Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1babd208-f0b7-401c-9f1b-fd4e6415f8ae/
SWANDEF
SWAN DEFENCE N HEVY IND LSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
1 of 23 passing
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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
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 15.89
V
Value Analysis
Cheapness relative to fundamentals
42.0%ile
P/S
36.8×
P/B
149.2×
FCF Yield
0.008
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
58.00000000
/100 — 1=cheapest
VC2 (Trending Value)
58.00000000
/100
VC3 (Buyback)
57.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
42.0%ile
ROE
-3.250
ROA
-0.071
Net Margin
-0.802
Op Margin
-1.322
GPA
-0.061
Current
4.49
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
1.042
lower=better
Accruals
-0.129
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
40.0%ile
6M Return
72.6%
12M Return
1055.8%
12-1 Mom
993.7%
Risk-Adj
15.89
Vol 252d
62.5%
Vol 60d
134.8%
↑ Expanding
Max DD 12M
-32.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 994% is very strong — a clear uptrend. Risk-adjusted momentum of 15.89 is excellent — strong returns relative to volatility. Near-term vol (135%) is expanding vs long-term (63%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.31
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 468 peers
Sector Value %ile
48.2%
Sector Quality %ile
46.9%
P/B z-score
10.74
Sector Avg OS
44.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
| Symbol | Name | OS | Value | Quality | Momentum |
|---|---|---|---|---|---|
| GESHIP | 99.0% | 93.0% | 90.0% | 94.0% | |
| SAHYADRI | 98.0% | 99.0% | 87.0% | 67.0% | |
| CORDSCABLE | 98.0% | 96.0% | 72.0% | 79.0% | |
| UNIPARTS | 97.0% | 73.0% | 95.0% | 96.0% | |
| NELCAST | 97.0% | 84.0% | 86.0% | 79.0% | |
| MAHESHWARI | 97.0% | 97.0% | 62.0% | 76.0% | |
| NAVA | 96.0% | 80.0% | 85.0% | 85.0% | |
| SOMANYCERA | 96.0% | 82.0% | 89.0% | 77.0% |
Factor Interactions
Volatility Expanding
60-day vol (135%) significantly exceeds 252-day (63%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
7.8% avg (4 factors)
Quality
F
28.6% avg (7 factors)
Momentum
A
100.0% avg (4 factors)
Risk
F
12.4% 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.310 | —0 | — | |
| Value %ile | 0.420 | —0 | — | |
| Quality %ile | 0.420 | —0 | — | |
| Momentum %ile | 0.400 | —0 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.818 | —1 | — | |
| Volatility | 0.625 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
36.81
Price / Book
149.16
Price / Cash Flow
57.05
FCF Yield
0.8%
Sales Yield (1/P·S)
0.0217
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-325.0%
Return on Assets
-7.1%
Net Margin
-80.2%
Operating Margin
-132.2%
Gross Profit / Assets
Novy-Marx GPA
-6.1%
Current Ratio
4.49
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.129
MomentumPrice trend strength over different horizons
6M Return
72.6%
12M Return
1055.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
993.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
15.89
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
1.042
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
58
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
58
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
57
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