Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/243546f3-58d9-45b5-a538-6aa82725a8c2/
SY
So-Young International IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.880
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 8.00000000
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
7.5%
💰
High Yield
Div 7.5%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.50
V
Value Analysis
Cheapness relative to fundamentals
93.0%ile
P/S
0.2×
P/B
0.2×
FCF Yield
0.360
SH Yield
0.075
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
13.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
8.00000000
/100
FCF yield of 36.0% is strong — the business generates significant free cash relative to price. VC2 score of 8.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
9.0%ile
ROE
-0.172
ROA
-0.097
Net Margin
-0.155
Op Margin
-0.169
GPA
0.286
D/E
0.71
Current
1.73
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.141
Stability
1.925
lower=better
Accruals
-0.057
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
94.0%ile
6M Return
-38.1%
12M Return
112.1%
12-1 Mom
226.4%
Risk-Adj
1.50
Vol 252d
151.0%
Vol 60d
191.5%
↑ Expanding
Max DD 12M
-67.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 226% is very strong — a clear uptrend.
OS
Composite & Factor Heatmap
All factors at a glance
0.88
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
98.0%
Sector Quality %ile
2.4%
P/B z-score
-0.40
Sector Avg OS
63.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (93th value) with strong momentum (94th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (93th value) but weak quality (9th). Classic value trap risk.
Strong Capital Return
Shareholder yield 7.5% backed by 36.0% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (94th) but high volatility (151%). Momentum could reverse sharply.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
98.7% avg (4 factors)
Quality
D
33.9% avg (8 factors)
Momentum
B
65.6% avg (4 factors)
Risk
F
0.0% 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. 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 | 0.880 | —1 | — | |
| Value %ile | 0.930 | —1 | — | |
| Quality %ile | 0.090 | —1 | — | |
| Momentum %ile | 0.940 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.848 | —1 | — | |
| Volatility | 1.510 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.15
Price / Book
0.17
FCF Yield
36.0%
Sales Yield (1/P·S)
6.5127
Shareholder Yield
Div + net buyback / mktcap
7.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-17.2%
Return on Assets
-9.7%
Net Margin
-15.5%
Operating Margin
-16.9%
Gross Profit / Assets
Novy-Marx GPA
28.6%
Debt / Equity
0.71
Current Ratio
1.73
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.057
MomentumPrice trend strength over different horizons
6M Return
-38.1%
12M Return
112.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
226.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.50
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
14.1%
Earnings Stability (CV)
Lower = more stable
1.925
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
7.5%
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
13
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
8
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
95
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