Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/2ae63100-923c-4d3c-9ab8-86331ea4774b/
BILI
Bilibili IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.890
↗
Trending Value
✗
◆
Quality × Value
QV 0.880
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 5.7
◇
VC2 Cheapest
VC2 6.00000000
📐
EBITDA/EV
13.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 18%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
98.0%ile
P/E
5.7×
P/S
0.3×
P/B
0.5×
E/P
0.1750
FCF Yield
0.816
EBITDA/EV
0.135
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
6.00000000
/100
VC3 (Buyback)
6.00000000
/100
P/E of 5.7x places this firmly in deep value territory. FCF yield of 81.6% is strong — the business generates significant free cash relative to price. VC2 score of 6.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
79.0%ile
ROE
0.090
ROA
0.034
Net Margin
0.046
Op Margin
0.041
GPA
0.274
D/E
1.65
Current
1.35
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.088
Stability
3.549
lower=better
Accruals
-0.139
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
24.0%ile
6M Return
-32.3%
12M Return
-6.9%
12-1 Mom
17.7%
Risk-Adj
0.35
Vol 252d
49.9%
Vol 60d
103.4%
↑ Expanding
Max DD 12M
-49.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (103%) is expanding vs long-term (50%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.89
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 264 peers
Sector Value %ile
98.5%
Sector Quality %ile
78.5%
P/E z-score
-0.46
P/B z-score
-0.09
Sector Avg OS
54.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (98th) and quality (79th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Volatility Expanding
60-day vol (103%) significantly exceeds 252-day (50%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
82.4% avg (7 factors)
Quality
D
43.5% avg (8 factors)
Momentum
F
29.1% avg (4 factors)
Risk
D
33.4% 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. 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 | 0.890 | —1 | — | |
| Value %ile | 0.980 | —1 | — | |
| Quality %ile | 0.790 | —1 | — | |
| Momentum %ile | 0.240 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.499 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.71
Earnings Yield (E/P)
0.1750
Price / Sales
0.26
Price / Book
0.51
Price / Cash Flow
1.12
FCF Yield
81.6%
EBITDA / EV
13.5%
Sales Yield (1/P·S)
2.7872
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.0%
Return on Assets
3.4%
Net Margin
4.6%
Operating Margin
4.1%
Gross Profit / Assets
Novy-Marx GPA
27.4%
Debt / Equity
1.65
Current Ratio
1.35
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.139
MomentumPrice trend strength over different horizons
6M Return
-32.3%
12M Return
-6.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
17.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.35
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
8.8%
Earnings Stability (CV)
Lower = more stable
3.549
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
2
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
6
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
6
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
90
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity