Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/3bc68255-c7a5-405f-ac43-3b3674d702a3/
HKD
AMTD Digital Inc.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.695
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
18.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 70th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
70.0%ile
P/E
5.3×
P/S
5.3×
P/B
2.0×
E/P
0.1881
FCF Yield
0.023
EBITDA/EV
0.189
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
32.00000000
/100 — 1=cheapest
VC2 (Trending Value)
70.00000000
/100
VC3 (Buyback)
70.00000000
/100
P/E of 5.3x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
69.0%ile
ROE
0.371
ROA
0.103
Net Margin
1.002
Op Margin
1.206
GPA
0.041
D/E
1.32
Current
1.92
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.760
Earn Growth
-0.814
Stability
2.001
lower=better
Accruals
0.088
lower=better
5yr Consist
No
ROE of 37% is exceptional. Accruals ratio of 0.088 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
13.0%ile
6M Return
7.7%
12M Return
-20.1%
12-1 Mom
-21.1%
Risk-Adj
-0.23
Vol 252d
91.7%
Vol 60d
229.8%
↑ Expanding
Max DD 12M
-54.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -21% signals a downtrend — price is moving against you. Near-term vol (230%) is expanding vs long-term (92%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.64
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
76.4%
Sector Quality %ile
65.3%
P/E z-score
-0.20
P/B z-score
-0.10
Sector Avg OS
53.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Falling Knife
Weak momentum (13th) despite looking cheap (70th value). Wait for momentum to stabilise.
Earnings Quality Concern
ROE looks strong (37%) but high accruals (0.088) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (230%) significantly exceeds 252-day (92%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
68.8% avg (7 factors)
Quality
B
63.5% avg (8 factors)
Momentum
F
20.7% avg (4 factors)
Risk
F
0.0% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. 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 | 0.640 | —0 | — | |
| Value %ile | 0.700 | —1 | — | |
| Quality %ile | 0.690 | —0 | — | |
| Momentum %ile | 0.130 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.917 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.32
Earnings Yield (E/P)
0.1881
Price / Sales
5.33
Price / Book
1.97
Price / Cash Flow
36.48
FCF Yield
2.3%
EBITDA / EV
18.9%
Sales Yield (1/P·S)
0.1573
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
37.1%
Return on Assets
10.3%
Net Margin
100.2%
Operating Margin
120.6%
Gross Profit / Assets
Novy-Marx GPA
4.1%
Debt / Equity
1.32
Current Ratio
1.92
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.088
MomentumPrice trend strength over different horizons
6M Return
7.7%
12M Return
-20.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-21.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.23
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-76.0%
Earnings Growth (YoY)
-81.4%
Earnings Stability (CV)
Lower = more stable
2.001
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
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
32
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
70
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
70
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
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Op Income
OCF
CapEx
Equity