Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/0fc5b547-236b-495a-a86d-e260fa76bda2/
TSM
Taiwan Semiconductor ManufacturingSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
Div 0.8%
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
ROE 33%
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 86%
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 2.99
V
Value Analysis
Cheapness relative to fundamentals
58.0%ile
P/B
0.4×
SH Yield
0.008
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
42.00000000
/100 — 1=cheapest
VC2 (Trending Value)
43.00000000
/100
VC3 (Buyback)
43.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
57.0%ile
ROE
0.328
ROA
0.223
Net Margin
0.470
Op Margin
0.560
GPA
0.294
D/E
0.46
Current
2.49
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.310
Earn Growth
0.477
Stability
0.256
lower=better
Accruals
-0.054
lower=better
5yr Consist
Yes
ROE of 33% is exceptional. Conservative balance sheet with D/E of 0.46. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
59.0%ile
6M Return
34.8%
12M Return
90.4%
12-1 Mom
86.0%
Risk-Adj
2.99
Vol 252d
28.8%
Vol 60d
64.6%
↑ Expanding
Max DD 12M
-12.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 86% is very strong — a clear uptrend. Risk-adjusted momentum of 2.99 is excellent — strong returns relative to volatility. Near-term vol (65%) is expanding vs long-term (29%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.69
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
61.1%
Sector Quality %ile
49.1%
P/B z-score
-0.23
Sector Avg OS
52.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (65%) significantly exceeds 252-day (29%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
60.1% avg (2 factors)
Quality
A
87.7% avg (8 factors)
Momentum
A
95.2% avg (4 factors)
Risk
B
68.7% 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 confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.690 | —0 | — | |
| Value %ile | 0.580 | —0 | — | |
| Quality %ile | 0.570 | —0 | — | |
| Momentum %ile | 0.590 | —0 | — | |
| F-Score | 8.000 | —6 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.288 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
0.38
Shareholder Yield
Div + net buyback / mktcap
0.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
32.8%
Return on Assets
22.3%
Net Margin
47.0%
Operating Margin
56.0%
Gross Profit / Assets
Novy-Marx GPA
29.4%
Debt / Equity
0.46
Current Ratio
2.49
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.054
External Financing
Net issuance — lower=better
0.000
MomentumPrice trend strength over different horizons
6M Return
34.8%
12M Return
90.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
86.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.99
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
31.0%
Earnings Growth (YoY)
47.7%
Earnings Stability (CV)
Lower = more stable
0.256
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
8
Dividend Yield
0.8%
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
42
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
43
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
43
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
Yes
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
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Op Income
OCF
CapEx
Equity