Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/18478021-a5b0-409d-85c1-f756c0734530/

SONO

Sonos Inc
Chart
$15.08
Latest Week 2026-06-05
TechnologyConsumer ElectronicsSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.38
OS Score
10.0%
Value
68.0%
Quality
84.0%
Momentum
4/9
F-Score
0.261
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 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
12-1 50%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.16
V
Value Analysis
Cheapness relative to fundamentals
10.0%ile
P/E
79.4×
P/S
1.3×
P/B
4.9×
E/P
0.0126
FCF Yield
0.094
EBITDA/EV
0.059
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
85.00000000
/100 — 1=cheapest
VC2 (Trending Value)
88.00000000
/100
VC3 (Buyback)
88.00000000
/100
P/E of 79.4x is premium-priced — the market is paying up for expected growth. FCF yield of 9.4% is strong — the business generates significant free cash relative to price. VC2 score of 88.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
68.0%ile
ROE
0.062
ROA
0.028
Net Margin
0.016
Op Margin
0.029
GPA
0.779
D/E
1.18
Current
1.58
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.002
Stability
9.627
lower=better
Accruals
-0.137
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
84.0%ile
6M Return
-21.3%
12M Return
50.2%
12-1 Mom
50.0%
Risk-Adj
1.16
Vol 252d
43.3%
Vol 60d
92.8%
↑ Expanding
Max DD 12M
-33.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 50% is very strong — a clear uptrend. Near-term vol (93%) is expanding vs long-term (43%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.38
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology · 500 peers
Sector Value %ile
16.4%
Sector Quality %ile
63.7%
P/E z-score
0.05
P/B z-score
-0.08
Sector Avg OS
53.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
JFU 9F Inc 99.0% 98.0% 82.0% 93.0%
ERIC Telefonaktiebolaget LM Ericsson B ADR 99.0% 98.0% 92.0% 84.0%
ASX ASE Industrial Holding Co Ltd ADR 99.0% 99.0% 89.0% 97.0%
UMC United Microelectronics 99.0% 99.0% 82.0% 95.0%
PLAB Photronics Inc 98.0% 94.0% 87.0% 90.0%
TOYO TOYO Co., Ltd Ordinary Shares 98.0% 83.0% 97.0% 98.0%
DSWL Deswell Industries Inc 98.0% 98.0% 80.0% 85.0%
CCSI Consensus Cloud Solutions Inc 97.0% 86.0% 98.0% 83.0%
Factor Interactions
Hot but Volatile
Strong momentum (84th) but high volatility (43%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (93%) significantly exceeds 252-day (43%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
37.9% avg (7 factors)
Quality
C
48.8% avg (8 factors)
Momentum
B
63.5% avg (4 factors)
Risk
D
44.5% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.380—0—
Value %ile0.100—1—
Quality %ile0.680—0—
Momentum %ile0.840—1—
F-Score4.000—1—
Confidence0.970—1—
Volatility0.433—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
79.40
Earnings Yield (E/P)
0.0126
Price / Sales
1.29
Price / Book
4.89
Price / Cash Flow
13.59
FCF Yield
9.4%
EBITDA / EV
5.9%
Sales Yield (1/P·S)
0.8655
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.2%
Return on Assets
2.8%
Net Margin
1.6%
Operating Margin
2.9%
Gross Profit / Assets
Novy-Marx GPA
77.9%
Debt / Equity
1.18
Current Ratio
1.58
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.137
MomentumPrice trend strength over different horizons
6M Return
-21.3%
12M Return
50.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
50.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.16
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.2%
Earnings Stability (CV)
Lower = more stable
9.627
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
0.0%
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
85
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
88
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
88
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