Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/5bbc03d0-6b1d-4f23-9fef-e944cf2ad3cf/
HUM
Humm Group LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
#30.00000000
◆
Quality × Value
QV 0.930
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 3.00000000
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
7.0%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 47%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.13
V
Value Analysis
Cheapness relative to fundamentals
95.0%ile
P/E
6.9×
P/S
0.4×
P/B
0.5×
E/P
0.0750
FCF Yield
0.034
EBITDA/EV
0.080
SH Yield
0.070
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
4.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
3.00000000
/100
P/E of 6.9x places this firmly in deep value territory. 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
91.0%ile
ROE
0.079
ROA
0.007
Net Margin
0.061
Op Margin
0.531
GPA
0.116
Current
1.07
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.058
Earn Growth
4.581
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
91.0%ile
6M Return
-4.5%
12M Return
34.0%
12-1 Mom
46.9%
Risk-Adj
1.13
Vol 252d
41.6%
Vol 60d
60.9%
↑ Expanding
Max DD 12M
-23.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 47% is very strong — a clear uptrend. Near-term vol (61%) is expanding vs long-term (42%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 158 peers
Sector Value %ile
96.2%
Sector Quality %ile
87.4%
P/E z-score
-0.39
P/B z-score
-0.09
Sector Avg OS
57.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (95th) and quality (91th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (95th value) with strong momentum (91th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (91th) but high volatility (42%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (61%) significantly exceeds 252-day (42%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
73.2% avg (7 factors)
Quality
D
34.9% avg (6 factors)
Momentum
B
63.0% avg (4 factors)
Risk
C
47.3% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.980 | —1 | — | |
| Value %ile | 0.950 | —1 | — | |
| Quality %ile | 0.910 | —1 | — | |
| Momentum %ile | 0.910 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.516 | —0 | — | |
| Volatility | 0.416 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.90
Earnings Yield (E/P)
0.0750
Price / Sales
0.42
Price / Book
0.54
FCF Yield
3.4%
EBITDA / EV
8.0%
Sales Yield (1/P·S)
0.1411
Shareholder Yield
Div + net buyback / mktcap
7.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.9%
Return on Assets
0.7%
Net Margin
6.1%
Operating Margin
53.1%
Gross Profit / Assets
Novy-Marx GPA
11.6%
Current Ratio
1.07
MomentumPrice trend strength over different horizons
6M Return
-4.5%
12M Return
34.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
46.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.13
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.8%
Earnings Growth (YoY)
458.1%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
7.0%
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
4
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
30
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