{ "groups": [ { "key": "multi_factor", "label": "Combined measures", "description": "Screens that combine value, financial strength and price performance.", "strategies": [ { "key": "os_composite", "name": "Combined Factor Score", "slug": "composite", "group": "multi_factor", "tagline": "A combined score: 50% value, 25% price performance and 25% financial strength.", "thesis": "Companies are ranked on value, price performance and financial strength, then combined using the stated weights. A high result requires support from more than one part of the record.", "page_url": "https://sharemaestro.com/factors/composite/", "api_url": "https://sharemaestro.com/factors/api/strategies/composite/" }, { "key": "trending_value", "name": "Value With Price Strength", "slug": "trending-value", "group": "multi_factor", "tagline": "The lowest valuation group, ordered by six-month price performance.", "thesis": "The screen starts with the cheapest tenth of the market on the six-measure Value Composite 2 score, then orders that group by six-month price performance.", "page_url": "https://sharemaestro.com/factors/trending-value/", "api_url": "https://sharemaestro.com/factors/api/strategies/trending-value/" }, { "key": "quality_value", "name": "Value and Financial Strength", "slug": "quality-value", "group": "multi_factor", "tagline": "A combined value and financial-strength score that penalises weakness in either measure.", "thesis": "The geometric mean falls when either value or financial strength is weak. A low valuation therefore does not compensate fully for weak company figures.", "page_url": "https://sharemaestro.com/factors/quality-value/", "api_url": "https://sharemaestro.com/factors/api/strategies/quality-value/" } ] }, { "key": "value", "label": "Value", "description": "Companies with lower valuations on earnings, sales, cash flow, assets or enterprise value.", "strategies": [ { "key": "cornerstone_value", "name": "Cornerstone Value", "slug": "cornerstone-value", "group": "value", "tagline": "Large, liquid and profitable non-utilities ordered by dividend yield.", "thesis": "The screen starts with large, profitable and liquid non-utility companies, then orders the qualifying group by dividend yield.", "page_url": "https://sharemaestro.com/factors/cornerstone-value/", "api_url": "https://sharemaestro.com/factors/api/strategies/cornerstone-value/" }, { "key": "deep_value", "name": "Deep Value", "slug": "deep-value", "group": "value", "tagline": "Low earnings valuation with a Piotroski F-Score financial-strength test.", "thesis": "Companies must rank cheaply on earnings and also pass the stated Piotroski F-Score threshold. The financial test is shown separately on each company page.", "page_url": "https://sharemaestro.com/factors/deep-value/", "api_url": "https://sharemaestro.com/factors/api/strategies/deep-value/" }, { "key": "vc2_cheapest", "name": "Lowest Valuation Decile", "slug": "vc2-cheapest", "group": "value", "tagline": "The cheapest tenth of the market on six valuation measures.", "thesis": "Value Composite 2 compares P/E, P/S, P/B, P/CF, EBITDA/EV and shareholder yield. This page shows the cheapest decile before any price-performance test.", "page_url": "https://sharemaestro.com/factors/vc2-cheapest/", "api_url": "https://sharemaestro.com/factors/api/strategies/vc2-cheapest/" }, { "key": "ebitda_ev", "name": "EBITDA/EV Value", "slug": "ebitda-ev", "group": "value", "tagline": "Operating earnings before depreciation relative to enterprise value.", "thesis": "Enterprise value includes equity and net debt. Dividing EBITDA by enterprise value provides one earnings-based comparison across different capital structures.", "page_url": "https://sharemaestro.com/factors/ebitda-ev/", "api_url": "https://sharemaestro.com/factors/api/strategies/ebitda-ev/" }, { "key": "veiled_value", "name": "Veiled Value", "slug": "veiled-value", "group": "value", "tagline": "Higher price-to-book companies that rank cheaply on other valuation measures.", "thesis": "The screen finds companies that look expensive against book value but cheaper against earnings, sales and cash flow. It is useful where book assets explain little of the business.", "page_url": "https://sharemaestro.com/factors/veiled-value/", "api_url": "https://sharemaestro.com/factors/api/strategies/veiled-value/" }, { "key": "sector_relative", "name": "Cheapest in Sector", "slug": "sector-relative", "group": "value", "tagline": "Companies ranked on value against others in the same sector.", "thesis": "Valuation levels differ by industry. This screen compares each company with its own sector so a sector-wide valuation difference does not dominate the result.", "page_url": "https://sharemaestro.com/factors/sector-relative/", "api_url": "https://sharemaestro.com/factors/api/strategies/sector-relative/" } ] }, { "key": "quality", "label": "Financial strength", "description": "Profitability, margins, balance sheets, cash conversion and earnings records.", "strategies": [ { "key": "piotroski_bargains", "name": "Piotroski Bargains", "slug": "piotroski-bargains", "group": "quality", "tagline": "Piotroski F-Score of at least 7 with an above-median value rank.", "thesis": "The nine-point Piotroski test covers profitability, leverage, liquidity and operating efficiency. This screen requires at least seven points and an above-median value rank.", "page_url": "https://sharemaestro.com/factors/piotroski-bargains/", "api_url": "https://sharemaestro.com/factors/api/strategies/piotroski-bargains/" }, { "key": "quality_compounders", "name": "Quality Compounders", "slug": "quality-compounders", "group": "quality", "tagline": "Return on equity above 15%, margins above 10%, debt to equity below 1 and growing revenue.", "thesis": "Companies must pass the stated profitability, margin, leverage and revenue-growth tests. Each underlying figure is available on the company page.", "page_url": "https://sharemaestro.com/factors/quality-compounders/", "api_url": "https://sharemaestro.com/factors/api/strategies/quality-compounders/" }, { "key": "capital_allocators", "name": "Capital Allocators", "slug": "capital-allocators", "group": "quality", "tagline": "Internally funded buybacks with supporting valuation and company figures.", "thesis": "The screen favours companies that fund buybacks internally rather than with additional debt, while also passing the stated valuation and financial-strength tests.", "page_url": "https://sharemaestro.com/factors/capital-allocators/", "api_url": "https://sharemaestro.com/factors/api/strategies/capital-allocators/" }, { "key": "consistent_earners", "name": "Consistent Earners", "slug": "consistent-earners", "group": "quality", "tagline": "At least five consecutive years of earnings growth with a value floor.", "thesis": "Companies must have increased earnings per share in each of at least five consecutive measured years and also pass the stated minimum value rank.", "page_url": "https://sharemaestro.com/factors/consistent-earners/", "api_url": "https://sharemaestro.com/factors/api/strategies/consistent-earners/" } ] }, { "key": "growth", "label": "Growth", "description": "Revenue and earnings growth with stated valuation or consistency tests.", "strategies": [ { "key": "cornerstone_growth", "name": "Cornerstone Growth", "slug": "cornerstone-growth", "group": "growth", "tagline": "Price to sales below 1.5, five-year earnings consistency, then ordered by price performance.", "thesis": "The screen starts with consistent earners, requires a price-to-sales ratio below 1.5, then orders the remaining companies by 12-to-1-month price performance.", "page_url": "https://sharemaestro.com/factors/cornerstone-growth/", "api_url": "https://sharemaestro.com/factors/api/strategies/cornerstone-growth/" }, { "key": "garp", "name": "GARP", "slug": "garp", "group": "growth", "tagline": "Revenue growth of at least 10% with P/E no higher than 25 and a financial-strength test.", "thesis": "Companies must meet the stated revenue-growth and P/E limits and pass the screen's financial-strength requirement.", "page_url": "https://sharemaestro.com/factors/garp/", "api_url": "https://sharemaestro.com/factors/api/strategies/garp/" } ] }, { "key": "momentum", "label": "Price performance", "description": "Completed price performance, with volatility limits where stated.", "strategies": [ { "key": "risk_adj_momentum", "name": "Price Strength Relative to Volatility", "slug": "risk-adj-momentum", "group": "momentum", "tagline": "Twelve-to-one-month price performance divided by one-year volatility.", "thesis": "Dividing the completed price return by volatility reduces the rank of companies whose return came with larger price variation.", "page_url": "https://sharemaestro.com/factors/risk-adj-momentum/", "api_url": "https://sharemaestro.com/factors/api/strategies/risk-adj-momentum/" }, { "key": "momentum_leaders", "name": "Price Leaders", "slug": "momentum-leaders", "group": "momentum", "tagline": "Twelve-to-one-month price performance of at least 15% with volatility no higher than 50%.", "thesis": "Companies must pass the stated completed-return and one-year volatility limits, then are ordered by risk-adjusted price performance.", "page_url": "https://sharemaestro.com/factors/momentum-leaders/", "api_url": "https://sharemaestro.com/factors/api/strategies/momentum-leaders/" } ] }, { "key": "income", "label": "Income", "description": "Dividends, free cash flow and shares bought back or issued.", "strategies": [ { "key": "shareholder_yield", "name": "Shareholder Yield", "slug": "shareholder-yield", "group": "income", "tagline": "Dividend yield plus the net effect of shares bought back or issued.", "thesis": "Shareholder yield adds dividend yield and net buyback yield. The list is ordered by that combined figure and does not add a separate financial-strength test.", "page_url": "https://sharemaestro.com/factors/shareholder-yield/", "api_url": "https://sharemaestro.com/factors/api/strategies/shareholder-yield/" }, { "key": "high_yield", "name": "High Yield", "slug": "high-yield", "group": "income", "tagline": "Dividend yield of at least 3% with free-cash-flow yield of at least 4%.", "thesis": "The screen applies the stated dividend and free-cash-flow yield thresholds. The company page shows the underlying cash and balance-sheet figures.", "page_url": "https://sharemaestro.com/factors/high-yield/", "api_url": "https://sharemaestro.com/factors/api/strategies/high-yield/" } ] }, { "key": "universe", "label": "Universe", "description": "Screens built for stated large-, small- or micro-company groups.", "strategies": [ { "key": "market_leaders", "name": "Market Leaders", "slug": "market-leaders", "group": "universe", "tagline": "Above-average market value, shares, cash flow per share and revenue; utilities excluded.", "thesis": "Companies must exceed the market averages for market value, shares outstanding, cash flow per share and revenue. Utilities are excluded.", "page_url": "https://sharemaestro.com/factors/market-leaders/", "api_url": "https://sharemaestro.com/factors/api/strategies/market-leaders/" }, { "key": "tiny_titans", "name": "Tiny Titans", "slug": "tiny-titans", "group": "universe", "tagline": "Companies valued at $25 million to $250 million, with low price to sales and positive price performance.", "thesis": "This screen applies the stated market-value, price-to-sales and price-performance rules. Micro-companies can have limited liquidity, sparse coverage and large price moves.", "page_url": "https://sharemaestro.com/factors/tiny-titans/", "api_url": "https://sharemaestro.com/factors/api/strategies/tiny-titans/" }, { "key": "small_cap_value", "name": "Small Cap Value", "slug": "small-cap-value", "group": "universe", "tagline": "Small and micro-companies with a high value rank and a Piotroski F-Score test.", "thesis": "The screen combines the stated company-size range with a high relative value rank and the required Piotroski F-Score. Liquidity and funding risk still need checking.", "page_url": "https://sharemaestro.com/factors/small-cap-value/", "api_url": "https://sharemaestro.com/factors/api/strategies/small-cap-value/" } ] }, { "key": "defensive", "label": "Defensive", "description": "Companies with lower measured price variability and a positive price floor.", "strategies": [ { "key": "low_volatility", "name": "Low Volatility", "slug": "low-volatility", "group": "defensive", "tagline": "The lowest one-year volatility readings among companies with positive price performance.", "thesis": "The list starts with companies whose completed price performance is positive, then orders them from lower to higher one-year volatility.", "page_url": "https://sharemaestro.com/factors/low-volatility/", "api_url": "https://sharemaestro.com/factors/api/strategies/low-volatility/" } ] } ], "model_internals": "Internal calculation methods, selection logic, and decision rules are not exposed." }