RY.TO Sep6 02UTC international daily factor screen = 16.900699000413514
Quant replication2026-09-06 02:10
RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"RY.TO","n":253,"date":"2026-09-04 13:30:00+00:00","currency":"CAD","close":291.4800109863281,"mom126":31.014031186556746,"vol63":16.900699000413514,"trend":true}
https://query1.finance.yahoo.com/v8/finance/chart/RY.TO?range=1y&interval=1d
CSL.AX Sep6 02UTC international daily factor screen = 48.399229343631056
Quant replication2026-09-06 02:10
RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"CSL.AX","n":255,"date":"2026-09-04 00:00:00+00:00","currency":"AUD","close":174.5,"mom126":22.697228591077966,"vol63":48.399229343631056,"trend":true}
https://query1.finance.yahoo.com/v8/finance/chart/CSL.AX?range=1y&interval=1d
CBA.AX Sep6 02UTC international daily factor screen = 18.04270935113035
Quant replication2026-09-06 02:10
RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"CBA.AX","n":255,"date":"2026-09-04 00:00:00+00:00","currency":"AUD","close":160.4199981689453,"mom126":-5.329004981956453,"vol63":18.04270935113035,"trend":false}
https://query1.finance.yahoo.com/v8/finance/chart/CBA.AX?range=1y&interval=1d
BHP.AX Sep6 02UTC international daily factor screen = 30.267926909656616
Quant replication2026-09-06 02:10
RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"BHP.AX","n":255,"date":"2026-09-04 00:00:00+00:00","currency":"AUD","close":62.25,"mom126":24.25150079027434,"vol63":30.267926909656616,"trend":true}
https://query1.finance.yahoo.com/v8/finance/chart/BHP.AX?range=1y&interval=1d
REL.L Sep6 02UTC international daily factor screen = 35.64702716462102
Quant replication2026-09-06 02:10
RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"REL.L","n":254,"date":"2026-09-04 07:00:00+00:00","currency":"GBp","close":2620,"mom126":-0.11437285550895959,"vol63":35.64702716462102,"trend":false}
https://query1.finance.yahoo.com/v8/finance/chart/REL.L?range=1y&interval=1d
ULVR.L Sep6 02UTC international daily factor screen = 25.151875510883933
Quant replication2026-09-06 02:10
RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"ULVR.L","n":254,"date":"2026-09-04 07:00:00+00:00","currency":"GBp","close":4763,"mom126":-5.795094936708855,"vol63":25.151875510883933,"trend":true}
https://query1.finance.yahoo.com/v8/finance/chart/ULVR.L?range=1y&interval=1d
HSBA.L Sep6 02UTC international daily factor screen = 22.081067410238997
Quant replication2026-09-06 02:10
RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"HSBA.L","n":253,"date":"2026-09-04 07:00:00+00:00","currency":"GBp","close":1580.199951171875,"mom126":22.36332052795551,"vol63":22.081067410238997,"trend":true}
https://query1.finance.yahoo.com/v8/finance/chart/HSBA.L?range=1y&interval=1d
SHEL.L Sep6 02UTC international daily factor screen = 23.508595613315133
Quant replication2026-09-06 02:10
RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"SHEL.L","n":254,"date":"2026-09-04 07:00:00+00:00","currency":"GBp","close":3437,"mom126":10.585585585585576,"vol63":23.508595613315133,"trend":true}
https://query1.finance.yahoo.com/v8/finance/chart/SHEL.L?range=1y&interval=1d
AZN.L Sep6 02UTC international daily factor screen = 34.228825533910516
Quant replication2026-09-06 02:10
RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"AZN.L","n":254,"date":"2026-09-04 07:00:00+00:00","currency":"GBp","close":12006,"mom126":-18.735616623798567,"vol63":34.228825533910516,"trend":false}
https://query1.finance.yahoo.com/v8/finance/chart/AZN.L?range=1y&interval=1d
SU.PA Sep6 02UTC international daily factor screen = 34.748139917448874
Quant replication2026-09-06 02:10
RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"SU.PA","n":256,"date":"2026-09-04 07:00:00+00:00","currency":"EUR","close":288,"mom126":17.479097356865214,"vol63":34.748139917448874,"trend":true}
https://query1.finance.yahoo.com/v8/finance/chart/SU.PA?range=1y&interval=1d
TTE.PA Sep6 02UTC international daily factor screen = 24.900841349679308
Quant replication2026-09-06 02:10
RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"TTE.PA","n":256,"date":"2026-09-04 07:00:00+00:00","currency":"EUR","close":76.0999984741211,"mom126":10.465958990204394,"vol63":24.900841349679308,"trend":true}
https://query1.finance.yahoo.com/v8/finance/chart/TTE.PA?range=1y&interval=1d
OR.PA Sep6 02UTC international daily factor screen = 20.48415502450179
Quant replication2026-09-06 02:10
RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"OR.PA","n":256,"date":"2026-09-04 07:00:00+00:00","currency":"EUR","close":383.8999938964844,"mom126":5.786718201486152,"vol63":20.48415502450179,"trend":true}
https://query1.finance.yahoo.com/v8/finance/chart/OR.PA?range=1y&interval=1d
MC.PA Sep6 02UTC international daily factor screen = 26.688640880012205
Quant replication2026-09-06 02:10
RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"MC.PA","n":256,"date":"2026-09-04 07:00:00+00:00","currency":"EUR","close":429.1000061035156,"mom126":-13.783404545101696,"vol63":26.688640880012205,"trend":false}
https://query1.finance.yahoo.com/v8/finance/chart/MC.PA?range=1y&interval=1d
ROG.SW Sep6 02UTC international daily factor screen
Quant replication2026-09-06 02:10
RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"ROG.SW","error":"404 Client Error: Not Found for url: https://query1.finance.yahoo.com/v8/finance/chart/ROG.SW?range=1y&interval=1d"}
https://query1.finance.yahoo.com/v8/finance/chart/ROG.SW?range=1y&interval=1d
NOVN.SW Sep6 02UTC international daily factor screen = 22.895078060116596
Quant replication2026-09-06 02:10
RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"NOVN.SW","n":251,"date":"2026-09-04 07:00:00+00:00","currency":"CHF","close":129.5800018310547,"mom126":3.813493148428404,"vol63":22.895078060116596,"trend":true}
https://query1.finance.yahoo.com/v8/finance/chart/NOVN.SW?range=1y&interval=1d
NESN.SW Sep6 02UTC international daily factor screen = 24.607801048303127
Quant replication2026-09-06 02:10
RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"NESN.SW","n":251,"date":"2026-09-04 07:00:00+00:00","currency":"CHF","close":78.30999755859375,"mom126":-2.2835061704418513,"vol63":24.607801048303127,"trend":false}
https://query1.finance.yahoo.com/v8/finance/chart/NESN.SW?range=1y&interval=1d
ASML.AS Sep6 02UTC international daily factor screen = 47.27403308743297
Quant replication2026-09-06 02:10
RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"ASML.AS","n":256,"date":"2026-09-04 07:00:00+00:00","currency":"EUR","close":1467.4000244140625,"mom126":27.86685740951176,"vol63":47.27403308743297,"trend":true}
https://query1.finance.yahoo.com/v8/finance/chart/ASML.AS?range=1y&interval=1d
RHM.DE Sep6 02UTC international daily factor screen = 54.00498311266973
Quant replication2026-09-06 02:10
RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"RHM.DE","n":254,"date":"2026-09-04 07:00:00+00:00","currency":"EUR","close":1034,"mom126":-36.36923076923077,"vol63":54.00498311266973,"trend":false}
https://query1.finance.yahoo.com/v8/finance/chart/RHM.DE?range=1y&interval=1d
DTE.DE Sep6 02UTC international daily factor screen = 32.62064383010677
Quant replication2026-09-06 02:10
RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"DTE.DE","n":254,"date":"2026-09-04 07:00:00+00:00","currency":"EUR","close":28.399999618530273,"mom126":-12.615385789137623,"vol63":32.62064383010677,"trend":false}
https://query1.finance.yahoo.com/v8/finance/chart/DTE.DE?range=1y&interval=1d
ALV.DE Sep6 02UTC international daily factor screen = 12.072130333564948
Quant replication2026-09-06 02:10
RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"ALV.DE","n":254,"date":"2026-09-04 07:00:00+00:00","currency":"EUR","close":450.6000061035156,"mom126":30.912257444222966,"vol63":12.072130333564948,"trend":true}
https://query1.finance.yahoo.com/v8/finance/chart/ALV.DE?range=1y&interval=1d
SIE.DE Sep6 02UTC international daily factor screen = 27.315439639099328
Quant replication2026-09-06 02:10
RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"SIE.DE","n":254,"date":"2026-09-04 07:00:00+00:00","currency":"EUR","close":272.6499938964844,"mom126":23.31523580729067,"vol63":27.315439639099328,"trend":true}
https://query1.finance.yahoo.com/v8/finance/chart/SIE.DE?range=1y&interval=1d
SAP.DE Sep6 02UTC international daily factor screen = 44.9715915678474
Quant replication2026-09-06 02:10
RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"SAP.DE","n":254,"date":"2026-09-04 07:00:00+00:00","currency":"EUR","close":185.67999267578125,"mom126":8.028850012180033,"vol63":44.9715915678474,"trend":true}
https://query1.finance.yahoo.com/v8/finance/chart/SAP.DE?range=1y&interval=1d
1398.HK Sep6 02UTC international daily factor screen = 24.745498066520366
Quant replication2026-09-06 02:10
RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"1398.HK","n":246,"date":"2026-09-04 01:30:00+00:00","currency":"HKD","close":7.695000171661377,"mom126":19.30233177073668,"vol63":24.745498066520366,"trend":true}
https://query1.finance.yahoo.com/v8/finance/chart/1398.HK?range=1y&interval=1d
3690.HK Sep6 02UTC international daily factor screen = 43.0355283990893
Quant replication2026-09-06 02:10
RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"3690.HK","n":246,"date":"2026-09-04 01:30:00+00:00","currency":"HKD","close":81.75,"mom126":8.063447919474754,"vol63":43.0355283990893,"trend":false}
https://query1.finance.yahoo.com/v8/finance/chart/3690.HK?range=1y&interval=1d
0005.HK Sep6 02UTC international daily factor screen = 19.839234563110224
Quant replication2026-09-06 02:10
RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"0005.HK","n":246,"date":"2026-09-04 01:30:00+00:00","currency":"HKD","close":166.6999969482422,"mom126":22.754045067810026,"vol63":19.839234563110224,"trend":true}
https://query1.finance.yahoo.com/v8/finance/chart/0005.HK?range=1y&interval=1d