Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/404f1012-6c39-4aad-ae16-0ae60a33aace/
ESEA
Euroseas LtdSnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
14 of 23 passing
★
OS Composite
OS 0.990
↗
Trending Value
#11
◆
Quality × Value
QV 0.965
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 3.7
◇
VC2 Cheapest
VC2 5
📐
EBITDA/EV
31.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
4.4%
💰
High Yield
Div 4.2%
🚀
Momentum Leaders
12-1 53%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 97%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 1.27
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
3.7×
P/S
2.2×
P/B
1.0×
E/P
0.2658
FCF Yield
0.305
EBITDA/EV
0.315
SH Yield
0.044
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
5.00000000
/100 — 1=cheapest
VC2 (Trending Value)
5.00000000
/100
VC3 (Buyback)
4.00000000
/100
P/E of 3.7x places this firmly in deep value territory. FCF yield of 30.5% is strong — the business generates significant free cash relative to price. VC2 score of 5.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
96.0%ile
ROE
0.270
ROA
0.183
Net Margin
0.583
Op Margin
0.645
GPA
0.205
D/E
0.47
Current
5.46
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.022
Earn Growth
0.022
Stability
0.184
lower=better
Accruals
-0.008
lower=better
5yr Consist
Yes
ROE of 27% is exceptional. Conservative balance sheet with D/E of 0.47. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
88.0%ile
6M Return
30.5%
12M Return
49.7%
12-1 Mom
52.5%
Risk-Adj
1.27
Vol 252d
41.5%
Vol 60d
83.7%
↑ Expanding
Max DD 12M
-16.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 53% is very strong — a clear uptrend. Near-term vol (84%) is expanding vs long-term (41%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.99
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
99.0%
Sector Quality %ile
99.2%
P/E z-score
-0.65
P/B z-score
-0.05
Sector Avg OS
52.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (97th) and quality (96th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (97th value) with strong momentum (88th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (97th). Strong fundamental improvement in a cheap stock.
Strong Capital Return
Shareholder yield 4.4% backed by 30.5% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (88th) but high volatility (41%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (84%) significantly exceeds 252-day (41%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
91.5% avg (7 factors)
Quality
A
82.7% avg (8 factors)
Momentum
A
80.2% avg (4 factors)
Risk
C
47.6% 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 confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.990 | —6 | — | |
| Value %ile | 0.970 | —6 | — | |
| Quality %ile | 0.960 | —6 | — | |
| Momentum %ile | 0.880 | —6 | — | |
| F-Score | 8.000 | —6 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.415 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
3.74
Earnings Yield (E/P)
0.2658
Price / Sales
2.18
Price / Book
1.01
Price / Cash Flow
3.58
FCF Yield
30.5%
EBITDA / EV
31.5%
Sales Yield (1/P·S)
0.4120
Shareholder Yield
Div + net buyback / mktcap
4.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
27.0%
Return on Assets
18.3%
Net Margin
58.3%
Operating Margin
64.5%
Gross Profit / Assets
Novy-Marx GPA
20.5%
Debt / Equity
0.47
Current Ratio
5.46
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.008
MomentumPrice trend strength over different horizons
6M Return
30.5%
12M Return
49.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
52.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.27
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
2.2%
Earnings Growth (YoY)
2.2%
Earnings Stability (CV)
Lower = more stable
0.184
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
8
Dividend Yield
4.2%
Buyback Yield
0.2%
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
5
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
5
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
4
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
11
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity