Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/190ff43e-c4c8-45f2-ad18-0795a049b74c/
CRTO
Criteo SaSnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.920
↗
Trending Value
#31
◆
Quality × Value
QV 0.950
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 10.0
◇
VC2 Cheapest
VC2 3
📐
EBITDA/EV
30.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
10.9%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 96%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.98
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
96.0%ile
P/E
10.0×
P/S
0.6×
P/B
1.0×
E/P
0.1675
FCF Yield
0.416
EBITDA/EV
0.301
SH Yield
0.109
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
4.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
3.00000000
/100
P/E of 10.0x places this firmly in deep value territory. FCF yield of 41.6% is strong — the business generates significant free cash relative to price. VC2 score of 3.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
94.0%ile
ROE
0.101
ROA
0.055
Net Margin
0.060
Op Margin
0.087
GPA
0.500
D/E
0.80
Current
1.28
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.009
Earn Growth
-0.195
Stability
0.669
lower=better
Accruals
-0.088
lower=better
5yr Consist
No
F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
27.0%ile
6M Return
10.7%
12M Return
-3.6%
12-1 Mom
-24.8%
Risk-Adj
-0.57
Vol 252d
43.2%
Vol 60d
105.3%
↑ Expanding
Max DD 12M
-35.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -25% signals a downtrend — price is moving against you. Near-term vol (105%) is expanding vs long-term (43%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.92
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 249 peers
Sector Value %ile
92.8%
Sector Quality %ile
90.4%
P/E z-score
-0.37
P/B z-score
-0.16
Sector Avg OS
54.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (96th) and quality (94th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Piotroski + Value Convergence
F-Score 8/9 with good value (96th). Strong fundamental improvement in a cheap stock.
Strong Capital Return
Shareholder yield 10.9% backed by 41.6% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (105%) significantly exceeds 252-day (43%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
97.1% avg (7 factors)
Quality
C
54.8% avg (8 factors)
Momentum
F
22.8% avg (4 factors)
Risk
D
44.7% 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
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.920 | —6 | — | |
| Value %ile | 0.960 | —6 | — | |
| Quality %ile | 0.940 | —6 | — | |
| Momentum %ile | 0.270 | —6 | — | |
| F-Score | 8.000 | —6 | — | |
| Confidence | 0.951 | —6 | — | |
| Volatility | 0.432 | —1 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.04
Earnings Yield (E/P)
0.1675
Price / Sales
0.60
Price / Book
1.01
Price / Cash Flow
3.87
FCF Yield
41.6%
EBITDA / EV
30.1%
Sales Yield (1/P·S)
1.9182
Shareholder Yield
Div + net buyback / mktcap
10.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.1%
Return on Assets
5.5%
Net Margin
6.0%
Operating Margin
8.7%
Gross Profit / Assets
Novy-Marx GPA
50.0%
Debt / Equity
0.80
Current Ratio
1.28
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.088
External Financing
Net issuance — lower=better
0.062
MomentumPrice trend strength over different horizons
6M Return
10.7%
12M Return
-3.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-24.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.57
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.9%
Earnings Growth (YoY)
-19.5%
Earnings Stability (CV)
Lower = more stable
0.669
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Buyback Yield
10.9%
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
4
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
3
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
31
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