Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/333c7621-90a4-4dc8-a460-ec5d00a16f95/
CXL
Calix LimitedSnapshot 2026-07-19 · 1.0w · Fresh
Strategy Eligibility
0 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
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
84.0%ile
P/S
2.5×
P/B
0.8×
FCF Yield
-0.800
SH Yield
-0.304
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
12.00000000
/100 — 1=cheapest
VC2 (Trending Value)
85.00000000
/100
VC3 (Buyback)
85.00000000
/100
Negative FCF yield (-80.0%) — the business is currently cash-consumptive. VC2 score of 85.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
1.0%ile
ROE
-0.217
ROA
-0.174
Net Margin
-0.691
Op Margin
-1.467
GPA
0.093
Current
1.57
F-Score
1/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.058
5yr Consist
No
F-Score of 1/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
5.0%ile
6M Return
-77.0%
12M Return
-41.3%
12-1 Mom
-28.4%
Risk-Adj
-0.25
Vol 252d
114.9%
Vol 60d
282.6%
↑ Expanding
Max DD 12M
-80.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -28% signals a downtrend — price is moving against you. Near-term vol (283%) is expanding vs long-term (115%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.4
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 500 peers
Sector Value %ile
93.6%
Sector Quality %ile
0.4%
P/B z-score
-0.44
Sector Avg OS
63.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (84th value) but weak quality (1th). Classic value trap risk.
Falling Knife
Weak momentum (5th) despite looking cheap (84th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (283%) significantly exceeds 252-day (115%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
45.3% avg (4 factors)
Quality
F
10.2% avg (6 factors)
Momentum
F
4.7% 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
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.400 | —0 | — | |
| Value %ile | 0.840 | —2 | — | |
| Quality %ile | 0.010 | —7 | — | |
| Momentum %ile | 0.050 | —2 | — | |
| F-Score | 1.000 | —7 | — | |
| Confidence | 0.378 | —3 | — | |
| Volatility | 1.149 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
2.49
Price / Book
0.78
FCF Yield
-80.0%
Sales Yield (1/P·S)
0.5605
Shareholder Yield
Div + net buyback / mktcap
-30.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-21.7%
Return on Assets
-17.4%
Net Margin
-69.1%
Operating Margin
-146.7%
Gross Profit / Assets
Novy-Marx GPA
9.3%
Current Ratio
1.57
External Financing
Net issuance — lower=better
0.210
MomentumPrice trend strength over different horizons
6M Return
-77.0%
12M Return
-41.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-28.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.25
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-5.8%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
1
Buyback Yield
-30.4%
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
12
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
85
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
85
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity