Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/33be4dda-db19-4a81-af07-efe375d8c3ad/

WDH

Waterdrop Inc ADR
Chart
$1.40
Latest Week 2026-06-05
Financial ServicesInsurance - DiversifiedMICRO
Snapshot 2026-06-07 · 0.0w · Fresh
0.76
OS Score
62.0%
Value
62.0%
Quality
63.0%
Momentum
5/9
F-Score
0.620
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.620
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 62th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
62.0%ile
P/B
0.0×
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
38.00000000
/100 — 1=cheapest
VC2 (Trending Value)
38.00000000
/100
VC3 (Buyback)
38.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
62.0%ile
ROE
0.120
ROA
0.087
Net Margin
0.135
Op Margin
0.082
GPA
0.333
D/E
0.38
Current
2.10
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.629
Earn Growth
0.590
Stability
0.253
lower=better
Accruals
0.053
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of 0.38.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
63.0%ile
6M Return
-20.8%
12M Return
-1.8%
12-1 Mom
9.4%
Risk-Adj
0.19
Vol 252d
48.3%
Vol 60d
75.6%
↑ Expanding
Max DD 12M
-29.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (76%) is expanding vs long-term (48%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.76
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
8.2%
Sector Quality %ile
21.0%
P/B z-score
-0.11
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 97.0% 90.0%
UVE Universal Insurance Holdings Inc 99.0% 96.0% 94.0% 82.0%
MCY Mercury General Corporation 99.0% 95.0% 93.0% 86.0%
BAP Credicorp Ltd 99.0% 98.0% 93.0% 84.0%
HG Hamilton Insurance Group, Ltd. 99.0% 97.0% 94.0% 85.0%
CARE Carter Bank and Trust 99.0% 96.0% 98.0% 88.0%
RNR Renaissancere Holdings Ltd 98.0% 97.0% 96.0% 70.0%
PKBK Parke Bancorp Inc 98.0% 91.0% 86.0% 88.0%
Factor Interactions
Volatility Expanding
60-day vol (76%) significantly exceeds 252-day (48%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (1 factors)
Quality
C
54.6% avg (8 factors)
Momentum
F
29.6% avg (4 factors)
Risk
D
36.1% 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
FactorCurrentStreakTrendSpark
OS Composite0.760—1—
Value %ile0.620—0—
Quality %ile0.620—0—
Momentum %ile0.630—0—
F-Score5.000—0—
Confidence1.000—1—
Volatility0.483—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
0.01
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.0%
Return on Assets
8.7%
Net Margin
13.5%
Operating Margin
8.2%
Gross Profit / Assets
Novy-Marx GPA
33.3%
Debt / Equity
0.38
Current Ratio
2.10
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.053
MomentumPrice trend strength over different horizons
6M Return
-20.8%
12M Return
-1.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
9.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.19
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
62.9%
Earnings Growth (YoY)
59.0%
Earnings Stability (CV)
Lower = more stable
0.253
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
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
38
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
38
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
38
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