Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/2a89f4c8-2601-4383-b279-d361e6040f68/
ONEG
OneConstruction Group Limited Ordinary SharesSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.1%
◐
Veiled Value
Yes
▣
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
43.0%ile
P/E
15.5×
P/S
0.3×
P/B
8.5×
E/P
0.0647
FCF Yield
-0.336
EBITDA/EV
0.111
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
57.00000000
/100 — 1=cheapest
VC2 (Trending Value)
57.00000000
/100
VC3 (Buyback)
57.00000000
/100
Negative FCF yield (-33.6%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
43.0%ile
ROE
0.552
ROA
0.140
Net Margin
0.017
Op Margin
0.032
GPA
0.610
D/E
2.95
Current
3.39
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
2.970
lower=better
Accruals
0.937
lower=better
5yr Consist
No
ROE of 55% is exceptional. Highly leveraged with D/E of 2.95 — returns are being amplified by debt. Accruals ratio of 0.937 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
43.0%ile
6M Return
-25.6%
12M Return
-74.3%
12-1 Mom
-60.1%
Risk-Adj
-0.24
Vol 252d
250.6%
Vol 60d
607.0%
↑ Expanding
Max DD 12M
-93.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -60% signals a downtrend — price is moving against you. Near-term vol (607%) is expanding vs long-term (251%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.38
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
40.5%
Sector Quality %ile
37.9%
P/E z-score
-0.34
P/B z-score
-0.05
Sector Avg OS
53.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Leveraged Returns
Strong ROE (55%) boosted by high leverage (D/E 2.9). Returns look good but come with balance sheet risk.
Earnings Quality Concern
ROE looks strong (55%) but high accruals (0.937) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (607%) significantly exceeds 252-day (251%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
40.9% avg (7 factors)
Quality
C
55.2% avg (8 factors)
Momentum
F
6.1% avg (4 factors)
Risk
F
0.0% avg (1 factors)
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 | 0.380 | —0 | — | |
| Value %ile | 0.430 | —0 | — | |
| Quality %ile | 0.430 | —0 | — | |
| Momentum %ile | 0.430 | —0 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.813 | —1 | — | |
| Volatility | 2.506 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.47
Earnings Yield (E/P)
0.0647
Price / Sales
0.26
Price / Book
8.54
FCF Yield
-33.6%
EBITDA / EV
11.1%
Sales Yield (1/P·S)
3.5022
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
55.2%
Return on Assets
14.0%
Net Margin
1.7%
Operating Margin
3.2%
Gross Profit / Assets
Novy-Marx GPA
61.0%
Debt / Equity
2.95
Current Ratio
3.39
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.937
MomentumPrice trend strength over different horizons
6M Return
-25.6%
12M Return
-74.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-60.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.24
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
2.970
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
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
57
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
57
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
57
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
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