Question 1

What does the Factor Exposure Analyzer measure?

Accepted Answer

It estimates rolling OLS betas for any Nifty 500 stock against five liquid factor proxies: Nifty 50 (Market), Nifty Value 20, Nifty Momentum 50, Nifty Midcap 150 (Size), and India VIX (Volatility), plus R², alpha, t-stats and variance attribution.

Question 2

What lookback windows are available?

Accepted Answer

126 trading days (6 months), 252 trading days (1 year, default), and 504 trading days (2 years) for rolling regressions and sector heatmaps.

Question 3

Where does the data come from?

Accepted Answer

Daily adjusted close prices from Yahoo Finance, with Supabase caching and graceful fallback when the cache is unavailable.

FACTOR EXPOSURE

ANALYZER