Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/6df3e2fa-43c4-4b09-878e-ae9f14f0b267/
TAND
Tan Delta Systems plcSnapshot 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
15.0%ile
P/S
1687.0×
P/B
681.8×
FCF Yield
-0.001
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
88.00000000
/100 — 1=cheapest
VC2 (Trending Value)
91.00000000
/100
VC3 (Buyback)
91.00000000
/100
Negative FCF yield (-0.1%) — the business is currently cash-consumptive. VC2 score of 91.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
2.0%ile
ROE
-0.388
ROA
-0.361
Net Margin
-0.961
Op Margin
-1.100
GPA
0.233
Current
15.28
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.166
Accruals
0.116
lower=better
5yr Consist
No
Accruals ratio of 0.116 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
91.0%ile
6M Return
-13.8%
12M Return
60.0%
12-1 Mom
88.6%
Risk-Adj
0.01
Vol 252d
9998.2%
Vol 60d
182.1%
↓ Contracting
Max DD 12M
-99.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 89% is very strong — a clear uptrend. Volatility is compressing — 60d (182%) well below 252d (9998%).
OS
Composite & Factor Heatmap
All factors at a glance
0.12
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 92 peers
Sector Value %ile
2.2%
Sector Quality %ile
3.2%
P/B z-score
-0.06
Sector Avg OS
55.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Hot but Volatile
Strong momentum (91th) but high volatility (9998%). Momentum could reverse sharply.
Volatility Compressing
60-day vol (182%) well below 252-day (9998%). Price action is stabilising.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
6.2% avg (4 factors)
Quality
F
22.9% avg (7 factors)
Momentum
B
61.3% avg (4 factors)
Risk
F
0.0% 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 | 0.120 | —1 | — | |
| Value %ile | 0.150 | —1 | — | |
| Quality %ile | 0.020 | —1 | — | |
| Momentum %ile | 0.910 | —1 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 0.461 | —0 | — | |
| Volatility | 99.982 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
1687.01
Price / Book
681.82
FCF Yield
-0.1%
Sales Yield (1/P·S)
0.0006
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-38.8%
Return on Assets
-36.1%
Net Margin
-96.1%
Operating Margin
-110.0%
Gross Profit / Assets
Novy-Marx GPA
23.3%
Current Ratio
15.28
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.116
MomentumPrice trend strength over different horizons
6M Return
-13.8%
12M Return
60.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
88.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.01
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-16.6%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
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
88
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
91
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
91
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