Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/36656ed1-79a0-438a-a6ff-702c1d1f75a3/
WZR
Wisr LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
OS 0.850
↗
Trending Value
✗
◆
Quality × Value
QV 0.735
🏛
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
74.0%ile
P/S
0.3×
P/B
1.1×
E/P
0.0572
FCF Yield
0.014
EBITDA/EV
0.061
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
25.00000000
/100 — 1=cheapest
VC2 (Trending Value)
25.00000000
/100
VC3 (Buyback)
25.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
73.0%ile
ROE
-0.272
ROA
-0.008
Net Margin
-0.081
Op Margin
0.523
GPA
0.103
Current
86.36
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.023
5yr Consist
No
F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
74.0%ile
6M Return
-37.3%
12M Return
-19.2%
12-1 Mom
-23.1%
Risk-Adj
-0.43
Vol 252d
53.9%
Vol 60d
112.1%
↑ Expanding
Max DD 12M
-53.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -23% signals a downtrend — price is moving against you. Near-term vol (112%) is expanding vs long-term (54%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.85
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 158 peers
Sector Value %ile
53.5%
Sector Quality %ile
56.6%
P/B z-score
-0.09
Sector Avg OS
57.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (74th) and quality (73th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (74th value) with strong momentum (74th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (112%) significantly exceeds 252-day (54%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
49.3% avg (6 factors)
Quality
D
36.8% avg (6 factors)
Momentum
F
7.2% avg (4 factors)
Risk
F
26.9% 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.850 | —1 | — | |
| Value %ile | 0.740 | —1 | — | |
| Quality %ile | 0.730 | —1 | — | |
| Momentum %ile | 0.740 | —1 | — | |
| F-Score | 2.000 | —1 | — | |
| Confidence | 0.479 | —0 | — | |
| Volatility | 0.539 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0572
Price / Sales
0.33
Price / Book
1.10
FCF Yield
1.4%
EBITDA / EV
6.1%
Sales Yield (1/P·S)
0.1093
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-27.2%
Return on Assets
-0.8%
Net Margin
-8.1%
Operating Margin
52.3%
Gross Profit / Assets
Novy-Marx GPA
10.3%
Current Ratio
86.36
MomentumPrice trend strength over different horizons
6M Return
-37.3%
12M Return
-19.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-23.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.43
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-2.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
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
25
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
25
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
25
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