Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/32c5e995-c406-487d-80e8-608c5185ebc3/
JST
JOST Werke SESnapshot 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
14.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.6%
💰
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
70.0%ile
P/S
0.6×
P/B
2.0×
FCF Yield
0.065
EBITDA/EV
0.144
SH Yield
0.026
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
26.00000000
/100 — 1=cheapest
VC2 (Trending Value)
28.00000000
/100
VC3 (Buyback)
19.00000000
/100
FCF yield of 6.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
21.0%ile
ROE
-0.025
ROA
-0.007
Net Margin
-0.007
Op Margin
0.053
GPA
0.273
Current
1.60
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.435
Stability
60.880
lower=better
Accruals
-0.085
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
60.0%ile
6M Return
5.4%
12M Return
6.8%
12-1 Mom
5.8%
Risk-Adj
0.17
Vol 252d
34.7%
Vol 60d
79.8%
↑ Expanding
Max DD 12M
-25.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (80%) is expanding vs long-term (35%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.68
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 86 peers
Sector Value %ile
62.1%
Sector Quality %ile
26.4%
P/B z-score
-0.30
Sector Avg OS
48.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (70th value) but weak quality (21th). Classic value trap risk.
Volatility Expanding
60-day vol (80%) significantly exceeds 252-day (35%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
70.2% avg (5 factors)
Quality
D
33.7% avg (7 factors)
Momentum
D
38.9% avg (4 factors)
Risk
C
58.9% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.680 | —0 | — | |
| Value %ile | 0.700 | —1 | — | |
| Quality %ile | 0.210 | —1 | — | |
| Momentum %ile | 0.600 | —0 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.879 | —1 | — | |
| Volatility | 0.347 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.55
Price / Book
1.96
Price / Cash Flow
6.89
FCF Yield
6.5%
EBITDA / EV
14.4%
Sales Yield (1/P·S)
1.2830
Shareholder Yield
Div + net buyback / mktcap
2.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-2.5%
Return on Assets
-0.7%
Net Margin
-0.7%
Operating Margin
5.3%
Gross Profit / Assets
Novy-Marx GPA
27.3%
Current Ratio
1.60
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.085
MomentumPrice trend strength over different horizons
6M Return
5.4%
12M Return
6.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
5.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.17
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
43.5%
Earnings Stability (CV)
Lower = more stable
60.880
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
2.6%
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
26
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
28
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
19
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