Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/229b1153-5902-472e-b585-c8dfb7093b41/
TWL
TRADE WIN FPO NZX [TWL]Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
0 of 23 passing
★
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
✗
V
Value Analysis
Cheapness relative to fundamentals
19.0%ile
P/S
2.3×
P/B
2.3×
FCF Yield
-0.082
SH Yield
-0.111
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
81.00000000
/100 — 1=cheapest
VC2 (Trending Value)
81.00000000
/100
VC3 (Buyback)
81.00000000
/100
Negative FCF yield (-8.2%) — the business is currently cash-consumptive. VC2 score of 81.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
17.0%ile
ROE
-0.445
ROA
-0.308
Net Margin
-0.438
Op Margin
-0.426
GPA
0.703
Current
0.62
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.300
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
19.0%ile
Vol 252d
78.8%
Vol 60d
85.1%
↑ Expanding
Max DD 12M
-53.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
OS
Composite & Factor Heatmap
All factors at a glance
0.06
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 133 peers
Sector Value %ile
34.3%
Sector Quality %ile
26.1%
P/B z-score
-0.58
Sector Avg OS
43.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
40.6% avg (4 factors)
Quality
F
17.5% avg (6 factors)
Risk
F
0.0% 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 | 0.060 | —1 | — | |
| Value %ile | 0.190 | —1 | — | |
| Quality %ile | 0.170 | —1 | — | |
| Momentum %ile | 0.190 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.296 | —1 | — | |
| Volatility | 0.788 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
2.28
Price / Book
2.31
FCF Yield
-8.2%
Sales Yield (1/P·S)
0.4150
Shareholder Yield
Div + net buyback / mktcap
-11.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-44.5%
Return on Assets
-30.8%
Net Margin
-43.8%
Operating Margin
-42.6%
Gross Profit / Assets
Novy-Marx GPA
70.3%
Current Ratio
0.62
MomentumPrice trend strength over different horizons
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
30.0%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
0.0%
Buyback Yield
-11.1%
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
81
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
81
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
81
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