Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/6a3cace5-cb2c-4eb5-9e1a-39e67462d96b/
CMTL
Comtech Telecommunications CorpSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
OS 0.860
↗
Trending Value
#6.00000000
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 9.00000000
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
91.0%ile
P/E
11.4×
P/S
0.3×
P/B
0.5×
E/P
0.0876
FCF Yield
0.118
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
6.00000000
/100 — 1=cheapest
VC2 (Trending Value)
9.00000000
/100
VC3 (Buyback)
9.00000000
/100
P/E of 11.4x places this firmly in deep value territory. FCF yield of 11.8% is strong — the business generates significant free cash relative to price. VC2 score of 9.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
9.0%ile
ROE
0.046
ROA
0.018
Net Margin
0.026
Op Margin
0.094
GPA
0.202
D/E
1.65
Current
1.69
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.044
Stability
1.793
lower=better
Accruals
-0.020
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
92.0%ile
6M Return
45.2%
12M Return
107.9%
12-1 Mom
73.1%
Risk-Adj
0.87
Vol 252d
84.2%
Vol 60d
198.2%
↑ Expanding
Max DD 12M
-48.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 73% is very strong — a clear uptrend. Near-term vol (198%) is expanding vs long-term (84%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.86
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
93.2%
Sector Quality %ile
6.8%
P/E z-score
-0.18
P/B z-score
-0.12
Sector Avg OS
53.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (91th value) with strong momentum (92th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (91th value) but weak quality (9th). Classic value trap risk.
Hot but Volatile
Strong momentum (92th) but high volatility (84%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (198%) significantly exceeds 252-day (84%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
75.6% avg (6 factors)
Quality
D
38.0% avg (8 factors)
Momentum
A
85.2% avg (4 factors)
Risk
F
0.0% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. 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 | 0.860 | —1 | — | |
| Value %ile | 0.910 | —1 | — | |
| Quality %ile | 0.090 | —1 | — | |
| Momentum %ile | 0.920 | —1 | — | |
| F-Score | 2.000 | —1 | — | |
| Confidence | 0.856 | —1 | — | |
| Volatility | 0.842 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.42
Earnings Yield (E/P)
0.0876
Price / Sales
0.30
Price / Book
0.53
Price / Cash Flow
5.27
FCF Yield
11.8%
Sales Yield (1/P·S)
1.4418
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
4.6%
Return on Assets
1.8%
Net Margin
2.6%
Operating Margin
9.4%
Gross Profit / Assets
Novy-Marx GPA
20.2%
Debt / Equity
1.65
Current Ratio
1.69
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.020
MomentumPrice trend strength over different horizons
6M Return
45.2%
12M Return
107.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
73.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.87
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-4.4%
Earnings Stability (CV)
Lower = more stable
1.793
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
6
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
9
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
9
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
6
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
Yes
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