Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/41b2a2dc-fef6-4cb0-8163-04967e7488f9/
GTK
Tonkens Agrar AGSnapshot 2026-07-26 · 1.0w · Fresh
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.7%
◐
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
45.0%ile
P/S
0.6×
P/B
1.0×
E/P
0.0033
FCF Yield
-0.046
EBITDA/EV
0.097
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
57.00000000
/100 — 1=cheapest
VC2 (Trending Value)
58.00000000
/100
VC3 (Buyback)
58.00000000
/100
Negative FCF yield (-4.6%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
43.0%ile
ROE
-0.053
ROA
-0.016
Net Margin
-0.033
Op Margin
0.005
GPA
0.244
Current
0.36
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.093
Accruals
-0.105
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
45.0%ile
6M Return
10.6%
12M Return
-7.5%
12-1 Mom
-11.6%
Risk-Adj
-0.48
Vol 252d
24.2%
Vol 60d
55.8%
↑ Expanding
Max DD 12M
-19.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -12% signals a downtrend — price is moving against you. Near-term vol (56%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.38
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 37 peers
Sector Value %ile
57.9%
Sector Quality %ile
36.8%
P/B z-score
-0.21
Sector Avg OS
48.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (56%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
42.3% avg (6 factors)
Quality
F
24.3% avg (7 factors)
Momentum
F
26.7% avg (4 factors)
Risk
A
76.3% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.380 | —0 | — | |
| Value %ile | 0.450 | —0 | — | |
| Quality %ile | 0.430 | —0 | — | |
| Momentum %ile | 0.450 | —0 | — | |
| F-Score | 3.000 | —8 | — | |
| Confidence | 0.694 | —0 | — | |
| Volatility | 0.242 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0033
Price / Sales
0.61
Price / Book
0.97
Price / Cash Flow
3.16
FCF Yield
-4.6%
EBITDA / EV
9.7%
Sales Yield (1/P·S)
0.6121
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-5.3%
Return on Assets
-1.6%
Net Margin
-3.3%
Operating Margin
0.5%
Gross Profit / Assets
Novy-Marx GPA
24.4%
Current Ratio
0.36
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.105
MomentumPrice trend strength over different horizons
6M Return
10.6%
12M Return
-7.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-11.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.48
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-9.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
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
57
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
58
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
58
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity