Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/216b0c9f-0857-4ccc-bb46-fa4e872d1980/
ZTO
ZTO Express (Cayman) IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
15 of 23 passing
★
OS Composite
OS 0.990
↗
Trending Value
#41.00000000
◆
Quality × Value
QV 0.955
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.3
💎
Deep Value
P/E 1.9
◇
VC2 Cheapest
VC2 2.00000000
📐
EBITDA/EV
42.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
Rev +13%
🔄
Shareholder Yield
21.1%
💰
High Yield
Div 21.1%
🚀
Momentum Leaders
12-1 51%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 24%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.13
V
Value Analysis
Cheapness relative to fundamentals
98.0%ile
P/E
1.9×
P/S
0.3×
P/B
0.3×
E/P
0.5148
FCF Yield
0.987
EBITDA/EV
0.427
SH Yield
0.211
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
2.00000000
/100
P/E of 1.9x places this firmly in deep value territory. FCF yield of 98.7% 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
93.0%ile
ROE
0.147
ROA
0.094
Net Margin
0.179
Op Margin
0.211
GPA
0.130
D/E
0.56
Current
1.64
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.133
Earn Growth
-0.024
Stability
0.115
lower=better
Accruals
-0.159
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
81.0%ile
6M Return
4.4%
12M Return
34.2%
12-1 Mom
50.9%
Risk-Adj
2.13
Vol 252d
23.9%
Vol 60d
52.9%
↑ Expanding
Max DD 12M
-14.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 51% is very strong — a clear uptrend. Risk-adjusted momentum of 2.13 is excellent — strong returns relative to volatility. Near-term vol (53%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.99
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
99.8%
Sector Quality %ile
96.6%
P/E z-score
-0.58
P/B z-score
-0.05
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 (98th) and quality (93th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (98th value) with strong momentum (81th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 21.1% backed by 98.7% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (53%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (7 factors)
Quality
B
62.2% avg (8 factors)
Momentum
B
73.1% avg (4 factors)
Risk
A
76.8% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.990 | —1 | — | |
| Value %ile | 0.980 | —1 | — | |
| Quality %ile | 0.930 | —1 | — | |
| Momentum %ile | 0.810 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.239 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1.94
Earnings Yield (E/P)
0.5148
Price / Sales
0.35
Price / Book
0.29
Price / Cash Flow
0.72
FCF Yield
98.7%
EBITDA / EV
42.7%
Sales Yield (1/P·S)
1.8325
Shareholder Yield
Div + net buyback / mktcap
21.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
14.7%
Return on Assets
9.4%
Net Margin
17.9%
Operating Margin
21.1%
Gross Profit / Assets
Novy-Marx GPA
13.0%
Debt / Equity
0.56
Current Ratio
1.64
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.159
MomentumPrice trend strength over different horizons
6M Return
4.4%
12M Return
34.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
50.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.13
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
13.3%
Earnings Growth (YoY)
-2.4%
Earnings Stability (CV)
Lower = more stable
0.115
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
21.1%
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
2
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
41
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