Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/067494e1-4f9b-4df9-862c-c172071f76ca/
CD3
CD Private Equity Fund IIISnapshot 2026-07-26 · 1.4w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.630
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
15.3%
💰
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
64.0%ile
P/B
0.6×
FCF Yield
-0.014
SH Yield
0.153
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
36.00000000
/100 — 1=cheapest
VC2 (Trending Value)
36.00000000
/100
VC3 (Buyback)
36.00000000
/100
Negative FCF yield (-1.4%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
62.0%ile
ROE
-0.078
ROA
-0.076
Net Margin
12.939
F-Score
1/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
3.070
5yr Consist
No
F-Score of 1/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
64.0%ile
6M Return
-12.8%
12M Return
-10.3%
12-1 Mom
-11.7%
Risk-Adj
-0.64
Vol 252d
18.3%
Vol 60d
38.2%
↑ Expanding
Max DD 12M
-21.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -12% signals a downtrend — price is moving against you. Near-term vol (38%) is expanding vs long-term (18%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.68
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 159 peers
Sector Value %ile
50.6%
Sector Quality %ile
46.9%
P/B z-score
-0.09
Sector Avg OS
56.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (38%) significantly exceeds 252-day (18%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
67.7% avg (3 factors)
Quality
D
33.3% avg (3 factors)
Momentum
F
17.5% avg (4 factors)
Risk
A
86.1% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.680 | —0 | — | |
| Value %ile | 0.640 | —0 | — | |
| Quality %ile | 0.620 | —0 | — | |
| Momentum %ile | 0.640 | —0 | — | |
| F-Score | 1.000 | —8 | — | |
| Confidence | 0.581 | —0 | — | |
| Volatility | 0.183 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
0.57
FCF Yield
-1.4%
Shareholder Yield
Div + net buyback / mktcap
15.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-7.8%
Return on Assets
-7.6%
Net Margin
1293.9%
MomentumPrice trend strength over different horizons
6M Return
-12.8%
12M Return
-10.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-11.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.64
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
307.0%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
1
Dividend Yield
15.3%
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
36
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
36
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
36
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity