Daily Alpha Report: Thursday, May 14, 2026
Daily Alpha Report: Thursday, May 14, 2026
Generated at 2026-05-14T17:59:59.373Z
Executive Summary
AVGO leads the alpha ranking at 71.8.
QCOM saw the biggest decline (-22.9 alpha).
Alpha Leaderboard
| Rank | Ticker | Alpha | Change |
|---|---|---|---|
| #1 (+12) | AVGO | 71.8 | +5.2 |
| #2 (—) | NVDA | 71.0 | -1.0 |
| #3 (+8) | TSM | 70.2 | +1.2 |
| #4 (+4) | KLAC | 66.3 | -4.6 |
| #5 (+7) | AMAT | 66.0 | -1.3 |
| #6 (-3) | ARM | 64.5 | -7.4 |
| #7 (-2) | AMD | 64.0 | -7.6 |
| #8 (-1) | LRCX | 63.8 | -7.3 |
| #9 (-3) | ASML | 63.3 | -7.8 |
| #10 (+7) | MSFT | 63.0 | +2.8 |
Notable Movers
- AVGO: 12 positions up (alpha +5.2)
- TSM: 8 positions up (alpha +1.2)
- KLAC: 4 positions up (alpha -4.6)
- AMAT: 7 positions up (alpha -1.3)
- ARM: 3 positions down (alpha -7.4)
Score Decomposition
Why each major mover moved — score-component deltas plus the news drivers that fed them. Every row is auditable against the underlying snapshot.
AVGO — Alpha 71.8 (Δ +5.2)
Component breakdown (only components with Δ ≥ 0.5):
| Component | Prior → Current | Δ | What it tracks |
|---|---|---|---|
alphaMomentum | 57.0 → 71.7 | +14.7 | price momentum component (trailing return) |
alphaDivergence | 3.1 → -16.5 | -19.6 | alpha vs price divergence signal |
Price: last $436.52 · 24h +4.73% · 5d +1.51%
Active thesis: "AVGO positioned for AI infrastructure recovery despite near-term headwinds from custom silicon normalization" (65% confidence)
TSM — Alpha 70.2 (Δ +1.2)
Component breakdown (only components with Δ ≥ 0.5):
| Component | Prior → Current | Δ | What it tracks |
|---|---|---|---|
alphaMomentum | 65.9 → 69.9 | +3.9 | price momentum component (trailing return) |
alphaDivergence | -3.9 → -18.7 | -14.8 | alpha vs price divergence signal |
Price: last $418.02 · 24h +4.56% · 5d +1.54%
Active thesis: "TSMC's Advanced Packaging Bottleneck Creates Pricing Power Opportunity Through 2025" (60% confidence)
KLAC — Alpha 66.3 (Δ -4.6)
Component breakdown (only components with Δ ≥ 0.5):
| Component | Prior → Current | Δ | What it tracks |
|---|---|---|---|
alphaMomentum | 77.2 → 63.6 | -13.5 | price momentum component (trailing return) |
alphaDivergence | -5.3 → -18.2 | -12.9 | alpha vs price divergence signal |
Price: last $1908.51 · 24h +3.18% · 5d +2.10%
AMAT — Alpha 66.0 (Δ -1.3)
Component breakdown (only components with Δ ≥ 0.5):
| Component | Prior → Current | Δ | What it tracks |
|---|---|---|---|
alphaMomentum | 67.1 → 63.4 | -3.6 | price momentum component (trailing return) |
alphaDivergence | -0.6 → -14.7 | -14.1 | alpha vs price divergence signal |
Price: last $448.41 · 24h +2.70% · 5d +2.97%
ARM — Alpha 64.5 (Δ -7.4)
Component breakdown (only components with Δ ≥ 0.5):
| Component | Prior → Current | Δ | What it tracks |
|---|---|---|---|
alphaNews | 59.4 → 63.1 | +3.7 | news-flow contribution (sentiment × impact × recency) |
alphaMomentum | 89.2 → 62.2 | -27.0 | price momentum component (trailing return) |
alphaDivergence | -14.3 → -19.6 | -5.3 | alpha vs price divergence signal |
Price: last $223.47 · 24h +1.02% · 5d +4.77%
Divergence Radar
Stocks where alpha signal diverges significantly from price action.
- MRVL [FROTH RISK]: Divergence -27.3, Alpha 51.5
- ON [FROTH RISK]: Divergence -23.7, Alpha 53.1
- NVDA [FROTH RISK]: Divergence -19.8, Alpha 71.0
- ARM [FROTH RISK]: Divergence -19.6, Alpha 64.5
- TSM [FROTH RISK]: Divergence -18.7, Alpha 70.2
Active Alerts
- RANK_JUMP (92x) (HUBS, GOOGL, AMAT...)
- DIVERGENCE (7x) (NVDA, TSM, ON...)
- ALPHA_SPIKE (11x) (TSM, ADI, AVGO...)
- DEAL_WIN (4x) (DELL, NVDA)
Signal Health
This report was auto-generated by Silicon Analysis. All research sections include citations to primary sources.