Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/3657213c-9f53-4cb7-bc46-b858c0c68139/

SPKL

Spark I Acquisition Corp. Class A Ordinary Share
Chart
12.12 USD
Latest Week 2026-07-17
Financial ServicesShell CompaniesMICRO
Snapshot 2026-07-19 · 0.6w · Fresh
0.34
OS Score
42.0%
Value
41.0%
Quality
42.0%
Momentum
2/9
F-Score
0.415
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
80.8%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 16%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 20%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
42.0%ile
P/B
5.9×
FCF Yield
-0.022
SH Yield
0.808
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
58.00000000
/100 — 1=cheapest
VC2 (Trending Value)
59.00000000
/100
VC3 (Buyback)
59.00000000
/100
Negative FCF yield (-2.2%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
41.0%ile
ROE
-0.019
ROA
-0.013
D/E
0.44
Current
0.06
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
1.567
lower=better
Accruals
0.078
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.44. F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
42.0%ile
6M Return
6.9%
12M Return
10.9%
12-1 Mom
15.7%
Risk-Adj
0.80
Vol 252d
19.6%
Vol 60d
47.9%
↑ Expanding
Max DD 12M
-8.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (48%) is expanding vs long-term (20%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.34
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
1.0%
Sector Quality %ile
14.8%
P/B z-score
-0.02
Sector Avg OS
85.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BAP Credicorp Ltd 99.0% 97.0% 96.0% 91.0%
IX Orix Corp Ads 99.0% 98.0% 82.0% 90.0%
RILYL BRC Group Holdings, Inc. 99.0% 94.0% 88.0% 95.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 88.0% 89.0%
CARE Carter Bank and Trust 99.0% 96.0% 96.0% 91.0%
BBDO Banco Bradesco S/A ADR 98.0% 97.0% 92.0% 77.0%
HG Hamilton Insurance Group, Ltd. 98.0% 97.0% 82.0% 90.0%
MRX Marex Group plc Ordinary Shares 98.0% 93.0% 81.0% 89.0%
Factor Interactions
Volatility Expanding
60-day vol (48%) significantly exceeds 252-day (20%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
42.9% avg (3 factors)
Quality
F
23.6% avg (5 factors)
Momentum
C
47.8% avg (4 factors)
Risk
A
84.0% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.340—0—
Value %ile0.420—0—
Quality %ile0.410—0—
Momentum %ile0.420—0—
F-Score2.000—7—
Confidence0.646—0—
Volatility0.196—7—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
5.86
FCF Yield
-2.2%
Shareholder Yield
Div + net buyback / mktcap
80.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-1.9%
Return on Assets
-1.3%
Debt / Equity
0.44
Current Ratio
0.06
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.078
MomentumPrice trend strength over different horizons
6M Return
6.9%
12M Return
10.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
15.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.80
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
1.567
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Buyback Yield
80.8%
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
58
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
59
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
59
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity