Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/5cae5aef-4f9a-4203-b536-10d65df7ccf5/
ERCG
Telefonaktiebolaget LM Ericsson (publ)Snapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.990
↗
Trending Value
#17
◆
Quality × Value
QV 0.826
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 1.2
◇
VC2 Cheapest
VC2 2
📐
EBITDA/EV
157.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
3.0%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 126%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 2.75
V
Value Analysis
Cheapness relative to fundamentals
99.0%ile
P/E
1.2×
P/S
0.1×
P/B
0.3×
E/P
0.9444
FCF Yield
1.082
EBITDA/EV
1.570
SH Yield
0.030
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
1.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
1.00000000
/100
P/E of 1.2x places this firmly in deep value territory. FCF yield of 108.2% is strong — the business generates significant free cash relative to price. VC2 score of 2.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
69.0%ile
ROE
0.237
ROA
0.086
Net Margin
0.108
Op Margin
0.114
GPA
0.371
Current
1.12
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.045
Stability
0.690
lower=better
Accruals
-0.032
lower=better
5yr Consist
No
ROE of 24% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
94.0%ile
6M Return
24.1%
12M Return
95.6%
12-1 Mom
126.1%
Risk-Adj
2.75
Vol 252d
45.9%
Vol 60d
88.1%
↑ Expanding
Max DD 12M
-24.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 126% is very strong — a clear uptrend. Risk-adjusted momentum of 2.75 is excellent — strong returns relative to volatility. Near-term vol (88%) is expanding vs long-term (46%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.99
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 121 peers
Sector Value %ile
100.0%
Sector Quality %ile
59.0%
P/E z-score
-0.94
P/B z-score
-0.73
Sector Avg OS
41.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (99th value) with strong momentum (94th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (94th) but high volatility (46%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (88%) significantly exceeds 252-day (46%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
92.0% avg (7 factors)
Quality
C
54.6% avg (7 factors)
Momentum
A
90.3% avg (4 factors)
Risk
D
40.2% avg (1 factors)
Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.990 | —7 | — | |
| Value %ile | 0.990 | —7 | — | |
| Quality %ile | 0.690 | —0 | — | |
| Momentum %ile | 0.940 | —7 | — | |
| F-Score | 7.000 | —7 | — | |
| Confidence | 0.939 | —7 | — | |
| Volatility | 0.459 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1.18
Earnings Yield (E/P)
0.9444
Price / Sales
0.13
Price / Book
0.28
Price / Cash Flow
0.86
FCF Yield
108.2%
EBITDA / EV
157.0%
Sales Yield (1/P·S)
8.2662
Shareholder Yield
Div + net buyback / mktcap
3.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
23.7%
Return on Assets
8.6%
Net Margin
10.8%
Operating Margin
11.4%
Gross Profit / Assets
Novy-Marx GPA
37.1%
Current Ratio
1.12
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.032
MomentumPrice trend strength over different horizons
6M Return
24.1%
12M Return
95.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
126.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.75
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-4.5%
Earnings Stability (CV)
Lower = more stable
0.690
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
3.0%
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
1
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
2
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
1
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
17
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
Show all
Op Income
OCF
CapEx
Equity