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. Today we score 494 on Momentum, 489 on Value, 468 on Quality, 489 on Growth, and 461 have all four factors. Data as of November 3, 2026.
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 simulated 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 Aug 5, 2026 to Nov 3, 2026 (63 sessions). Value 20 leads with +0.8%, RSP +0.2%. 1 of the 5 strategies is ahead of RSP in this window, with 15.2 points between the best and the worst. The last rebalance was on Oct 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)
Does the order pay?
Some cells say n/a. 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.
S&P 500 stock ranking today: value, quality, momentum and growth
The 461 S&P 500 companies that have all four factors today, ranked by their multifactor score: the average of their four Z-Scores. The top 50 are listed here; the table above sorts all 461 by each factor. It is a calculation on public data, not an investment recommendation.
Today's ranking
Versus the previous session (Nov 2, 2026), entering the top 20: PLTR (Palantir Technologies Inc.), from 21 to 14. Leaving it: KEYS (Keysight Technologies, Inc.), from 18 to 21.
The top 50 lean mostly on Technology (20), Energy (10) and Financial Services (6). Technology takes 20 of those 50 places (40%) and is 18% of the 461 companies scored.
Each company gets four scores, one per factor: momentum (its twelve-month return skipping the last month, divided by its volatility), value (earnings, book value and sales relative to price), quality (profitability, margins and debt) and growth (revenue, earnings per share and cash flow versus a year earlier). Each score is a Z-Score: how many standard deviations the company sits from the index average, capped at ±3. The multifactor score is the average of the four, and only companies with all four factors get one: 461 today. Financials come from SEC filings as they were public on each day. Methodology: the four factors →Z-Score →
How often is it updated?
It is recalculated three times every market day: at the open, at the close and overnight. The data on this page is from Nov 3, 2026.
Which S&P 500 stocks look cheapest (undervalued) today?
On the value factor, the highest scores today are Charter Communications, Inc. (CHTR), Comcast Corporation (CMCSA) and HP Inc. (HPQ). Value measures three yields on the price: earnings, book value and sales. A high score says the stock is cheap relative to its accounts, not that it is undervalued: sometimes it is cheap because the market expects it to earn less. Glossary: value →
Which S&P 500 stocks have the most momentum today?
The highest momentum scores today are Lumentum Holdings Inc. (LITE), Marathon Petroleum Corporation (MPC) and Moderna, Inc. (MRNA). Momentum measures how much the stock has risen over the last twelve months, excluding the latest one, relative to how much it moved. It says what has risen strongly, not what will keep rising. Glossary: momentum →
Is this a buy recommendation?
No. It is a calculation on public data, the same for everyone who visits, and it knows nothing of anyone's situation, horizon or risk. A high rank says how a company scores today on four measures, not what its share price will do. The returns of the model portfolios and the simulator are simulated results, not those of a real portfolio, and past returns do not guarantee future returns. Model portfolios (simulated) →
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