Structured JSON API for this factor page: https://sharemaestro.com/factors/api/strategies/deep-value/

💎 Deep Value

As of 19 Jul 2026· 563 passing· 5070 in universe

The contrarian play. Extremely cheap stocks that pass a Piotroski quality gate. These are names the market has given up on — the F-Score filter ensures fundamentals haven't actually collapsed.

563
Passing
0.8504
Avg OS
0.9128
Value
0.7862
Quality
0.3788
Momentum
5070
Universe

Opportunity Map

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Axes show percentile rank within holdings. Bubble size = . Colour = . Hover for detail, click to open ticker.

Strategy Insights

Factor analysis · Risk profile · Composition▾

Factor Pillars

Holdings vs Universe

Standouts

Highest & lowest OS

Sector Concentration

Allocation risk

Risk Profile

Volatility distribution

Quality Gate

Piotroski F-Score

Size Profile

Market cap distribution

Performance Analytics

7 rebalance periods · 2026-06-07 → 2026-07-19▾
+1.77%
Cumulative Return
7
Rebalance Periods

Yearly Returns

Monthly Returns

Growth of $100

Top Deep Value Picks

Top 10 of 563▾

All Deep Value Holdings

563 names⊞ Open in Screener▾

Deep Value — Top 563

# Ticker Company Sector OS Score Value % Quality % Mom % P/E ROE Vol
1 TME Tencent Music Entertainment… Communication Services 0.880 0.990 0.950 0.030 1.7 0.115 0.43
2 HMY Harmony Gold Mining Company… Basic Materials 0.950 0.990 0.980 0.350 0.4 0.508 0.65
3 JCSE JE Cleantech Holdings Ltd Industrials 0.540 0.510 0.490 0.500 2.2 0.164 1.64
4 WW WW International, Inc. Com… Healthcare 0.780 0.930 0.630 0.030 0.1 4.054 0.83
5 YB Yuanbao Inc. American Depos… Technology 0.890 0.990 0.960 0.040 0.5 0.373 0.47
6 KRKR 36Kr Holdings Inc Communication Services 0.750 0.620 0.600 0.610 0.5 0.084 0.77
7 MOMO Hello Group Inc Communication Services 0.860 0.990 0.770 0.090 1.2 0.068 0.26
8 SFB Stifel Financial Corporatio… Other 0.900 0.980 0.820 0.240 3.7 0.147 0.09
9 VIPS Vipshop Holdings Limited Consumer Cyclical 0.870 0.990 0.710 0.210 0.9 0.182 0.33
10 NOAH Noah Holdings Ltd Financial Services 0.890 0.990 0.910 0.110 1.1 0.054 0.27
11 LX Lexinfintech Holdings Ltd Financial Services 0.870 0.990 0.900 0.010 0.2 0.120 0.45
12 ATAT Atour Lifestyle Holdings Li… Consumer Cyclical 0.920 0.980 0.960 0.200 2.4 0.501 0.32
13 TSM Taiwan Semiconductor Manufa… Technology 0.990 0.980 0.980 0.900 0.9 0.349 0.30
14 ERIC Telefonaktiebolaget LM Eric… Technology 0.990 0.990 0.930 0.800 1.3 0.236 0.33
15 YMM Full Truck Alliance Co Ltd … Technology 0.870 0.980 0.820 0.110 2.3 0.103 0.39
16 CHT Chunghwa Telecom Co Ltd Communication Services 0.910 0.990 0.870 0.240 0.8 0.099 0.11
17 CRE Cre8 Enterprise Limited Cla… Industrials 0.650 0.560 0.550 0.560 1.2 0.103 1.70
18 NTES NetEase Inc Communication Services 0.920 0.980 0.980 0.220 2.5 0.207 0.28
19 OMSE OMS Energy Technologies Inc. Energy 0.880 0.970 0.950 0.060 5.7 0.170 0.70
20 BZ Kanzhun Ltd ADR Communication Services 0.900 0.980 0.960 0.120 2.0 0.165 0.34
21 FENG Phoenix New Media Limited Communication Services 0.210 0.370 0.350 0.360 1.3 0.012 0.34
22 FUTU Futu Holdings Ltd Financial Services 0.890 0.980 0.990 0.060 1.3 0.244 0.58
23 HRTG Heritage Insurance Hldgs Inc Financial Services 0.960 0.970 0.780 0.690 4.1 0.387 0.55
24 ABEV Ambev SA ADR Consumer Defensive 0.990 0.980 0.980 0.810 3.0 0.173 0.33
25 ACGLN Arch Capital Group Ltd. Financial Services 0.910 0.980 0.880 0.260 1.2 0.201 0.10
26 PUK Prudential PLC ADR Financial Services 0.970 0.950 0.930 0.650 5.2 0.336 0.25
27 UGP Ultrapar Participacoes SA A… Energy 0.980 0.970 0.760 0.940 2.2 0.906 0.36
28 OMAB Grupo Aeroportuario del Cen… Industrials 0.930 0.980 0.980 0.260 1.0 0.423 0.33
29 FLX BingEx Ltd Industrials 0.850 0.990 0.710 0.100 2.0 0.098 0.63
30 SLDE Slide Insurance Holdings, I… Financial Services 0.920 0.950 0.950 0.270 4.8 0.441 0.44
31 BAP Credicorp Ltd Financial Services 0.990 0.970 0.960 0.910 4.3 0.186 0.29
32 CYD China Yuchai International … Consumer Cyclical 0.980 0.990 0.700 0.910 2.9 0.059 0.58
33 TCBIO Texas Capital Bancshares, I… Financial Services 0.910 0.980 0.860 0.290 2.6 0.099 0.13
34 WETH Wetouch Technology Inc. Com… Technology 0.280 0.400 0.380 0.390 2.5 0.044 0.88
35 IH Ihuman Inc Consumer Defensive 0.650 0.990 0.230 0.030 1.0 0.077 0.34
36 STEM Stem Inc Utilities 0.580 0.900 0.250 0.050 0.4 -0.540 0.85
37 IFS Intercorp Financial Service… Financial Services 0.980 0.980 0.830 0.880 3.2 0.168 0.33
38 BWMX Betterware de México, S.A.P… Consumer Cyclical 0.990 0.980 0.940 0.940 0.6 0.723 0.38
39 GTEC Greenland Acquisition Corp Consumer Cyclical 0.580 0.530 0.510 0.520 2.6 0.070 0.92
40 UVE Universal Insurance Holding… Financial Services 0.980 0.960 0.860 0.860 5.5 0.335 0.33
41 AII American Integrity Insuranc… Financial Services 0.930 0.970 0.960 0.310 4.5 0.243 0.41
42 AFYA Afya Ltd Consumer Defensive 0.920 0.970 0.980 0.210 1.7 0.161 0.28
43 ACGLO Arch Capital Group Ltd Financial Services 0.910 0.980 0.880 0.240 2.3 0.201 0.10
44 NTB Bank of N.T. Butterfield & … Financial Services 0.970 0.910 0.850 0.800 10.1 0.212 0.17
45 FCAP First Capital Inc Financial Services 0.970 0.940 0.750 0.870 11.7 0.127 0.49
46 VRRM Verra Mobility Corp Technology 0.870 0.960 0.990 0.000 4.8 0.482 0.72
47 SPRO Spero Therapeutics Inc Healthcare 0.690 0.930 0.320 0.130 6.0 0.288 0.54
48 VINP Vinci Partners Investments … Financial Services 0.920 0.980 0.910 0.270 1.4 0.221 0.25
49 STEW SRH Total Return Fund Inc. Financial Services 0.850 0.840 0.830 0.300 2.4 0.324 0.12
50 RLX RLX Technology Inc Consumer Defensive 0.750 0.980 0.290 0.200 2.6 0.062 0.30

Deep Value — Sector Overview

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Sector Allocation

SectorWt%Avg OS#

Sector Factor Profile

Average factor percentile per sector within this strategy's holdings.