Daily Alpha Report: Thursday, May 21, 2026
Daily Alpha Report: Thursday, May 21, 2026
Generated at 2026-05-21T15:18:29.333Z
Executive Summary
ARM leads the alpha ranking at 74.0.
INTC saw the biggest decline (-23.4 alpha).
Alpha Leaderboard
| Rank | Ticker | Alpha | Change |
|---|---|---|---|
| #1 (+5) | ARM | 74.0 | -0.1 |
| #2 (+9) | MU | 71.1 | +2.1 |
| #3 (+20) | QCOM | 69.4 | +8.9 |
| #4 (+3) | ASML | 68.8 | -4.0 |
| #5 (-2) | LRCX | 68.3 | -8.5 |
| #6 (-4) | AMD | 66.8 | -13.8 |
| #7 (+5) | AVGO | 66.4 | +1.2 |
| #8 (-4) | KLAC | 66.3 | -10.0 |
| #9 (+4) | TSM | 65.5 | +0.5 |
| #10 (-2) | NVDA | 64.9 | -7.3 |
Notable Movers
- ARM: 5 positions up (alpha -0.1)
- MU: 9 positions up (alpha +2.1)
- QCOM: 20 positions up (alpha +8.9)
- ASML: 3 positions up (alpha -4.0)
- LRCX: 2 positions down (alpha -8.5)
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.
ARM — Alpha 74.0 (Δ -0.1)
Component breakdown (only components with Δ ≥ 0.5):
| Component | Prior → Current | Δ | What it tracks |
|---|---|---|---|
alphaDivergence | -64.5 → -62.6 | +1.8 | alpha vs price divergence signal |
Price: last $280.31 · 24h +9.18% · 5d +34.00%
MU — Alpha 71.1 (Δ +2.1)
Component breakdown (only components with Δ ≥ 0.5):
| Component | Prior → Current | Δ | What it tracks |
|---|---|---|---|
alphaNews | 63.3 → 62.2 | -1.2 | news-flow contribution (sentiment × impact × recency) |
alphaMomentum | 74.8 → 82.7 | +7.9 | price momentum component (trailing return) |
alphaDivergence | -4.4 → -30.6 | -26.2 | alpha vs price divergence signal |
Price: last $746.40 · 24h +1.97% · 5d +3.00%
QCOM — Alpha 69.4 (Δ +8.9)
Component breakdown (only components with Δ ≥ 0.5):
| Component | Prior → Current | Δ | What it tracks |
|---|---|---|---|
alphaMomentum | 49.9 → 76.0 | +26.0 | price momentum component (trailing return) |
alphaDivergence | 3.1 → -17.0 | -20.2 | alpha vs price divergence signal |
Price: last $200.95 · 24h -0.77% · 5d -0.28%
ASML — Alpha 68.8 (Δ -4.0)
Component breakdown (only components with Δ ≥ 0.5):
| Component | Prior → Current | Δ | What it tracks |
|---|---|---|---|
alphaNews | 74.4 → 63.1 | -11.3 | news-flow contribution (sentiment × impact × recency) |
alphaMomentum | 62.6 → 74.7 | +12.0 | price momentum component (trailing return) |
alphaDivergence | 3.3 → -28.7 | -32.0 | alpha vs price divergence signal |
alphaConfidence | 100.0 → 80.0 | -20.0 | data-completeness confidence weight |
Price: last $1558.40 · 24h +0.53% · 5d +3.77%
LRCX — Alpha 68.3 (Δ -8.5)
Component breakdown (only components with Δ ≥ 0.5):
| Component | Prior → Current | Δ | What it tracks |
|---|---|---|---|
alphaNews | 75.0 → 63.5 | -11.5 | news-flow contribution (sentiment × impact × recency) |
alphaMomentum | 74.5 → 73.9 | -0.6 | price momentum component (trailing return) |
alphaDivergence | -0.3 → -32.4 | -32.1 | alpha vs price divergence signal |
alphaConfidence | 95.0 → 75.0 | -20.0 | data-completeness confidence weight |
Price: last $297.72 · 24h +1.93% · 5d +4.56%
Divergence Radar
Stocks where alpha signal diverges significantly from price action.
- ARM [FROTH RISK]: Divergence -62.6, Alpha 74.0
- LRCX [FROTH RISK]: Divergence -32.4, Alpha 68.3
- MU [FROTH RISK]: Divergence -30.6, Alpha 71.1
- ASML [FROTH RISK]: Divergence -28.7, Alpha 68.8
- KLAC [FROTH RISK]: Divergence -26.5, Alpha 66.3
Active Alerts
- DIVERGENCE (39x) (KLAC, ASML, AMD...)
- ALPHA_SPIKE (25x) (AMAT, MRVL, AMD...)
- RANK_JUMP (105x) (AMAT, INTC, KLAC...)
Signal Health
This report was auto-generated by Silicon Analysis. All research sections include citations to primary sources.