Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/07693ffb-511f-4d77-9962-1f56f44fbf0a/
Strategy Eligibility
1 of 23 passing
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OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.645
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
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
65.0%ile
P/B
0.7×
FCF Yield
-0.893
SH Yield
-0.358
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
34.00000000
/100 — 1=cheapest
VC2 (Trending Value)
34.00000000
/100
VC3 (Buyback)
34.00000000
/100
Negative FCF yield (-89.3%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
64.0%ile
ROE
-0.233
ROA
-0.230
Current
21.08
F-Score
0/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
5yr Consist
No
F-Score of 0/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
65.0%ile
6M Return
-26.7%
12M Return
73.7%
12-1 Mom
84.2%
Risk-Adj
0.62
Vol 252d
135.6%
Vol 60d
245.4%
↑ Expanding
Max DD 12M
-59.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 84% is very strong — a clear uptrend. Near-term vol (245%) is expanding vs long-term (136%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.7
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 99 peers
Sector Value %ile
70.0%
Sector Quality %ile
71.0%
P/B z-score
-0.54
Sector Avg OS
52.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (245%) significantly exceeds 252-day (136%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
32.3% avg (3 factors)
Quality
D
33.3% avg (3 factors)
Momentum
B
61.2% avg (4 factors)
Risk
F
0.0% 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 | 0.700 | —1 | — | |
| Value %ile | 0.650 | —0 | — | |
| Quality %ile | 0.640 | —0 | — | |
| Momentum %ile | 0.650 | —0 | — | |
| F-Score | 0.000 | —1 | — | |
| Confidence | 0.154 | —1 | — | |
| Volatility | 1.356 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
0.74
FCF Yield
-89.3%
Shareholder Yield
Div + net buyback / mktcap
-35.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-23.3%
Return on Assets
-23.0%
Current Ratio
21.08
External Financing
Net issuance — lower=better
0.298
MomentumPrice trend strength over different horizons
6M Return
-26.7%
12M Return
73.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
84.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.62
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
0
Dividend Yield
0.0%
Buyback Yield
-35.8%
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
34
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
34
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
34
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