Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/6e29229c-e896-4419-b4ad-20897a870051/

SHAZ

SharonAI Holdings, Inc. Class A Common Stock
Chart
63.64 USD
Latest Week 2026-07-17
TechnologyInformation Technology ServicesMID
Snapshot 2026-07-19 · 0.6w · Fresh
0.17
OS Score
12.0%
Value
10.0%
Quality
99.0%
Momentum
2/9
F-Score
0.110
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
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 53.90
V
Value Analysis
Cheapness relative to fundamentals
12.0%ile
P/S
1467.3×
P/B
25.4×
FCF Yield
0.020
SH Yield
-0.053
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
87.00000000
/100 — 1=cheapest
VC2 (Trending Value)
91.00000000
/100
VC3 (Buyback)
91.00000000
/100
VC2 score of 91.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
10.0%ile
ROE
-0.654
ROA
-0.185
Net Margin
-37.841
Op Margin
-29.163
GPA
-0.005
D/E
2.54
Current
1.04
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
1.012
Stability
1.559
lower=better
Accruals
-0.159
lower=better
5yr Consist
No
Highly leveraged with D/E of 2.54 — returns are being amplified by debt. F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
99.0%ile
6M Return
3340.0%
12M Return
60165.2%
12-1 Mom
87684.1%
Risk-Adj
53.90
Vol 252d
1626.8%
Vol 60d
4080.1%
↑ Expanding
Max DD 12M
-36.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 87684% is very strong — a clear uptrend. Risk-adjusted momentum of 53.90 is excellent — strong returns relative to volatility. Near-term vol (4080%) is expanding vs long-term (1627%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.17
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology · 500 peers
Sector Value %ile
17.4%
Sector Quality %ile
6.8%
P/B z-score
0.42
Sector Avg OS
50.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
TSM Taiwan Semiconductor Manufacturing 99.0% 98.0% 98.0% 90.0%
ASX ASE Industrial Holding Co Ltd ADR 99.0% 98.0% 84.0% 98.0%
TOYO TOYO Co., Ltd Ordinary Shares 99.0% 97.0% 97.0% 86.0%
ERIC Telefonaktiebolaget LM Ericsson B ADR 99.0% 99.0% 93.0% 80.0%
KARO Karooooo Ltd 98.0% 98.0% 98.0% 66.0%
VISN CommScope Holding Company, Inc. 98.0% 95.0% 76.0% 98.0%
CCSI Consensus Cloud Solutions Inc 98.0% 86.0% 98.0% 90.0%
PLAB Photronics Inc 98.0% 95.0% 85.0% 86.0%
Factor Interactions
Hot but Volatile
Strong momentum (99th) but high volatility (1627%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (4080%) significantly exceeds 252-day (1627%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
7.1% avg (4 factors)
Quality
F
19.8% avg (8 factors)
Momentum
A
100.0% 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
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.170—7—
Value %ile0.120—7—
Quality %ile0.100—7—
Momentum %ile0.990—7—
F-Score2.000—7—
Confidence0.793—7—
Volatility16.268—7—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
1467.34
Price / Book
25.36
FCF Yield
2.0%
Sales Yield (1/P·S)
0.0007
Shareholder Yield
Div + net buyback / mktcap
-5.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-65.4%
Return on Assets
-18.5%
Net Margin
-3784.1%
Operating Margin
-2916.3%
Gross Profit / Assets
Novy-Marx GPA
-0.5%
Debt / Equity
2.54
Current Ratio
1.04
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.159
MomentumPrice trend strength over different horizons
6M Return
3340.0%
12M Return
60165.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
87684.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
53.90
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
101.2%
Earnings Stability (CV)
Lower = more stable
1.559
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Buyback Yield
-5.3%
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
87
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