Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/229dbd5f-8ee0-43fb-8089-3142caeb1a5b/
ALX
Atlas Arteria LimitedSnapshot 2026-07-19 · 1.0w · Fresh
Strategy Eligibility
2 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
7.9%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 19%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
7.0%ile
P/E
28.5×
P/S
46.5×
P/B
2.4×
FCF Yield
0.008
EBITDA/EV
0.031
SH Yield
0.079
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
97.00000000
/100 — 1=cheapest
VC2 (Trending Value)
91.00000000
/100
VC3 (Buyback)
92.00000000
/100
VC2 score of 91.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
15.0%ile
ROE
0.084
ROA
0.034
Net Margin
1.633
Op Margin
-0.147
GPA
0.018
Current
2.17
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.096
Earn Growth
-0.227
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
85.0%ile
6M Return
8.9%
12M Return
7.5%
12-1 Mom
7.7%
Risk-Adj
0.40
Vol 252d
19.1%
Vol 60d
45.1%
↑ Expanding
Max DD 12M
-15.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (45%) is expanding vs long-term (19%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.19
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 129 peers
Sector Value %ile
16.9%
Sector Quality %ile
23.1%
P/E z-score
-0.18
P/B z-score
-0.19
Sector Avg OS
50.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (45%) significantly exceeds 252-day (19%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
42.8% avg (6 factors)
Quality
D
35.2% avg (6 factors)
Momentum
D
42.2% avg (4 factors)
Risk
A
84.9% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.190 | —7 | — | |
| Value %ile | 0.070 | —7 | — | |
| Quality %ile | 0.150 | —7 | — | |
| Momentum %ile | 0.850 | —4 | — | |
| F-Score | 3.000 | —7 | — | |
| Confidence | 0.678 | —0 | — | |
| Volatility | 0.191 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
28.46
Price / Sales
46.48
Price / Book
2.38
FCF Yield
0.8%
EBITDA / EV
3.1%
Sales Yield (1/P·S)
0.0138
Shareholder Yield
Div + net buyback / mktcap
7.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.4%
Return on Assets
3.4%
Net Margin
163.3%
Operating Margin
-14.7%
Gross Profit / Assets
Novy-Marx GPA
1.8%
Current Ratio
2.17
MomentumPrice trend strength over different horizons
6M Return
8.9%
12M Return
7.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
7.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.40
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.6%
Earnings Growth (YoY)
-22.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
7.9%
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
97
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
91
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
92
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity