Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1a8bd228-ca77-4c3e-bceb-7e78de5a50ef/
XNET
Xunlei Ltd AdrSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
✗
◆
Quality × Value
QV 0.853
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 7
📐
EBITDA/EV
276.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
ROE 73%
📈
Consistent Earners
✗
🌱
GARP
Rev +42%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 97%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
0.4×
P/S
0.8×
P/B
0.3×
E/P
1.0466
FCF Yield
0.122
EBITDA/EV
2.768
SH Yield
0.003
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
4.00000000
/100 — 1=cheapest
VC2 (Trending Value)
7.00000000
/100
VC3 (Buyback)
8.00000000
/100
P/E of 0.4x places this firmly in deep value territory. FCF yield of 12.2% is strong — the business generates significant free cash relative to price. VC2 score of 7.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
75.0%ile
ROE
0.730
ROA
0.617
Net Margin
1.856
Op Margin
0.697
GPA
0.164
D/E
0.18
Current
2.11
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.419
Stability
3.148
lower=better
Accruals
0.594
lower=better
5yr Consist
No
ROE of 73% is exceptional. Conservative balance sheet with D/E of 0.18. Accruals ratio of 0.594 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
70.0%ile
6M Return
-24.7%
12M Return
29.1%
12-1 Mom
11.0%
Risk-Adj
0.14
Vol 252d
76.6%
Vol 60d
140.4%
↑ Expanding
Max DD 12M
-52.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (140%) is expanding vs long-term (77%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.96
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
97.6%
Sector Quality %ile
66.9%
P/E z-score
-0.21
P/B z-score
-0.25
Sector Avg OS
50.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (97th) and quality (75th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (97th value) with strong momentum (70th). The market is starting to recognise the value.
Growth at Reasonable Price
Revenue growing 42% with P/E of 0×. Growth isn't fully priced in.
Earnings Quality Concern
ROE looks strong (73%) but high accruals (0.594) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (140%) significantly exceeds 252-day (77%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
87.2% avg (7 factors)
Quality
B
74.1% avg (8 factors)
Momentum
D
37.2% avg (4 factors)
Risk
F
0.0% 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 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 Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.960 | —7 | — | |
| Value %ile | 0.970 | —7 | — | |
| Quality %ile | 0.750 | —7 | — | |
| Momentum %ile | 0.700 | —2 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.910 | —7 | — | |
| Volatility | 0.766 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
0.42
Earnings Yield (E/P)
1.0466
Price / Sales
0.78
Price / Book
0.31
Price / Cash Flow
11.31
FCF Yield
12.2%
EBITDA / EV
276.8%
Sales Yield (1/P·S)
1.5015
Shareholder Yield
Div + net buyback / mktcap
0.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
73.0%
Return on Assets
61.7%
Net Margin
185.6%
Operating Margin
69.7%
Gross Profit / Assets
Novy-Marx GPA
16.4%
Debt / Equity
0.18
Current Ratio
2.11
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.594
MomentumPrice trend strength over different horizons
6M Return
-24.7%
12M Return
29.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
11.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.14
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
41.9%
Earnings Stability (CV)
Lower = more stable
3.148
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Buyback Yield
0.3%
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
7
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
8
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
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
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