Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/4b1488e5-339c-4a25-9923-f01b14af12b1/
Strategy Eligibility
2 of 23 passing
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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
12-1 94%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.28
V
Value Analysis
Cheapness relative to fundamentals
1.0%ile
P/E
96.5×
P/S
17.7×
P/B
8.9×
E/P
0.0098
FCF Yield
0.015
EBITDA/EV
0.020
SH Yield
0.002
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
99.00000000
/100 — 1=cheapest
VC2 (Trending Value)
99.00000000
/100
VC3 (Buyback)
99.00000000
/100
P/E of 96.5x is premium-priced — the market is paying up for expected growth. VC2 score of 99.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
80.0%ile
ROE
0.092
ROA
0.064
Net Margin
0.184
Op Margin
0.174
GPA
0.099
Current
3.08
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.110
Earn Growth
2.430
Stability
0.856
lower=better
Accruals
-0.062
lower=better
5yr Consist
No
F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
82.0%ile
6M Return
14.2%
12M Return
74.5%
12-1 Mom
93.7%
Risk-Adj
2.28
Vol 252d
41.1%
Vol 60d
97.7%
↑ Expanding
Max DD 12M
-21.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 94% is very strong — a clear uptrend. Risk-adjusted momentum of 2.28 is excellent — strong returns relative to volatility. Near-term vol (98%) is expanding vs long-term (41%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.32
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 94 peers
Sector Value %ile
1.1%
Sector Quality %ile
84.2%
P/E z-score
0.31
P/B z-score
1.83
Sector Avg OS
54.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (80th) and momentum (82th) but expensive (1th value). Premium priced — watch for mean reversion.
Hot but Volatile
Strong momentum (82th) but high volatility (41%). Momentum could reverse sharply.
Quality at a Premium
High quality (80th) but expensive (1th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (98%) significantly exceeds 252-day (41%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
7.7% avg (7 factors)
Quality
C
57.9% avg (7 factors)
Momentum
A
84.3% avg (4 factors)
Risk
C
48.2% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.320 | —0 | — | |
| Value %ile | 0.010 | —1 | — | |
| Quality %ile | 0.800 | —1 | — | |
| Momentum %ile | 0.820 | —1 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.411 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
96.46
Earnings Yield (E/P)
0.0098
Price / Sales
17.74
Price / Book
8.88
Price / Cash Flow
49.18
FCF Yield
1.5%
EBITDA / EV
2.0%
Sales Yield (1/P·S)
0.0564
Shareholder Yield
Div + net buyback / mktcap
0.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.2%
Return on Assets
6.4%
Net Margin
18.4%
Operating Margin
17.4%
Gross Profit / Assets
Novy-Marx GPA
9.9%
Current Ratio
3.08
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.062
MomentumPrice trend strength over different horizons
6M Return
14.2%
12M Return
74.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
93.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.28
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
11.0%
Earnings Growth (YoY)
243.0%
Earnings Stability (CV)
Lower = more stable
0.856
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
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
99
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
99
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
99
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