Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/0094da53-29a5-44f2-86bc-43383b36e578/
KRN
KRN HEAT EXCHANGE N REF LSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.26
V
Value Analysis
Cheapness relative to fundamentals
2.0%ile
P/E
103.2×
P/S
13.1×
P/B
13.2×
E/P
0.0097
FCF Yield
-0.047
EBITDA/EV
0.015
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
95.00000000
/100 — 1=cheapest
VC2 (Trending Value)
93.00000000
/100
VC3 (Buyback)
94.00000000
/100
P/E of 103.2x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-4.7%) — the business is currently cash-consumptive. VC2 score of 93.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
9.0%ile
ROE
0.128
ROA
0.079
Net Margin
0.127
Op Margin
0.148
GPA
0.186
Current
1.64
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.396
Earn Growth
0.446
Stability
0.298
lower=better
Accruals
0.201
lower=better
5yr Consist
Yes
Accruals ratio of 0.201 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
95.0%ile
6M Return
55.4%
12M Return
61.5%
12-1 Mom
72.6%
Risk-Adj
1.26
Vol 252d
57.6%
Vol 60d
135.0%
↑ Expanding
Max DD 12M
-37.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 73% is very strong — a clear uptrend. Near-term vol (135%) is expanding vs long-term (58%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.09
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 181 peers
Sector Value %ile
3.8%
Sector Quality %ile
9.3%
P/E z-score
0.09
P/B z-score
0.14
Sector Avg OS
44.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
| Symbol | Name | OS | Value | Quality | Momentum |
|---|---|---|---|---|---|
| WAAREEINDO | 96.0% | 78.0% | 89.0% | 86.0% | |
| RPSGVENT | 95.0% | 92.0% | 61.0% | 75.0% | |
| INFOBEAN | 94.0% | 65.0% | 91.0% | 96.0% | |
| GTLINFRA | 94.0% | 87.0% | 66.0% | 73.0% | |
| DATAMATICS | 94.0% | 67.0% | 91.0% | 90.0% | |
| SIGMA | 93.0% | 67.0% | 95.0% | 81.0% | |
| ONWARDTEC | 92.0% | 91.0% | 85.0% | 36.0% | |
| RPTECH | 92.0% | 88.0% | 34.0% | 96.0% |
Factor Interactions
Hot but Volatile
Strong momentum (95th) but high volatility (58%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (135%) significantly exceeds 252-day (58%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
5.5% avg (7 factors)
Quality
D
39.2% avg (7 factors)
Momentum
A
89.1% avg (4 factors)
Risk
F
20.6% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.090 | —1 | — | |
| Value %ile | 0.020 | —1 | — | |
| Quality %ile | 0.090 | —1 | — | |
| Momentum %ile | 0.950 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.909 | —1 | — | |
| Volatility | 0.576 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
103.16
Earnings Yield (E/P)
0.0097
Price / Sales
13.05
Price / Book
13.18
FCF Yield
-4.7%
EBITDA / EV
1.5%
Sales Yield (1/P·S)
0.0749
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.8%
Return on Assets
7.9%
Net Margin
12.7%
Operating Margin
14.8%
Gross Profit / Assets
Novy-Marx GPA
18.6%
Current Ratio
1.64
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.201
External Financing
Net issuance — lower=better
0.000
MomentumPrice trend strength over different horizons
6M Return
55.4%
12M Return
61.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
72.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.26
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
39.6%
Earnings Growth (YoY)
44.6%
Earnings Stability (CV)
Lower = more stable
0.298
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
4
Dividend Yield
0.0%
Buyback Yield
0.0%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
95
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
93
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
94
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
No
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity