A daily unsupervised machine-learning read of the UK Equity market: 1,065 stocks grouped into 9 consensus clusters (KMeans + Gaussian-mixture + hierarchical, over robust-scaled PCA features) for 2026-08-28. Descriptive, not predictive — there is no buy or sell signal. Research, not investment advice.
broad market · slight attention quiet — 335 names; mostly Industrials; drivers: ret 126d (+0.28), pa sir infectious (−0.25), ret 63d (+0.23)
large cap · heavily traded · high beta — 180 names; mostly Financial Services; drivers: r2 252 d (+2.76), log market cap (+0.82), log turnover (+0.82)
deep pullbacks (21d) · high downside vol · deep drawdown — 115 names; mostly Basic Materials; drivers: pa mae 21d (−1.11), distance from high 252 (−0.95), downside vol 63 (+0.79)
wide 1y upside range · high volatility (1y) · attention spent — 95 names; mostly Basic Materials; drivers: cfo growth (+1.52), pa mfe 52w (+1.01), rv 252 (+0.96)
high growth · rising earnings · high margin — 90 names; mostly Financial Services; drivers: revenue growth (+1.89), ni growth (+1.65), profit margin (+0.95)
high leverage · high cash yield · cheap (high B/P) — 82 names; mostly Financial Services; drivers: leverage debt to mcap (+3.38), val cfop z (+1.70), val bp z (+1.28)
wide upside excursions (21d) · strong 1y momentum · rising (3m) — 71 names; mostly Basic Materials; drivers: ret 20d (+2.87), pa mfe 21d (+2.77), ret 252d (+2.17)
high downside vol · high volatility (3m) · expensive (low E/P) — 64 names; mostly Technology; drivers: downside vol 63 (+2.93), vol of vol 63 (+2.82), rv 63 (+2.69)
expensive (low E/P) · falling earnings · low margin — 33 names; mostly Energy; drivers: val ep z (−3.59), ni growth (−3.38), profit margin (−1.86)
Machine-readable data (free, read-only JSON)
The full map, per-ticker cluster assignments with confidence and anomaly scores, and PCA structure are published as open JSON for automated and AI-analyst consumption:
Descriptive market-structure research only. Unsupervised clustering finds structure, not direction; a tight cluster or an anomaly is a starting point for research, never a trade signal.