Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/5f4b8065-dec3-4852-af4b-6e2dddfe9abe/

ACLS

Axcelis Technologies Inc
Chart
$147.16
Latest Week 2026-06-05
TechnologySemiconductor Equipment & MaterialsMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.13
OS Score
4.0%
Value
21.0%
Quality
94.0%
Momentum
4/9
F-Score
0.092
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
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
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.96
V
Value Analysis
Cheapness relative to fundamentals
4.0%ile
P/E
45.2×
P/S
5.4×
P/B
4.4×
E/P
0.0221
FCF Yield
0.024
EBITDA/EV
0.030
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
96.00000000
/100 — 1=cheapest
VC2 (Trending Value)
96.00000000
/100
VC3 (Buyback)
96.00000000
/100
P/E of 45.2x is premium-priced — the market is paying up for expected growth. VC2 score of 96.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
21.0%ile
ROE
0.097
ROA
0.073
Net Margin
0.119
Op Margin
0.137
GPA
0.268
D/E
0.32
Current
4.59
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.118
Earn Growth
-0.433
Stability
0.414
lower=better
Accruals
0.003
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.32.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
94.0%ile
6M Return
62.0%
12M Return
131.7%
12-1 Mom
156.7%
Risk-Adj
2.96
Vol 252d
52.9%
Vol 60d
125.9%
↑ Expanding
Max DD 12M
-21.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 157% is very strong — a clear uptrend. Risk-adjusted momentum of 2.96 is excellent — strong returns relative to volatility. Near-term vol (126%) is expanding vs long-term (53%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.13
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology · 500 peers
Sector Value %ile
12.0%
Sector Quality %ile
14.8%
P/E z-score
-0.07
P/B z-score
-0.08
Sector Avg OS
53.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
UMC United Microelectronics 99.0% 99.0% 82.0% 95.0%
ERIC Telefonaktiebolaget LM Ericsson B ADR 99.0% 98.0% 92.0% 84.0%
ASX ASE Industrial Holding Co Ltd ADR 99.0% 99.0% 89.0% 97.0%
JFU 9F Inc 99.0% 98.0% 82.0% 93.0%
DSWL Deswell Industries Inc 98.0% 98.0% 80.0% 85.0%
PLAB Photronics Inc 98.0% 94.0% 87.0% 90.0%
TOYO TOYO Co., Ltd Ordinary Shares 98.0% 83.0% 97.0% 98.0%
CCSI Consensus Cloud Solutions Inc 97.0% 86.0% 98.0% 83.0%
Factor Interactions
Hot but Volatile
Strong momentum (94th) but high volatility (53%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (126%) significantly exceeds 252-day (53%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
28.1% avg (7 factors)
Quality
C
59.8% avg (8 factors)
Momentum
A
99.8% avg (4 factors)
Risk
F
28.5% 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
FactorCurrentStreakTrendSpark
OS Composite0.130—1—
Value %ile0.040—1—
Quality %ile0.210—1—
Momentum %ile0.940—1—
F-Score4.000—1—
Confidence1.000—1—
Volatility0.529—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
45.20
Earnings Yield (E/P)
0.0221
Price / Sales
5.39
Price / Book
4.36
Price / Cash Flow
47.17
FCF Yield
2.4%
EBITDA / EV
3.0%
Sales Yield (1/P·S)
0.1917
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.7%
Return on Assets
7.3%
Net Margin
11.9%
Operating Margin
13.7%
Gross Profit / Assets
Novy-Marx GPA
26.8%
Debt / Equity
0.32
Current Ratio
4.59
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.003
MomentumPrice trend strength over different horizons
6M Return
62.0%
12M Return
131.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
156.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.96
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-11.8%
Earnings Growth (YoY)
-43.3%
Earnings Stability (CV)
Lower = more stable
0.414
5yr Consistent
EPS up every year for 5 years
No
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
96
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
96
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
96
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