Top rated stocks today — Framler engine ranking

The 20 highest-scoring stocks on the Framler engine right now. Scores are a composite of 13 academic factor families — quality, value, momentum, insider flow, and 9 more — with Bayesian regime-conditional weighting. Updated daily at 06:00 UTC. Not investment advice.

#TickerSectorScoreVerdictChange
1
ASAN
Asana Inc.
Technology92bullish-3.5%
2
SAM
Boston Beer Company
Consumer Defensive91bullish+1.0%
3
ARES
Ares Management
Financial Services89bullish+0.8%
4
ANF
Abercrombie & Fitch
Consumer Cyclical88bullish-0.3%
5
RDDT
Reddit Inc.
Communication Services88bullish-1.1%
6
CHH
Choice Hotels
Consumer Cyclical88bullish+0.2%
7
EPAM
EPAM Systems
Technology87bullish-5.3%
8
NVCR
NovoCure Limited
Healthcare87mixed-6.2%
9
HIMS
Hims & Hers Health
Healthcare87mixed-1.0%
10
PATH
UiPath Inc.
Technology86bullish-1.5%
11
KVYO
Klaviyo
Technology86bullish-3.0%
12
LYFT
Lyft Inc.
Technology85bullish+1.6%
13
TROW
T. Rowe Price Group
Financial Services85bullish-1.1%
14
AKAM
Akamai Technologies
Technology85bullish+1.9%
15
UPST
Upstart Holdings
Financial Services85mixed-0.6%
16
RYAN
Ryan Specialty
Financial Services84bullish-1.9%
17
PVH
PVH Corp.
Consumer Cyclical83bullish-0.4%
18
OLLI
Ollie's Bargain Outlet
Consumer Cyclical83bullish+0.2%
19
RDW
Redwire Corporation
Industrials83bullish+2.9%
20
FDS
FactSet Research
Financial Services83mixed-4.2%

Lowest rated stocks

Stocks with the weakest the composite score signal. Low score does not mean "sell" — it means the academic factors are currently unfavorable.

1
BABAAlibaba Group
Technology20mixed
2
RUNSunrun Inc.
Technology22bearish
3
SOUNSoundHound AI
Technology25bearish
4
PHMPulteGroup Inc.
Consumer Cyclical28mixed
5
KTOSKratos Defense
Industrials28mixed
6
BMW.DEBMW AG
Consumer Cyclical28bearish
7
RI.PAPernod Ricard S.A.
Consumer Defensive29mixed
8
MPMP Materials
Basic Materials29bearish
9
DDOGDatadog Inc.
Technology30mixed
10
LCIDLucid Group
Consumer Cyclical30bearish

How the Framler score works

Every day at 06:00 UTC, Framler scores 1000+ publicly traded stocks across 13 peer-reviewed academic factor families: quality (Novy-Marx 2013), value (Fama-French 1992), momentum (George & Hwang 2004), insider flow (Seyhun 1998), post-earnings drift (Bernard-Thomas 1989), accruals quality (Sloan 1996), NLP tone (Loughran-McDonald 2011), options positioning (Pan-Poteshman 2006), sector momentum (Moskowitz-Grinblatt 1999), industry spillover (Cohen-Frazzini 2008), short interest (Asquith-Pathak-Ritter 2005), microstructure (Amihud 2002), and factor interaction (Asness-Moskowitz-Pedersen 2013).

Factors are blended using Bayesian regime-conditional weights — the engine detects whether the market is in an expansion, contraction, or transition phase and adjusts how much weight each factor receives accordingly. Each score comes with a Mondrian conformal prediction interval showing how certain the model is about its call.

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