Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/125f57de-51dc-43cd-91d5-d2dca93fcd30/
FUTU
Futu Holdings LtdSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.940
↗
Trending Value
✗
◆
Quality × Value
QV 0.990
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 1.3
◇
VC2 Cheapest
VC2 2.00000000
📐
EBITDA/EV
79.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +58%
🔄
Shareholder Yield
16.4%
💰
High Yield
Div 16.4%
🚀
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
99.0%ile
P/E
1.3×
P/S
0.5×
P/B
0.3×
E/P
0.7680
FCF Yield
2.183
EBITDA/EV
0.792
SH Yield
0.164
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
2.00000000
/100
P/E of 1.3x places this firmly in deep value territory. FCF yield of 218.3% is strong — the business generates significant free cash relative to price. VC2 score of 2.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
99.0%ile
ROE
0.244
ROA
0.041
Net Margin
0.418
Op Margin
0.622
GPA
0.086
D/E
4.97
Current
1.18
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.582
Earn Growth
0.534
Stability
0.453
lower=better
Accruals
-0.125
lower=better
5yr Consist
No
ROE of 24% is exceptional. Highly leveraged with D/E of 4.97 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
26.0%ile
6M Return
-45.3%
12M Return
-11.6%
12-1 Mom
38.5%
Risk-Adj
0.61
Vol 252d
63.0%
Vol 60d
132.7%
↑ Expanding
Max DD 12M
-54.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 38% is very strong — a clear uptrend. Near-term vol (133%) is expanding vs long-term (63%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.94
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
100.0%
Sector Quality %ile
100.0%
P/E z-score
-0.61
P/B z-score
-0.09
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (99th) and quality (99th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Growth at Reasonable Price
Revenue growing 58% with P/E of 1×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 16.4% backed by 218.3% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (24%) boosted by high leverage (D/E 5.0). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (133%) significantly exceeds 252-day (63%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
99.8% avg (7 factors)
Quality
C
54.3% avg (8 factors)
Momentum
D
36.3% avg (4 factors)
Risk
F
11.6% avg (1 factors)
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 | 0.940 | —1 | — | |
| Value %ile | 0.990 | —1 | — | |
| Quality %ile | 0.990 | —1 | — | |
| Momentum %ile | 0.260 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.630 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1.30
Earnings Yield (E/P)
0.7680
Price / Sales
0.54
Price / Book
0.32
Price / Cash Flow
0.32
FCF Yield
218.3%
EBITDA / EV
79.2%
Sales Yield (1/P·S)
1.2837
Shareholder Yield
Div + net buyback / mktcap
16.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
24.4%
Return on Assets
4.1%
Net Margin
41.8%
Operating Margin
62.2%
Gross Profit / Assets
Novy-Marx GPA
8.6%
Debt / Equity
4.97
Current Ratio
1.18
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.125
MomentumPrice trend strength over different horizons
6M Return
-45.3%
12M Return
-11.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
38.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.61
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
58.2%
Earnings Growth (YoY)
53.4%
Earnings Stability (CV)
Lower = more stable
0.453
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
16.4%
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
2
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
2
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
2
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
97
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