Hedge Basket Universe as of 2026-03-30
Factor targets are pre-filled to offset the current portfolio's style exposures.
Constraints
Weighting Method
Basket Direction
Selects names with highest factor exposure — intended to be shorted to offset portfolio tilts.
Number of Names
Minimum ADV ($M)
Recommended — prevents basket from including names already held.
Country US Only
Sectors all · none
Factor Targets
Basket will be shorted — targets show the portfolio's own exposure. Names are selected with the same directional tilt so that shorting them creates the offset.
Factor On Target Direction Portfolio Basket Exp Portfolio Exp Pro-Forma
Beta
Momentum
Size
Value
Growth
Residual Volatility
Profitability
Leverage
Liquidity
ST Reversal
LT Reversal
Stock Crowding
Earnings Quality
Short Interest
Earnings Yield
Dividend Yield
ML Factor