Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/6b2d4ac1-771c-4b08-a51b-b78765f169bf/

SOLS

Solstice Advanced Materials, Inc
Chart
$81.02
Latest Week 2026-06-05
Basic MaterialsSpecialty ChemicalsLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.03
OS Score
4.0%
Value
20.0%
Quality
38.0%
Momentum
3/9
F-Score
0.089
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
11.7%
💰
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
4.0%ile
P/E
120.2×
P/S
3.2×
P/B
8.7×
E/P
0.0083
FCF Yield
0.009
EBITDA/EV
0.058
SH Yield
0.117
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
95.00000000
/100 — 1=cheapest
VC2 (Trending Value)
87.00000000
/100
VC3 (Buyback)
87.00000000
/100
P/E of 120.2x is premium-priced — the market is paying up for expected growth. VC2 score of 87.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
20.0%ile
ROE
0.072
ROA
0.019
Net Margin
0.027
Op Margin
0.172
GPA
0.216
Current
1.43
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.031
Earn Growth
-0.601
Stability
1.342
lower=better
Accruals
-0.067
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
38.0%ile
6M Return
72.2%
Vol 252d
47.6%
Vol 60d
104.7%
↑ Expanding
Max DD 12M
-16.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (105%) is expanding vs long-term (48%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.03
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials · 224 peers
Sector Value %ile
1.3%
Sector Quality %ile
29.3%
P/E z-score
1.48
P/B z-score
-0.04
Sector Avg OS
55.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
IAG IAMGold Corporation 99.0% 91.0% 98.0% 94.0%
CPAC Cementos Pacasmayo SAA ADR 99.0% 98.0% 83.0% 92.0%
NEXA Nexa Resources SA 99.0% 96.0% 85.0% 96.0%
BHP BHP Group Limited 98.0% 88.0% 98.0% 90.0%
ERO Ero Copper Corp 98.0% 87.0% 96.0% 89.0%
FSM Fortuna Silver Mines Inc 98.0% 94.0% 97.0% 76.0%
B Barrick Mining Corporation 98.0% 86.0% 98.0% 93.0%
SSL Sasol Ltd 98.0% 99.0% 68.0% 97.0%
Factor Interactions
Volatility Expanding
60-day vol (105%) significantly exceeds 252-day (48%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
33.6% avg (7 factors)
Quality
D
40.9% avg (7 factors)
Momentum
A
100.0% avg (1 factors)
Risk
D
37.4% 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 Composite0.030—1—
Value %ile0.040—1—
Quality %ile0.200—1—
Momentum %ile0.380—0—
F-Score3.000—1—
Confidence0.879—1—
Volatility0.476—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
120.24
Earnings Yield (E/P)
0.0083
Price / Sales
3.23
Price / Book
8.66
Price / Cash Flow
26.04
FCF Yield
0.9%
EBITDA / EV
5.8%
Sales Yield (1/P·S)
0.2716
Shareholder Yield
Div + net buyback / mktcap
11.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.2%
Return on Assets
1.9%
Net Margin
2.7%
Operating Margin
17.2%
Gross Profit / Assets
Novy-Marx GPA
21.6%
Current Ratio
1.43
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.067
MomentumPrice trend strength over different horizons
6M Return
72.2%
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.1%
Earnings Growth (YoY)
-60.1%
Earnings Stability (CV)
Lower = more stable
1.342
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
11.7%
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
95
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
87
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
87
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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