Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/6867bd31-088f-4bb0-a7ce-58aec8c56757/
TZL
TZ LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
0 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
✗
V
Value Analysis
Cheapness relative to fundamentals
19.0%ile
P/E
103.8×
P/S
0.7×
E/P
0.0059
FCF Yield
0.040
EBITDA/EV
0.079
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
81.00000000
/100 — 1=cheapest
VC2 (Trending Value)
81.00000000
/100
VC3 (Buyback)
81.00000000
/100
P/E of 103.8x is premium-priced — the market is paying up for expected growth. VC2 score of 81.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
17.0%ile
ROE
-0.028
ROA
0.014
Net Margin
0.007
Op Margin
0.006
GPA
1.008
Current
0.51
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.009
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
18.0%ile
6M Return
-22.5%
12M Return
-48.3%
12-1 Mom
-48.3%
Risk-Adj
-0.81
Vol 252d
59.9%
Vol 60d
128.6%
↑ Expanding
Max DD 12M
-49.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -48% signals a downtrend — price is moving against you. Near-term vol (129%) is expanding vs long-term (60%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.06
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 129 peers
Sector Value %ile
33.1%
Sector Quality %ile
22.3%
P/E z-score
0.66
Sector Avg OS
52.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (129%) significantly exceeds 252-day (60%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
32.4% avg (6 factors)
Quality
F
23.8% avg (6 factors)
Momentum
F
3.5% avg (4 factors)
Risk
F
16.8% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.060 | —1 | — | |
| Value %ile | 0.190 | —1 | — | |
| Quality %ile | 0.170 | —1 | — | |
| Momentum %ile | 0.180 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.218 | —1 | — | |
| Volatility | 0.599 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
103.84
Earnings Yield (E/P)
0.0059
Price / Sales
0.74
FCF Yield
4.0%
EBITDA / EV
7.9%
Sales Yield (1/P·S)
1.0146
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-2.8%
Return on Assets
1.4%
Net Margin
0.7%
Operating Margin
0.6%
Gross Profit / Assets
Novy-Marx GPA
100.8%
Current Ratio
0.51
MomentumPrice trend strength over different horizons
6M Return
-22.5%
12M Return
-48.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-48.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.81
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.9%
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
81
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
81
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
81
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity