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

◆ Quality × Value

As of 19 Jul 2026· 915 passing· 5070 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.

915
Passing
0.9318
Avg OS
0.9662
Value
0.9614
Quality
0.4026
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▾
+3.42%
Cumulative Return
7
Rebalance Periods

Yearly Returns

Monthly Returns

Growth of $100

Top Quality × Value Picks

Top 10 of 915▾

All Quality × Value Holdings

915 names⊞ Open in Screener▾

Quality × Value — Top 915

# Ticker Company Sector OS Score Value % Quality % Mom % P/E ROE Vol
1 HMY Harmony Gold Mining Company… Basic Materials 0.950 0.990 0.980 0.350 0.4 0.508 0.65
2 FUTU Futu Holdings Ltd Financial Services 0.890 0.980 0.990 0.060 1.3 0.244 0.58
3 ABEV Ambev SA ADR Consumer Defensive 0.990 0.980 0.980 0.810 3.0 0.173 0.33
4 TSM Taiwan Semiconductor Manufa… Technology 0.990 0.980 0.980 0.900 0.9 0.349 0.30
5 TIMB TIM Participacoes SA Communication Services 0.990 0.980 0.980 0.760 2.4 0.177 0.32
6 KARO Karooooo Ltd Technology 0.980 0.980 0.980 0.660 1.9 0.286 0.35
7 OMAB Grupo Aeroportuario del Cen… Industrials 0.930 0.980 0.980 0.260 1.0 0.423 0.33
8 NTES NetEase Inc Communication Services 0.920 0.980 0.980 0.220 2.5 0.207 0.28
9 AMX America Movil SAB de CV ADR Communication Services 0.990 0.980 0.970 0.860 0.9 0.238 0.28
10 AFYA Afya Ltd Consumer Defensive 0.920 0.970 0.980 0.210 1.7 0.161 0.28
11 YB Yuanbao Inc. American Depos… Technology 0.890 0.990 0.960 0.040 0.5 0.373 0.47
12 VRRM Verra Mobility Corp Technology 0.870 0.960 0.990 0.000 4.8 0.482 0.72
13 TOYO TOYO Co., Ltd Ordinary Shar… Technology 0.990 0.970 0.970 0.860 5.6 0.284 1.09
14 CMCSA Comcast Corp Communication Services 0.900 0.970 0.970 0.120 4.5 0.213 0.27
15 ATAT Atour Lifestyle Holdings Li… Consumer Cyclical 0.920 0.980 0.960 0.200 2.4 0.501 0.32
16 BZ Kanzhun Ltd ADR Communication Services 0.900 0.980 0.960 0.120 2.0 0.165 0.34
17 GPOR Gulfport Energy Operating C… Energy 0.900 0.960 0.980 0.160 4.6 0.329 0.34
18 NRDS Nerdwallet Inc Communication Services 0.900 0.950 0.990 0.170 8.8 0.205 0.50
19 TME Tencent Music Entertainment… Communication Services 0.880 0.990 0.950 0.030 1.7 0.115 0.43
20 ESEA Euroseas Ltd Industrials 0.990 0.970 0.960 0.830 3.7 0.270 0.41
21 BAP Credicorp Ltd Financial Services 0.990 0.970 0.960 0.910 4.3 0.186 0.29
22 FSM Fortuna Silver Mines Inc Basic Materials 0.980 0.960 0.970 0.780 7.2 0.192 0.60
23 AII American Integrity Insuranc… Financial Services 0.930 0.970 0.960 0.310 4.5 0.243 0.41
24 EXE Expand Energy Corporation Energy 0.900 0.970 0.960 0.150 6.5 0.165 0.29
25 CARE Carter Bank and Trust Financial Services 0.990 0.960 0.960 0.910 6.9 0.214 0.28
26 FVRR Fiverr International Ltd Communication Services 0.870 0.960 0.960 0.030 14.0 0.068 0.45
27 PAC Grupo Aeroportuario del Pac… Industrials 0.920 0.970 0.950 0.280 1.2 0.208 0.35
28 TIGR Up Fintech Holding Ltd Financial Services 0.880 0.970 0.950 0.030 7.2 0.131 0.59
29 OMSE OMS Energy Technologies Inc. Energy 0.880 0.970 0.950 0.060 5.7 0.170 0.70
30 BWMX Betterware de México, S.A.P… Consumer Cyclical 0.990 0.980 0.940 0.940 0.6 0.723 0.38
31 ERIC Telefonaktiebolaget LM Eric… Technology 0.990 0.990 0.930 0.800 1.3 0.236 0.33
32 GFI Gold Fields Ltd ADR Basic Materials 0.990 0.930 0.990 0.830 5.9 0.572 0.54
33 APA APA Corporation Energy 0.990 0.950 0.960 0.920 8.1 0.237 0.42
34 SYF Synchrony Financial Financial Services 0.930 0.960 0.950 0.310 6.9 0.218 0.27
35 FSCO FS Credit Opportunities Cor… Financial Services 0.890 0.960 0.950 0.120 6.6 0.104 0.25
36 IAG IAMGold Corporation Basic Materials 0.990 0.940 0.970 0.940 8.1 0.233 0.65
37 WLKP Westlake Chemical Partners … Basic Materials 0.930 0.970 0.940 0.320 6.1 0.256 0.16
38 NVO Novo Nordisk A/S Healthcare 0.890 0.970 0.940 0.130 1.8 0.601 0.59
39 CRMD CorMedix Inc Healthcare 0.890 0.940 0.970 0.120 3.6 0.414 0.65
40 PAYP PayPay Corporation American… Technology 0.970 0.980 0.930 0.640 — 0.291 0.71
41 JFIN Jiayin Group Inc Financial Services 0.870 0.990 0.920 0.000 0.1 0.214 0.54
42 SLDE Slide Insurance Holdings, I… Financial Services 0.920 0.950 0.950 0.270 4.8 0.441 0.44
43 CRK Comstock Resources Inc Energy 0.870 0.950 0.950 0.060 6.0 0.237 0.67
44 NBR Nabors Industries Ltd. Energy 0.990 0.960 0.940 0.970 6.0 0.366 0.59
45 RNR Renaissancere Holdings Ltd Financial Services 0.980 0.960 0.940 0.780 4.9 0.244 0.20
46 VEON VEON Ltd Communication Services 0.910 0.940 0.960 0.250 6.7 0.362 0.35
47 EQT EQT Corporation Energy 0.900 0.940 0.960 0.170 9.3 0.133 0.30
48 CRTO Criteo Sa Communication Services 0.900 0.960 0.940 0.180 9.9 0.101 0.43
49 CHTR Charter Communications Inc Communication Services 0.860 0.960 0.940 0.010 3.8 0.301 0.46
50 CASH Meta Financial Group Inc Financial Services 0.910 0.910 0.990 0.290 10.0 0.222 0.29

Quality × 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.