Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/65e3f99b-0e71-44a7-900b-4ad6963ad5b7/
Strategy Eligibility
2 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
12-1 90%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.85
V
Value Analysis
Cheapness relative to fundamentals
59.0%ile
P/B
5.6×
FCF Yield
-0.031
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
42.00000000
/100 — 1=cheapest
VC2 (Trending Value)
41.00000000
/100
VC3 (Buyback)
41.00000000
/100
Negative FCF yield (-3.1%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
60.0%ile
ROE
-0.244
ROA
-0.168
Current
1.37
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
0.526
lower=better
Accruals
-0.145
lower=better
5yr Consist
No
F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
61.0%ile
6M Return
10.4%
12M Return
64.0%
12-1 Mom
89.8%
Risk-Adj
1.85
Vol 252d
48.6%
Vol 60d
115.2%
↑ Expanding
Max DD 12M
-22.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 90% is very strong — a clear uptrend. Risk-adjusted momentum of 1.85 is excellent — strong returns relative to volatility. Near-term vol (115%) is expanding vs long-term (49%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.72
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 94 peers
Sector Value %ile
52.6%
Sector Quality %ile
63.2%
P/B z-score
0.81
Sector Avg OS
54.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (115%) significantly exceeds 252-day (49%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
14.4% avg (3 factors)
Quality
D
33.6% avg (4 factors)
Momentum
A
80.4% avg (4 factors)
Risk
D
35.7% 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.720 | —1 | — | |
| Value %ile | 0.590 | —0 | — | |
| Quality %ile | 0.600 | —0 | — | |
| Momentum %ile | 0.610 | —0 | — | |
| F-Score | 2.000 | —1 | — | |
| Confidence | 0.636 | —0 | — | |
| Volatility | 0.486 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
5.59
FCF Yield
-3.1%
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-24.4%
Return on Assets
-16.8%
Current Ratio
1.37
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.145
MomentumPrice trend strength over different horizons
6M Return
10.4%
12M Return
64.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
89.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.85
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
0.526
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
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
42
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
41
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
41
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