Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/5d70ffa6-a6b5-4374-9d71-d6c624d0df20/
MOGU
MOGU IncSnapshot 2026-07-26 · 0.4w · Fresh
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
37.0%ile
P/E
8.7×
P/S
0.1×
P/B
0.0×
FCF Yield
-3.069
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
63.00000000
/100 — 1=cheapest
VC2 (Trending Value)
64.00000000
/100
VC3 (Buyback)
64.00000000
/100
P/E of 8.7x places this firmly in deep value territory. Negative FCF yield (-306.9%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
36.0%ile
ROE
0.004
ROA
0.002
Net Margin
0.015
Op Margin
-0.638
GPA
0.042
D/E
0.63
Current
1.07
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
0.297
lower=better
Accruals
0.059
lower=better
5yr Consist
Yes
F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
37.0%ile
6M Return
-3.3%
12M Return
-15.6%
12-1 Mom
-25.4%
Risk-Adj
-0.22
Vol 252d
117.5%
Vol 60d
146.8%
↑ Expanding
Max DD 12M
-65.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -25% signals a downtrend — price is moving against you.
OS
Composite & Factor Heatmap
All factors at a glance
0.22
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 486 peers
Sector Value %ile
34.9%
Sector Quality %ile
46.6%
P/E z-score
-0.23
P/B z-score
-0.11
Sector Avg OS
50.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
60.6% avg (5 factors)
Quality
F
21.9% avg (8 factors)
Momentum
F
17.2% avg (4 factors)
Risk
F
0.0% 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. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.220 | —3 | — | |
| Value %ile | 0.370 | —0 | — | |
| Quality %ile | 0.360 | —0 | — | |
| Momentum %ile | 0.370 | —0 | — | |
| F-Score | 2.000 | —8 | — | |
| Confidence | 0.784 | —3 | — | |
| Volatility | 1.175 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.66
Price / Sales
0.13
Price / Book
0.03
FCF Yield
-306.9%
Sales Yield (1/P·S)
7.8674
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
0.4%
Return on Assets
0.2%
Net Margin
1.5%
Operating Margin
-63.8%
Gross Profit / Assets
Novy-Marx GPA
4.2%
Debt / Equity
0.63
Current Ratio
1.07
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.059
MomentumPrice trend strength over different horizons
6M Return
-3.3%
12M Return
-15.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-25.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.22
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
0.297
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
2
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
63
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
64
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
64
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity