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

◆ Quality × Value

As of 7 Jun 2026· 5315 passing· 5315 in universe

The geometric mean penalises extreme weakness in either pillar. A stock that is very cheap but low quality scores poorly, unlike an additive blend. This is the anti-value-trap strategy.

5315
Passing
0.9382
Avg OS
0.969
Value
0.9606
Quality
0.4174
Momentum
5315
Universe

Opportunity Map

▾

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

Awaiting strategy performance history▾
Performance Analytics
Performance history is being prepared in the background. This section will refresh automatically when it is ready.

Top Quality × Value Picks

Top 10 of 5315▾

All Quality × Value Holdings

5315 names⊞ Open in Screener▾

Quality × Value — Top 5315

# Ticker Company Sector OS Score Value % Quality % Mom % P/E ROE Vol
1 FUTU Futu Holdings Ltd Financial Services 0.940 0.990 0.990 0.260 1.3 0.244 0.63
2 HMY Harmony Gold Mining Company… Basic Materials 0.980 0.990 0.980 0.670 0.4 0.508 0.64
3 TIMB TIM Participacoes SA Communication Services 0.990 0.980 0.980 0.790 2.4 0.177 0.33
4 AMX America Movil SAB de CV ADR Communication Services 0.990 0.980 0.980 0.860 0.9 0.238 0.27
5 OMAB Grupo Aeroportuario del Cen… Industrials 0.930 0.980 0.980 0.230 0.9 0.423 0.31
6 PAC Grupo Aeroportuario del Pac… Industrials 0.930 0.980 0.980 0.240 1.1 0.421 0.34
7 NTES NetEase Inc Communication Services 0.920 0.980 0.980 0.200 2.3 0.207 0.28
8 KARO Karooooo Ltd Technology 0.910 0.990 0.970 0.140 1.5 0.300 0.32
9 ABEV Ambev SA ADR Consumer Defensive 0.990 0.980 0.970 0.800 3.1 0.173 0.32
10 AFYA Afya Ltd Consumer Defensive 0.910 0.980 0.970 0.140 1.7 0.161 0.30
11 TIGR Up Fintech Holding Ltd Financial Services 0.890 0.970 0.980 0.060 7.0 0.135 0.63
12 BNC CEA Industries Inc. Industrials 0.880 0.980 0.970 0.010 0.7 0.466 1.83
13 BFH Bread Financial Holdings, I… Financial Services 0.990 0.970 0.970 0.900 7.0 0.169 0.39
14 EXE Expand Energy Corporation Energy 0.900 0.970 0.970 0.130 6.9 0.165 0.32
15 CARE Carter Bank and Trust Financial Services 0.990 0.960 0.980 0.880 5.8 0.214 0.27
16 SLDE Slide Insurance Holdings, I… Financial Services 0.940 0.960 0.980 0.380 4.7 0.441 0.42
17 GPOR Gulfport Energy Operating C… Energy 0.910 0.950 0.990 0.180 5.3 0.329 0.35
18 OPFI OppFi Inc Financial Services 0.890 0.950 0.990 0.060 3.3 0.874 0.43
19 VRRM Verra Mobility Corp Technology 0.880 0.950 0.990 0.020 5.1 0.482 0.72
20 ESEA Euroseas Ltd Industrials 0.990 0.970 0.960 0.890 3.5 0.270 0.40
21 SYF Synchrony Financial Financial Services 0.980 0.960 0.970 0.720 6.8 0.218 0.28
22 RNR Renaissancere Holdings Ltd Financial Services 0.980 0.970 0.960 0.700 4.4 0.244 0.19
23 CMCSA Comcast Corp Communication Services 0.900 0.970 0.960 0.140 4.6 0.213 0.25
24 CRK Comstock Resources Inc Energy 0.880 0.960 0.970 0.040 5.8 0.237 0.72
25 ATAT Atour Lifestyle Holdings Li… Consumer Cyclical 0.940 0.980 0.950 0.310 2.5 0.501 0.33
26 VEON VEON Ltd Communication Services 0.920 0.950 0.980 0.240 6.9 0.362 0.40
27 HCI HCI Group Inc Financial Services 0.910 0.950 0.980 0.200 6.7 0.278 0.36
28 BZ Kanzhun Ltd ADR Communication Services 0.900 0.980 0.950 0.110 2.0 0.165 0.33
29 NRDS Nerdwallet Inc Communication Services 0.890 0.950 0.980 0.100 8.0 0.205 0.50
30 CHTR Charter Communications Inc Communication Services 0.880 0.970 0.950 0.010 3.4 0.301 0.46
31 MFIN Medallion Financial Corp Financial Services 0.920 0.980 0.940 0.250 5.9 0.097 0.27
32 LX Lexinfintech Holdings Ltd Financial Services 0.880 0.990 0.930 0.010 0.2 0.120 0.46
33 NBR Nabors Industries Ltd. Energy 0.990 0.960 0.950 0.970 6.6 0.366 0.62
34 APA APA Corporation Energy 0.990 0.950 0.960 0.920 8.4 0.237 0.42
35 YB Yuanbao Inc. American Depos… Technology 0.910 0.960 0.950 0.220 3.1 0.391 0.55
36 HG Hamilton Insurance Group, L… Financial Services 0.990 0.970 0.940 0.850 4.9 0.231 0.24
37 FSM Fortuna Silver Mines Inc Basic Materials 0.980 0.940 0.970 0.760 8.5 0.192 0.61
38 AII American Integrity Insuranc… Financial Services 0.930 0.970 0.940 0.310 4.1 0.243 0.39
39 PHI PLDT Inc ADR Communication Services 0.910 0.970 0.940 0.180 0.1 0.241 0.25
40 BWMX Betterware de México, S.A.P… Consumer Cyclical 0.990 0.980 0.930 0.950 0.6 0.809 0.44
41 BAP Credicorp Ltd Financial Services 0.990 0.980 0.930 0.840 3.6 0.186 0.24
42 ZTO ZTO Express (Cayman) Inc Industrials 0.990 0.980 0.930 0.810 1.9 0.147 0.24
43 TCBIO Texas Capital Bancshares, I… Financial Services 0.930 0.980 0.930 0.280 2.6 0.099 0.13
44 DLNG Dynagas LNG Partners LP Energy 0.930 0.980 0.930 0.290 2.1 0.135 0.22
45 NUTX Nutex Health Inc Healthcare 0.920 0.930 0.980 0.290 9.9 0.278 0.97
46 UVE Universal Insurance Holding… Financial Services 0.990 0.960 0.940 0.820 5.5 0.335 0.36
47 HTHT Huazhu Group Ltd Consumer Cyclical 0.980 0.960 0.940 0.790 3.0 0.457 0.27
48 FBIO Fortress Biotech Inc Healthcare 0.980 0.970 0.930 0.740 0.8 0.788 0.73
49 FSCO FS Credit Opportunities Cor… Financial Services 0.900 0.970 0.930 0.120 6.5 0.104 0.25
50 NVO Novo Nordisk A/S Healthcare 0.880 0.970 0.930 0.060 1.6 0.601 0.60

Quality × Value — Sector Overview

▾

Sector Allocation

SectorWt%Avg OS#

Sector Factor Profile

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