Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/4659dd83-5cfe-4cab-a112-e08e86075b4c/

ZM

Zoom Video Communications Inc
Chart
$101.62
Latest Week 2026-06-05
TechnologySoftware - ApplicationLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.53
OS Score
18.0%
Value
88.0%
Quality
75.0%
Momentum
6/9
F-Score
0.398
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 14.7
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 36%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
18.0%ile
P/E
14.7×
P/S
6.2×
P/B
3.1×
E/P
0.0679
FCF Yield
0.070
EBITDA/EV
0.044
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
84.00000000
/100 — 1=cheapest
VC2 (Trending Value)
89.00000000
/100
VC3 (Buyback)
89.00000000
/100
FCF yield of 7.0% is strong — the business generates significant free cash relative to price. VC2 score of 89.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
88.0%ile
ROE
0.208
ROA
0.170
Net Margin
0.420
Op Margin
0.242
GPA
0.314
D/E
0.22
Current
4.22
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.050
Earn Growth
0.975
Stability
0.449
lower=better
Accruals
0.004
lower=better
5yr Consist
No
ROE of 21% is exceptional. Conservative balance sheet with D/E of 0.22.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
75.0%ile
6M Return
15.9%
12M Return
26.5%
12-1 Mom
35.9%
Risk-Adj
0.91
Vol 252d
39.5%
Vol 60d
92.3%
↑ Expanding
Max DD 12M
-20.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 36% is very strong — a clear uptrend. Near-term vol (92%) is expanding vs long-term (39%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.53
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology · 500 peers
Sector Value %ile
21.4%
Sector Quality %ile
85.0%
P/E z-score
-0.17
P/B z-score
-0.09
Sector Avg OS
53.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
JFU 9F Inc 99.0% 98.0% 82.0% 93.0%
ASX ASE Industrial Holding Co Ltd ADR 99.0% 99.0% 89.0% 97.0%
ERIC Telefonaktiebolaget LM Ericsson B ADR 99.0% 98.0% 92.0% 84.0%
UMC United Microelectronics 99.0% 99.0% 82.0% 95.0%
PLAB Photronics Inc 98.0% 94.0% 87.0% 90.0%
DSWL Deswell Industries Inc 98.0% 98.0% 80.0% 85.0%
TOYO TOYO Co., Ltd Ordinary Shares 98.0% 83.0% 97.0% 98.0%
CCSI Consensus Cloud Solutions Inc 97.0% 86.0% 98.0% 83.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (88th) and momentum (75th) but expensive (18th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (88th) but expensive (18th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (92%) significantly exceeds 252-day (39%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
49.6% avg (7 factors)
Quality
A
80.5% avg (8 factors)
Momentum
B
62.3% avg (4 factors)
Risk
C
50.9% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.530—0—
Value %ile0.180—1—
Quality %ile0.880—1—
Momentum %ile0.750—1—
F-Score6.000—0—
Confidence1.000—1—
Volatility0.395—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.73
Earnings Yield (E/P)
0.0679
Price / Sales
6.18
Price / Book
3.06
Price / Cash Flow
15.09
FCF Yield
7.0%
EBITDA / EV
4.4%
Sales Yield (1/P·S)
0.1664
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
20.8%
Return on Assets
17.0%
Net Margin
42.0%
Operating Margin
24.2%
Gross Profit / Assets
Novy-Marx GPA
31.4%
Debt / Equity
0.22
Current Ratio
4.22
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.004
MomentumPrice trend strength over different horizons
6M Return
15.9%
12M Return
26.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
35.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.91
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.0%
Earnings Growth (YoY)
97.5%
Earnings Stability (CV)
Lower = more stable
0.449
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
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
84
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
89
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
89
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