Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/0e4a3209-03b1-4c2f-844c-2d2eed2eaca7/
OBS
ORBIS AGSnapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.820
↗
Trending Value
✗
◆
Quality × Value
QV 0.765
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 14.0
◇
VC2 Cheapest
✗
📐
EBITDA/EV
30.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.1%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
93.0%ile
P/E
14.0×
P/S
0.3×
P/B
1.2×
E/P
0.1015
FCF Yield
0.142
EBITDA/EV
0.308
SH Yield
0.021
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
9.00000000
/100 — 1=cheapest
VC2 (Trending Value)
12.00000000
/100
VC3 (Buyback)
13.00000000
/100
FCF yield of 14.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
63.0%ile
ROE
0.089
ROA
0.037
Net Margin
0.024
Op Margin
0.032
GPA
0.429
Current
1.33
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.019
Earn Growth
-0.190
Accruals
-0.059
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
17.0%ile
6M Return
-14.4%
12M Return
-22.0%
12-1 Mom
-16.7%
Risk-Adj
-0.55
Vol 252d
30.6%
Vol 60d
72.5%
↑ Expanding
Max DD 12M
-25.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -17% signals a downtrend — price is moving against you. Near-term vol (72%) is expanding vs long-term (31%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.82
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 121 peers
Sector Value %ile
97.5%
Sector Quality %ile
50.8%
P/E z-score
-0.63
P/B z-score
-0.61
Sector Avg OS
41.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Falling Knife
Weak momentum (17th) despite looking cheap (93th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (72%) significantly exceeds 252-day (31%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
81.7% avg (7 factors)
Quality
D
42.1% avg (7 factors)
Momentum
F
12.7% avg (4 factors)
Risk
B
65.6% 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 Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.820 | —7 | — | |
| Value %ile | 0.930 | —7 | — | |
| Quality %ile | 0.630 | —0 | — | |
| Momentum %ile | 0.170 | —7 | — | |
| F-Score | 7.000 | —7 | — | |
| Confidence | 0.754 | —7 | — | |
| Volatility | 0.306 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
13.97
Earnings Yield (E/P)
0.1015
Price / Sales
0.34
Price / Book
1.25
Price / Cash Flow
5.40
FCF Yield
14.2%
EBITDA / EV
30.8%
Sales Yield (1/P·S)
3.1849
Shareholder Yield
Div + net buyback / mktcap
2.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.9%
Return on Assets
3.7%
Net Margin
2.4%
Operating Margin
3.2%
Gross Profit / Assets
Novy-Marx GPA
42.9%
Current Ratio
1.33
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.059
MomentumPrice trend strength over different horizons
6M Return
-14.4%
12M Return
-22.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-16.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.55
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.9%
Earnings Growth (YoY)
-19.0%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
2.1%
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
9
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
12
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
13
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