Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/20c9c0e2-22a4-4bf6-8437-5d2cafc41f02/
OMAXAUTO
Omax Autos LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
#1.00000000
◆
Quality × Value
QV 0.835
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 13.6
◇
VC2 Cheapest
VC2 5.00000000
📐
EBITDA/EV
15.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +31%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.61
V
Value Analysis
Cheapness relative to fundamentals
93.0%ile
P/E
13.6×
P/S
1.0×
P/B
1.4×
E/P
0.0738
FCF Yield
0.119
EBITDA/EV
0.158
SH Yield
0.011
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
5.00000000
/100
VC3 (Buyback)
4.00000000
/100
FCF yield of 11.9% is strong — the business generates significant free cash relative to price. VC2 score of 5.00000000/100 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
0.107
ROA
0.074
Net Margin
0.076
Op Margin
0.067
GPA
0.207
Current
1.79
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.312
Earn Growth
0.719
Stability
0.987
lower=better
Accruals
-0.059
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
98.0%ile
6M Return
168.2%
12M Return
163.1%
12-1 Mom
163.8%
Risk-Adj
1.61
Vol 252d
101.4%
Vol 60d
249.8%
↑ Expanding
Max DD 12M
-45.0%
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 1.61 is excellent — strong returns relative to volatility. Near-term vol (250%) is expanding vs long-term (101%) — 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
· 431 peers
Sector Value %ile
93.5%
Sector Quality %ile
71.3%
P/E z-score
-0.27
P/B z-score
-0.33
Sector Avg OS
53.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (93th) and quality (75th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (93th value) with strong momentum (98th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (93th). Strong fundamental improvement in a cheap stock.
Growth at Reasonable Price
Revenue growing 31% with P/E of 14×. Growth isn't fully priced in.
Hot but Volatile
Strong momentum (98th) but high volatility (101%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (250%) significantly exceeds 252-day (101%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
73.4% avg (7 factors)
Quality
C
45.7% avg (7 factors)
Momentum
A
91.3% avg (4 factors)
Risk
F
0.0% avg (1 factors)
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 | 0.930 | —1 | — | |
| Quality %ile | 0.750 | —1 | — | |
| Momentum %ile | 0.980 | —1 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 1.014 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
13.55
Earnings Yield (E/P)
0.0738
Price / Sales
1.04
Price / Book
1.45
Price / Cash Flow
7.50
FCF Yield
11.9%
EBITDA / EV
15.8%
Sales Yield (1/P·S)
0.9198
Shareholder Yield
Div + net buyback / mktcap
1.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.7%
Return on Assets
7.4%
Net Margin
7.6%
Operating Margin
6.7%
Gross Profit / Assets
Novy-Marx GPA
20.7%
Current Ratio
1.79
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.059
MomentumPrice trend strength over different horizons
6M Return
168.2%
12M Return
163.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
163.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.61
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
31.2%
Earnings Growth (YoY)
71.9%
Earnings Stability (CV)
Lower = more stable
0.987
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
1.1%
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
7
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
5
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
4
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
1
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