decompose_factors

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Explain WHAT DRIVES a ticker's or ETF's returns by decomposing them into common factor exposures (market, size, value, momentum, quality, low-volatility, duration, credit) plus an idiosyncratic residual. Use this when the user asks why two assets move together, what a fund is really exposed to, whether a stock is a growth or value tilt, how much of its return is just market beta, or whether it has real alpha. Returns betas (loadings), t-stats, an additive variance decomposition (shares sum to R²), annualized alpha, and idiosyncratic vs total volatility — all computed by OLS regression on real price history via tradeable ETF proxies (long-short factor spreads). This is measured exposure, not a forecast. Prefer it over guessing an asset's style from memory.