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 2026-07-26 · 0.9w · Fresh
Strategy Eligibility
1 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
Yes
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
1.0%ile
P/E
110.2×
P/S
13.9×
P/B
14.1×
E/P
0.0104
FCF Yield
-0.044
EBITDA/EV
0.014
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
96.00000000
/100 — 1=cheapest
VC2 (Trending Value)
95.00000000
/100
VC3 (Buyback)
96.00000000
/100
P/E of 110.2x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-4.4%) — the business is currently cash-consumptive. VC2 score of 95.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
12.0%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
92.0%ile
6M Return
106.3%
12M Return
46.5%
12-1 Mom
41.4%
Risk-Adj
0.74
Vol 252d
55.7%
Vol 60d
133.4%
↑ Expanding
Max DD 12M
-37.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 41% is very strong — a clear uptrend. Near-term vol (133%) is expanding vs long-term (56%) — 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
· 182 peers
Sector Value %ile
4.4%
Sector Quality %ile
13.1%
P/E z-score
0.11
P/B z-score
0.19
Sector Avg OS
46.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
| Symbol | Name | OS | Value | Quality | Momentum |
|---|---|---|---|---|---|
| WAAREEINDO | 98.0% | 82.0% | 95.0% | 90.0% | |
| CCAVENUE | 95.0% | 87.0% | 77.0% | 71.0% | |
| INFOBEAN | 95.0% | 73.0% | 94.0% | 78.0% | |
| IVALUE | 94.0% | 89.0% | 79.0% | 60.0% | |
| INSPIRISYS | 93.0% | 84.0% | 74.0% | 66.0% | |
| SIGMA | 93.0% | 72.0% | 95.0% | 69.0% | |
| ONWARDTEC | 91.0% | 90.0% | 87.0% | 29.0% | |
| VIKRAMSOLR | 91.0% | 82.0% | 70.0% | 61.0% |
Factor Interactions
Hot but Volatile
Strong momentum (92th) but high volatility (56%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (133%) significantly exceeds 252-day (56%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
4.6% avg (7 factors)
Quality
D
39.2% avg (7 factors)
Momentum
A
79.3% avg (4 factors)
Risk
F
23.8% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.090 | —8 | — | |
| Value %ile | 0.010 | —8 | — | |
| Quality %ile | 0.120 | —8 | — | |
| Momentum %ile | 0.920 | —8 | — | |
| F-Score | 4.000 | —8 | — | |
| Confidence | 0.842 | —8 | — | |
| Volatility | 0.557 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
110.17
Earnings Yield (E/P)
0.0104
Price / Sales
13.94
Price / Book
14.07
FCF Yield
-4.4%
EBITDA / EV
1.4%
Sales Yield (1/P·S)
0.0702
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
106.3%
12M Return
46.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
41.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.74
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
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
96
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
95
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
96
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity