Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/27751cb5-5192-4ef9-a2f9-1be52a4412b5/
DDL
Dingdong (Cayman) Limited ADRSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
#29.00000000
◆
Quality × Value
QV 0.850
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 1.4
◇
VC2 Cheapest
VC2 3.00000000
📐
EBITDA/EV
54.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 99th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
99.0%ile
P/E
1.4×
P/S
0.0×
P/B
0.5×
E/P
0.7122
FCF Yield
3.848
EBITDA/EV
0.544
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
1.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
3.00000000
/100
P/E of 1.4x places this firmly in deep value territory. FCF yield of 384.8% is strong — the business generates significant free cash relative to price. VC2 score of 3.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
73.0%ile
ROE
0.322
ROA
0.055
Net Margin
0.020
Op Margin
0.004
GPA
0.790
D/E
4.75
Current
1.23
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.191
Earn Growth
0.300
Stability
0.608
lower=better
Accruals
-0.066
lower=better
5yr Consist
No
ROE of 32% is exceptional. Highly leveraged with D/E of 4.75 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
71.0%ile
6M Return
13.4%
12M Return
20.1%
12-1 Mom
25.0%
Risk-Adj
0.47
Vol 252d
53.1%
Vol 60d
126.9%
↑ Expanding
Max DD 12M
-28.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 25% is very strong — a clear uptrend. Near-term vol (127%) is expanding vs long-term (53%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.96
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 236 peers
Sector Value %ile
100.0%
Sector Quality %ile
73.8%
P/E z-score
-0.50
P/B z-score
-0.18
Sector Avg OS
49.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (99th) and quality (73th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (99th value) with strong momentum (71th). The market is starting to recognise the value.
Leveraged Returns
Strong ROE (32%) boosted by high leverage (D/E 4.8). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (127%) significantly exceeds 252-day (53%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
87.3% avg (7 factors)
Quality
C
46.7% avg (8 factors)
Momentum
C
53.4% avg (4 factors)
Risk
F
28.1% 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 | 0.960 | —1 | — | |
| Value %ile | 0.990 | —1 | — | |
| Quality %ile | 0.730 | —1 | — | |
| Momentum %ile | 0.710 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.531 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1.40
Earnings Yield (E/P)
0.7122
Price / Sales
0.03
Price / Book
0.45
Price / Cash Flow
0.64
FCF Yield
384.8%
EBITDA / EV
54.4%
Sales Yield (1/P·S)
59.5260
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
32.2%
Return on Assets
5.5%
Net Margin
2.0%
Operating Margin
0.4%
Gross Profit / Assets
Novy-Marx GPA
79.0%
Debt / Equity
4.75
Current Ratio
1.23
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.066
MomentumPrice trend strength over different horizons
6M Return
13.4%
12M Return
20.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
25.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.47
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-19.1%
Earnings Growth (YoY)
30.0%
Earnings Stability (CV)
Lower = more stable
0.608
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.0%
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
1
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
3
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
29
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