Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/63c7df75-058e-4acc-a91f-79c179dc35af/

LIDR

Aeye Inc
Chart
1.14 USD
Latest Week 2026-07-31
TechnologySoftware - InfrastructureMICRO
Snapshot 2026-07-26 · 0.9w · Fresh
0.04
OS Score
33.0%
Value
3.0%
Quality
1.0%
Momentum
5/9
F-Score
0.099
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
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
33.0%ile
P/S
193.8×
P/B
0.7×
FCF Yield
-3.230
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
67.00000000
/100 — 1=cheapest
VC2 (Trending Value)
68.00000000
/100
VC3 (Buyback)
67.00000000
/100
Negative FCF yield (-323.0%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
3.0%ile
ROE
-0.462
ROA
-0.418
Net Margin
-126.989
Op Margin
-125.311
GPA
-0.005
D/E
0.11
Current
12.89
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.098
Stability
0.080
lower=better
Accruals
-0.070
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of 0.11.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
1.0%ile
6M Return
-43.5%
12M Return
-74.5%
12-1 Mom
-70.5%
Risk-Adj
-0.96
Vol 252d
73.3%
Vol 60d
170.5%
↑ Expanding
Max DD 12M
-63.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -70% signals a downtrend — price is moving against you. Near-term vol (171%) is expanding vs long-term (73%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.04
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology · 500 peers
Sector Value %ile
32.7%
Sector Quality %ile
2.2%
P/B z-score
-0.10
Sector Avg OS
51.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
ASX ASE Industrial Holding Co Ltd ADR 99.0% 98.0% 84.0% 98.0%
ERIC Telefonaktiebolaget LM Ericsson B ADR 99.0% 99.0% 93.0% 78.0%
TSM Taiwan Semiconductor Manufacturing 99.0% 98.0% 98.0% 90.0%
TOYO TOYO Co., Ltd Ordinary Shares 99.0% 97.0% 97.0% 82.0%
UMC United Microelectronics 99.0% 99.0% 80.0% 97.0%
KARO Karooooo Ltd 98.0% 98.0% 98.0% 72.0%
VISN CommScope Holding Company, Inc. 98.0% 95.0% 77.0% 98.0%
PLAB Photronics Inc 98.0% 94.0% 86.0% 86.0%
Factor Interactions
Volatility Expanding
60-day vol (171%) significantly exceeds 252-day (73%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
32.4% avg (3 factors)
Quality
D
35.7% avg (8 factors)
Momentum
F
0.2% avg (4 factors)
Risk
F
0.0% avg (1 factors)
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
FactorCurrentStreakTrendSpark
OS Composite0.040—8—
Value %ile0.330—0—
Quality %ile0.030—8—
Momentum %ile0.010—1—
F-Score5.000—0—
Confidence0.726—8—
Volatility0.733—8—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
193.84
Price / Book
0.71
FCF Yield
-323.0%
Sales Yield (1/P·S)
0.0309
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-46.2%
Return on Assets
-41.8%
Net Margin
-12698.9%
Operating Margin
-12531.1%
Gross Profit / Assets
Novy-Marx GPA
-0.5%
Debt / Equity
0.11
Current Ratio
12.89
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.070
MomentumPrice trend strength over different horizons
6M Return
-43.5%
12M Return
-74.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-70.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.96
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.8%
Earnings Stability (CV)
Lower = more stable
0.080
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
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
67
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
68
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
67
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