Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/0f542c0f-0ac1-458f-81a3-3f13ac000fc1/
CRCT
Cricut IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.870
↗
Trending Value
✗
◆
Quality × Value
QV 0.934
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 12.0
◇
VC2 Cheapest
VC2 7.00000000
📐
EBITDA/EV
16.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
22.9%
💰
High Yield
Div 22.9%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 90th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
90.0%ile
P/E
12.0×
P/S
1.2×
P/B
2.5×
E/P
0.0831
FCF Yield
0.301
EBITDA/EV
0.168
SH Yield
0.229
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
13.00000000
/100 — 1=cheapest
VC2 (Trending Value)
7.00000000
/100
VC3 (Buyback)
7.00000000
/100
FCF yield of 30.1% is strong — the business generates significant free cash relative to price. VC2 score of 7.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
97.0%ile
ROE
0.205
ROA
0.134
Net Margin
0.104
Op Margin
0.137
GPA
0.708
D/E
0.52
Current
2.72
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.003
Earn Growth
0.090
Stability
0.357
lower=better
Accruals
-0.171
lower=better
5yr Consist
No
ROE of 20% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
10.0%ile
6M Return
-15.0%
12M Return
-25.1%
12-1 Mom
-22.2%
Risk-Adj
-0.45
Vol 252d
49.0%
Vol 60d
80.4%
↑ Expanding
Max DD 12M
-43.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -22% signals a downtrend — price is moving against you. Near-term vol (80%) is expanding vs long-term (49%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.87
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
92.6%
Sector Quality %ile
96.4%
P/E z-score
-0.18
P/B z-score
-0.10
Sector Avg OS
53.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (90th) and quality (97th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (10th) despite looking cheap (90th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 22.9% backed by 30.1% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (80%) significantly exceeds 252-day (49%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
84.4% avg (7 factors)
Quality
A
75.8% avg (8 factors)
Momentum
F
10.4% avg (4 factors)
Risk
D
35.0% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. 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 | 0.870 | —1 | — | |
| Value %ile | 0.900 | —1 | — | |
| Quality %ile | 0.970 | —1 | — | |
| Momentum %ile | 0.100 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.490 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.04
Earnings Yield (E/P)
0.0831
Price / Sales
1.25
Price / Book
2.46
Price / Cash Flow
5.30
FCF Yield
30.1%
EBITDA / EV
16.8%
Sales Yield (1/P·S)
1.0906
Shareholder Yield
Div + net buyback / mktcap
22.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
20.5%
Return on Assets
13.4%
Net Margin
10.4%
Operating Margin
13.7%
Gross Profit / Assets
Novy-Marx GPA
70.8%
Debt / Equity
0.52
Current Ratio
2.72
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.171
MomentumPrice trend strength over different horizons
6M Return
-15.0%
12M Return
-25.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-22.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.45
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.3%
Earnings Growth (YoY)
9.0%
Earnings Stability (CV)
Lower = more stable
0.357
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
22.9%
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
13
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
7
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
7
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
74
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