Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/3ca832a2-6767-4625-8bc9-b9c07e3a8d66/
SOGP
Sound Group Inc.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
1 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
RAM 3.83
V
Value Analysis
Cheapness relative to fundamentals
2.0%ile
P/E
47.0×
P/S
3.4×
P/B
25.8×
E/P
0.0213
FCF Yield
0.028
EBITDA/EV
0.024
SH Yield
0.003
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
97.00000000
/100 — 1=cheapest
VC2 (Trending Value)
96.00000000
/100
VC3 (Buyback)
96.00000000
/100
P/E of 47.0x is premium-priced — the market is paying up for expected growth. VC2 score of 96.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
82.0%ile
ROE
0.549
ROA
0.294
Net Margin
0.073
Op Margin
0.070
GPA
1.175
D/E
0.94
Current
1.94
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Accruals
-0.069
lower=better
5yr Consist
No
ROE of 55% is exceptional. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
99.0%ile
6M Return
-9.9%
12M Return
961.5%
12-1 Mom
1190.6%
Risk-Adj
3.83
Vol 252d
310.7%
Vol 60d
165.2%
↓ Contracting
Max DD 12M
-62.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 1191% is very strong — a clear uptrend. Risk-adjusted momentum of 3.83 is excellent — strong returns relative to volatility. Volatility is compressing — 60d (165%) well below 252d (311%).
OS
Composite & Factor Heatmap
All factors at a glance
0.45
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 264 peers
Sector Value %ile
1.9%
Sector Quality %ile
81.1%
P/E z-score
0.26
P/B z-score
0.00
Sector Avg OS
55.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (82th) and momentum (99th) but expensive (2th value). Premium priced — watch for mean reversion.
Hot but Volatile
Strong momentum (99th) but high volatility (311%). Momentum could reverse sharply.
Quality at a Premium
High quality (82th) but expensive (2th value). Upside may be limited without earnings growth.
Volatility Compressing
60-day vol (165%) well below 252-day (311%). Price action is stabilising.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
22.9% avg (7 factors)
Quality
B
74.7% avg (8 factors)
Momentum
A
81.3% avg (4 factors)
Risk
F
0.0% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. 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 | 0.450 | —0 | — | |
| Value %ile | 0.020 | —1 | — | |
| Quality %ile | 0.820 | —1 | — | |
| Momentum %ile | 0.990 | —1 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 0.786 | —1 | — | |
| Volatility | 3.107 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
46.98
Earnings Yield (E/P)
0.0213
Price / Sales
3.43
Price / Book
25.81
Price / Cash Flow
37.99
FCF Yield
2.8%
EBITDA / EV
2.4%
Sales Yield (1/P·S)
0.3109
Shareholder Yield
Div + net buyback / mktcap
0.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
54.9%
Return on Assets
29.4%
Net Margin
7.3%
Operating Margin
7.0%
Gross Profit / Assets
Novy-Marx GPA
117.5%
Debt / Equity
0.94
Current Ratio
1.94
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.069
MomentumPrice trend strength over different horizons
6M Return
-9.9%
12M Return
961.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
1190.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.83
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
0.3%
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
97
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
96
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
96
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