Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/5a09c12d-26ec-4370-a8de-a7c4f1fc9621/
SKYT
Skywater Technology IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.1%
◐
Veiled Value
Yes
▣
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
RAM 2.73
V
Value Analysis
Cheapness relative to fundamentals
17.0%ile
P/E
15.0×
P/S
3.1×
P/B
9.5×
E/P
0.0668
FCF Yield
-0.015
EBITDA/EV
0.081
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
76.00000000
/100 — 1=cheapest
VC2 (Trending Value)
81.00000000
/100
VC3 (Buyback)
81.00000000
/100
Negative FCF yield (-1.5%) — the business is currently cash-consumptive. VC2 score of 81.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
15.0%ile
ROE
0.632
ROA
0.155
Net Margin
0.210
Op Margin
0.200
GPA
0.145
D/E
3.02
Current
0.51
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.672
Stability
4.023
lower=better
Accruals
0.227
lower=better
5yr Consist
No
ROE of 63% is exceptional. Highly leveraged with D/E of 3.02 — returns are being amplified by debt. Accruals ratio of 0.227 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
98.0%ile
6M Return
94.5%
12M Return
287.3%
12-1 Mom
273.4%
Risk-Adj
2.73
Vol 252d
100.0%
Vol 60d
183.2%
↑ Expanding
Max DD 12M
-27.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 273% is very strong — a clear uptrend. Risk-adjusted momentum of 2.73 is excellent — strong returns relative to volatility. Near-term vol (183%) is expanding vs long-term (100%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.24
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
20.4%
Sector Quality %ile
10.0%
P/E z-score
-0.17
P/B z-score
-0.04
Sector Avg OS
53.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Growth at Reasonable Price
Revenue growing 67% with P/E of 15×. Growth isn't fully priced in.
Hot but Volatile
Strong momentum (98th) but high volatility (100%). Momentum could reverse sharply.
Leveraged Returns
Strong ROE (63%) boosted by high leverage (D/E 3.0). Returns look good but come with balance sheet risk.
Earnings Quality Concern
ROE looks strong (63%) but high accruals (0.227) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (183%) significantly exceeds 252-day (100%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
36.8% avg (7 factors)
Quality
C
48.8% avg (8 factors)
Momentum
A
98.3% avg (4 factors)
Risk
F
0.0% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.240 | —1 | — | |
| Value %ile | 0.170 | —1 | — | |
| Quality %ile | 0.150 | —1 | — | |
| Momentum %ile | 0.980 | —1 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 1.000 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.97
Earnings Yield (E/P)
0.0668
Price / Sales
3.15
Price / Book
9.46
FCF Yield
-1.5%
EBITDA / EV
8.1%
Sales Yield (1/P·S)
0.2857
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
63.2%
Return on Assets
15.5%
Net Margin
21.0%
Operating Margin
20.0%
Gross Profit / Assets
Novy-Marx GPA
14.5%
Debt / Equity
3.02
Current Ratio
0.51
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.227
MomentumPrice trend strength over different horizons
6M Return
94.5%
12M Return
287.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
273.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.73
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
67.2%
Earnings Stability (CV)
Lower = more stable
4.023
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
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
76
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
81
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
81
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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