Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/2834c56f-c5d4-4740-8ec7-199d3e48c8b9/
STH
STEPCHANGE FPO [STH]Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
18.9%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
14.9%
💰
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
23.0%ile
P/E
7.8×
P/S
0.5×
P/B
16.1×
E/P
0.1836
EBITDA/EV
0.189
SH Yield
0.149
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
77.00000000
/100 — 1=cheapest
VC2 (Trending Value)
76.00000000
/100
VC3 (Buyback)
76.00000000
/100
P/E of 7.8x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
22.0%ile
ROE
2.058
ROA
0.473
Net Margin
0.064
Op Margin
0.083
GPA
1.001
Current
1.18
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.063
Earn Growth
-0.148
5yr Consist
No
ROE of 206% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
23.0%ile
6M Return
-15.6%
Vol 252d
84.0%
Vol 60d
193.4%
↑ Expanding
Max DD 12M
-38.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (193%) is expanding vs long-term (84%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.1
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 133 peers
Sector Value %ile
39.6%
Sector Quality %ile
31.3%
P/E z-score
-0.44
P/B z-score
1.18
Sector Avg OS
43.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (193%) significantly exceeds 252-day (84%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
81.1% avg (6 factors)
Quality
B
67.2% avg (6 factors)
Momentum
F
18.0% avg (1 factors)
Risk
F
0.0% 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. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. 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 | 0.100 | —1 | — | |
| Value %ile | 0.230 | —1 | — | |
| Quality %ile | 0.220 | —1 | — | |
| Momentum %ile | 0.230 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.218 | —1 | — | |
| Volatility | 0.840 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.84
Earnings Yield (E/P)
0.1836
Price / Sales
0.50
Price / Book
16.13
EBITDA / EV
18.9%
Sales Yield (1/P·S)
2.2108
Shareholder Yield
Div + net buyback / mktcap
14.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
205.8%
Return on Assets
47.3%
Net Margin
6.4%
Operating Margin
8.3%
Gross Profit / Assets
Novy-Marx GPA
100.1%
Current Ratio
1.18
MomentumPrice trend strength over different horizons
6M Return
-15.6%
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.3%
Earnings Growth (YoY)
-14.8%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
14.9%
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
77
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
76
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
76
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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