Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/67658460-286e-490a-84ec-bcad20bf9347/

AUR

Aurora Innovation Inc
Chart
$6.31
Latest Week 2026-06-05
Consumer CyclicalAuto PartsLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.71
OS Score
60.0%
Value
59.0%
Quality
60.0%
Momentum
2/9
F-Score
0.595
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
Noneyr
🌱
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
60.0%ile
P/S
3073.0×
P/B
6.3×
FCF Yield
-0.046
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
40.00000000
/100 — 1=cheapest
VC2 (Trending Value)
40.00000000
/100
VC3 (Buyback)
40.00000000
/100
Negative FCF yield (-4.6%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
59.0%ile
ROE
-0.423
ROA
-0.380
Net Margin
-207.750
Op Margin
-228.250
GPA
0.075
D/E
0.11
Current
9.49
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
0.059
lower=better
Accruals
-0.107
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of 0.11. F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
60.0%ile
6M Return
41.5%
12M Return
7.5%
12-1 Mom
20.6%
Risk-Adj
0.31
Vol 252d
66.9%
Vol 60d
155.7%
↑ Expanding
Max DD 12M
-41.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 21% is very strong — a clear uptrend. Near-term vol (156%) is expanding vs long-term (67%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.71
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 500 peers
Sector Value %ile
47.9%
Sector Quality %ile
63.5%
P/B z-score
0.41
Sector Avg OS
54.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BWMX Betterware de México, S.A.P.I. de C.V. 99.0% 98.0% 93.0% 95.0%
FLXS Flexsteel Industries Inc 98.0% 93.0% 79.0% 91.0%
M Macy’s Inc 98.0% 97.0% 81.0% 90.0%
HTHT Huazhu Group Ltd 98.0% 96.0% 94.0% 79.0%
CYD China Yuchai International Limited 98.0% 99.0% 71.0% 97.0%
KSS Kohl's Corporation 98.0% 98.0% 74.0% 90.0%
SBH Sally Beauty Holdings Inc 98.0% 95.0% 92.0% 84.0%
STRT Strattec Security Corporation 97.0% 95.0% 82.0% 76.0%
Factor Interactions
Volatility Expanding
60-day vol (156%) significantly exceeds 252-day (67%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
8.6% avg (4 factors)
Quality
D
39.0% avg (8 factors)
Momentum
C
56.1% avg (4 factors)
Risk
F
5.2% 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 Composite0.710—1—
Value %ile0.600—0—
Quality %ile0.590—0—
Momentum %ile0.600—0—
F-Score2.000—1—
Confidence0.818—1—
Volatility0.669—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
3072.97
Price / Book
6.26
FCF Yield
-4.6%
Sales Yield (1/P·S)
0.0003
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-42.3%
Return on Assets
-38.0%
Net Margin
-20775.0%
Operating Margin
-22825.0%
Gross Profit / Assets
Novy-Marx GPA
7.5%
Debt / Equity
0.11
Current Ratio
9.49
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.107
MomentumPrice trend strength over different horizons
6M Return
41.5%
12M Return
7.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
20.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.31
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
0.059
5yr Consistent
EPS up every year for 5 years
Yes
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
40
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
40
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
40
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