Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/161b4748-c7b7-406a-959e-a8f2ff5b1914/
VOX
Vox Valor Capital LimitedSnapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
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
Vol 17%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
21.0%ile
P/B
0.0×
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
79.00000000
/100 — 1=cheapest
VC2 (Trending Value)
79.00000000
/100
VC3 (Buyback)
80.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
23.0%ile
ROE
-0.130
ROA
-0.082
Net Margin
-0.087
Op Margin
-0.012
GPA
0.899
Current
1.14
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
1.170
Accruals
-0.053
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
22.0%ile
6M Return
0.0%
12M Return
0.0%
12-1 Mom
0.0%
Risk-Adj
0.00
Vol 252d
17.3%
Vol 60d
37.8%
↑ Expanding
Max DD 12M
-17.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (38%) is expanding vs long-term (17%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.08
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 185 peers
Sector Value %ile
16.1%
Sector Quality %ile
24.2%
P/B z-score
-0.56
Sector Avg OS
56.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (38%) significantly exceeds 252-day (17%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (1 factors)
Quality
D
31.1% avg (7 factors)
Momentum
D
32.3% avg (4 factors)
Risk
A
87.9% 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 | 0.080 | —2 | — | |
| Value %ile | 0.210 | —2 | — | |
| Quality %ile | 0.230 | —2 | — | |
| Momentum %ile | 0.220 | —2 | — | |
| F-Score | 4.000 | —7 | — | |
| Confidence | 0.218 | —7 | — | |
| Volatility | 0.173 | —5 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
0.01
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-13.0%
Return on Assets
-8.2%
Net Margin
-8.7%
Operating Margin
-1.2%
Gross Profit / Assets
Novy-Marx GPA
89.9%
Current Ratio
1.14
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.053
MomentumPrice trend strength over different horizons
6M Return
0.0%
12M Return
0.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
0.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.00
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
117.0%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
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
79
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
79
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
80
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