 |
| 17 | HPE | Technology | 0.671 | 1.29 | -0.10 | -0.38 | 1.88 | $60.76 |
| 18 | PLTR | Technology | 0.626 | -0.41 | -0.95 | 1.36 | 2.51 | $177.64 |
| 19 | CIEN | Technology | 0.589 | 1.87 | -0.79 | -0.19 | 1.46 | $348.80 |
| 20 | NUE | Basic Materials | 0.573 | 1.57 | 0.18 | -0.27 | 0.81 | $248.38 |
| 21 | RDDT | Communication Services | 0.571 | -1.00 | -0.64 | 1.11 | 2.81 | $150.85 |
| 22 | EQT | Energy | 0.557 | -0.26 | 0.76 | 0.67 | 1.05 | $50.00 |
| 23 | FTNT | Technology | 0.555 | 1.40 | -0.86 | 1.47 | 0.21 | $169.84 |
| 24 | INCY | Healthcare | 0.552 | 0.89 | -0.22 | 1.01 | 0.52 | $125.31 |
| 25 | APA | Energy | 0.549 | 1.06 | 0.89 | 0.21 | 0.03 | $44.87 |
| 26 | FDX | Industrials | 0.541 | 2.01 | 0.71 | -0.35 | -0.20 | $303.65 |
| 27 | GEV | Industrials | 0.535 | 0.54 | -0.60 | 0.20 | 2.01 | $940.33 |
| 28 | ALB | Basic Materials | 0.532 | 0.55 | 0.74 | -0.53 | 1.37 | $110.91 |
| 29 | COF | Financial Services | 0.531 | -0.53 | 0.96 | -0.19 | 1.88 | $202.43 |
| 30 | LRCX | Technology | 0.522 | 1.58 | -0.80 | 1.14 | 0.16 | $288.11 |
| 31 | AMAT | Technology | 0.517 | 2.14 | -0.70 | 0.71 | -0.08 | $444.57 |
| 32 | GOOGL | Communication Services | 0.500 | 0.59 | -0.37 | 1.01 | 0.77 | $349.54 |
| 33 | CAH | Healthcare | 0.496 | 1.22 | 1.39 | -1.26 | 0.63 | $225.38 |
| 34 | MRVL | Technology | 0.483 | 2.12 | -0.81 | 0.13 | 0.49 | $244.25 |
| 35 | OXY | Energy | 0.468 | 0.20 | 0.86 | 0.63 | 0.18 | $58.84 |
| 36 | TGT | Consumer Defensive | 0.467 | 1.78 | 0.58 | -0.34 | -0.15 | $158.19 |
| 37 | CF | Basic Materials | 0.447 | 0.37 | 0.34 | 0.65 | 0.43 | $127.70 |
| 38 | STT | Financial Services | 0.443 | 1.86 | 0.28 | -0.41 | 0.03 | $182.87 |
| 39 | CINF | Financial Services | 0.442 | -0.09 | 0.99 | 0.32 | 0.55 | $169.00 |
| 40 | KO | Consumer Defensive | 0.440 | 1.15 | -0.58 | 0.38 | 0.81 | $88.25 |
| 41 | CFG | Financial Services | 0.435 | 0.69 | 0.78 | -0.31 | 0.58 | $67.04 |
| 42 | FSLR | Technology | 0.427 | -0.38 | 0.33 | 0.45 | 1.31 | $195.96 |
| 43 | JNJ | Healthcare | 0.417 | 2.03 | -0.55 | 0.45 | -0.26 | $269.99 |
| 44 | NEM | Basic Materials | 0.417 | 0.56 | -0.11 | 0.68 | 0.53 | $123.41 |
| 45 | ADI | Technology | 0.415 | 0.78 | -0.60 | 0.48 | 1.00 | $375.72 |
| 46 | TRV | Financial Services | 0.415 | 0.87 | 0.58 | 0.21 | 0.01 | $374.62 |
| 47 | TPR | Consumer Cyclical | 0.413 | -0.05 | -0.32 | 0.71 | 1.31 | $115.00 |
| 48 | AES | Utilities | 0.407 | -0.01 | 1.55 | -0.43 | 0.51 | $14.83 |
| 49 | VRT | Industrials | 0.407 | 0.73 | -0.77 | 0.13 | 1.55 | $249.39 |
| 50 | KEYS | Technology | 0.403 | 1.19 | -0.66 | 0.35 | 0.74 | $335.00 |
Download this ranking as CSV — all ~500 companies with their four z-scores and rank, from the same file that draws this table. No account, no email: if you are going to trust these numbers, you have to be able to check them.
Which strategy is working now? (Top 20)
The five factor portfolios of this size and RSP, marked to market every session over the chosen window: cumulative total return from the first day of the window. It is the walk-forward rule day by day, not today's holdings applied backwards. Ordered from best to worst below.
From Jun 18, 2026 to Sep 18, 2026 (63 sessions). Value 20 leads with +9.6%, RSP +1.5%. 1 of the 5 strategies is ahead of RSP in this window, with 25.7 points between the best and the worst. The last rebalance was on Aug 21, 2026; from there the portfolio bought that day is held and marked to market until the last price. Short windows swing on noise: a month says little about a rule; the home page chart, since 1998, is the one that says whether it works. Download the data (Excel)
Some cells say n/d. It means that figure could not be worked out for that company; it is never a zero. The reason is not always the same: a line the company does not file with the SEC, a figure from a year ago that was a loss (and growing on a loss means nothing), a source figure that comes out impossible, or a marker that needs a full year of prices. The Multi-Factor column, on top of that, needs all four of the others. Hover over any n/d — or read it with a screen reader — and it tells you what that company is missing and why. In today's ranking it is the exact reason the calculation emitted; for past sessions in the calendar it is the general reason, because the exact one is only kept for the current day.