Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/50b67818-7ba6-49a3-8646-7373632ff606/
PDD
PDD Holdings Inc.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.890
↗
Trending Value
✗
◆
Quality × Value
QV 0.906
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.3
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 3.00000000
📐
EBITDA/EV
86.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
ROE 23%
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
99.0%ile
P/E
1.3×
P/S
0.3×
P/B
0.3×
E/P
0.7685
FCF Yield
0.918
EBITDA/EV
0.866
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
3.00000000
/100
P/E of 1.3x places this firmly in deep value territory. FCF yield of 91.8% is strong — the business generates significant free cash relative to price. VC2 score of 3.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
83.0%ile
ROE
0.229
ROA
0.152
Net Margin
0.220
Op Margin
0.248
GPA
0.388
D/E
0.51
Current
2.54
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.093
Earn Growth
-0.024
Stability
0.296
lower=better
Accruals
-0.030
lower=better
5yr Consist
Yes
ROE of 23% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
16.0%ile
6M Return
-27.7%
12M Return
-15.4%
12-1 Mom
-1.8%
Risk-Adj
-0.05
Vol 252d
34.3%
Vol 60d
74.7%
↑ Expanding
Max DD 12M
-37.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (75%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.89
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 500 peers
Sector Value %ile
100.0%
Sector Quality %ile
85.6%
P/E z-score
-0.33
P/B z-score
-0.52
Sector Avg OS
54.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (99th) and quality (83th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (16th) despite looking cheap (99th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (75%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
87.3% avg (7 factors)
Quality
A
79.3% avg (8 factors)
Momentum
F
18.4% avg (4 factors)
Risk
C
59.5% 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 weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.890 | —1 | — | |
| Value %ile | 0.990 | —1 | — | |
| Quality %ile | 0.830 | —1 | — | |
| Momentum %ile | 0.160 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.343 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1.30
Earnings Yield (E/P)
0.7685
Price / Sales
0.29
Price / Book
0.30
Price / Cash Flow
1.09
FCF Yield
91.8%
EBITDA / EV
86.6%
Sales Yield (1/P·S)
3.4951
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
22.9%
Return on Assets
15.2%
Net Margin
22.0%
Operating Margin
24.8%
Gross Profit / Assets
Novy-Marx GPA
38.8%
Debt / Equity
0.51
Current Ratio
2.54
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.030
MomentumPrice trend strength over different horizons
6M Return
-27.7%
12M Return
-15.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-1.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.05
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.3%
Earnings Growth (YoY)
-2.4%
Earnings Stability (CV)
Lower = more stable
0.296
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
4
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
2
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
3
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
87
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
Yes
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