Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1fb1c03e-183a-4397-99c4-d9a7e64d4b86/
CYD
China Yuchai International LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
#4.00000000
◆
Quality × Value
QV 0.838
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 3.8
◇
VC2 Cheapest
VC2 2.00000000
📐
EBITDA/EV
56.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +80%
🔄
Shareholder Yield
6.7%
💰
High Yield
Div 6.7%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.96
V
Value Analysis
Cheapness relative to fundamentals
99.0%ile
P/E
3.8×
P/S
0.1×
P/B
0.2×
E/P
0.2635
FCF Yield
1.582
EBITDA/EV
0.560
SH Yield
0.067
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
1.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
2.00000000
/100
P/E of 3.8x places this firmly in deep value territory. FCF yield of 158.2% is strong — the business generates significant free cash relative to price. VC2 score of 2.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
71.0%ile
ROE
0.059
ROA
0.018
Net Margin
0.016
Op Margin
0.025
GPA
0.183
D/E
1.99
Current
1.39
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.800
Earn Growth
0.737
Stability
0.556
lower=better
Accruals
-0.067
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
97.0%ile
6M Return
63.3%
12M Return
224.3%
12-1 Mom
164.2%
Risk-Adj
2.96
Vol 252d
55.4%
Vol 60d
111.3%
↑ Expanding
Max DD 12M
-33.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 164% is very strong — a clear uptrend. Risk-adjusted momentum of 2.96 is excellent — strong returns relative to volatility. Near-term vol (111%) is expanding vs long-term (55%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 500 peers
Sector Value %ile
100.0%
Sector Quality %ile
73.3%
P/E z-score
-0.30
P/B z-score
-0.53
Sector Avg OS
54.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (99th) and quality (71th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (99th value) with strong momentum (97th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (99th). Strong fundamental improvement in a cheap stock.
Growth at Reasonable Price
Revenue growing 80% with P/E of 4×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 6.7% backed by 158.2% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (97th) but high volatility (55%). Momentum could reverse sharply.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
97.9% avg (7 factors)
Quality
D
34.8% avg (8 factors)
Momentum
A
99.8% avg (4 factors)
Risk
F
24.4% 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 confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. 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 | 0.980 | —1 | — | |
| Value %ile | 0.990 | —1 | — | |
| Quality %ile | 0.710 | —1 | — | |
| Momentum %ile | 0.970 | —1 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.554 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
3.80
Earnings Yield (E/P)
0.2635
Price / Sales
0.06
Price / Book
0.22
Price / Cash Flow
0.78
FCF Yield
158.2%
EBITDA / EV
56.0%
Sales Yield (1/P·S)
16.1767
Shareholder Yield
Div + net buyback / mktcap
6.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.9%
Return on Assets
1.8%
Net Margin
1.6%
Operating Margin
2.5%
Gross Profit / Assets
Novy-Marx GPA
18.3%
Debt / Equity
1.99
Current Ratio
1.39
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.067
MomentumPrice trend strength over different horizons
6M Return
63.3%
12M Return
224.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
164.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.96
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
80.0%
Earnings Growth (YoY)
73.7%
Earnings Stability (CV)
Lower = more stable
0.556
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
6.7%
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
1
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
2
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
2
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
4
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity