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ZSQR

Z Squared Inc.
Chart
$10.12
Latest Week 2026-06-05
TechnologySoftware - InfrastructureMICRO
Snapshot 2026-06-07 · 0.0w · Fresh
0.15
OS Score
33.0%
Value
33.0%
Quality
33.0%
Momentum
3/9
F-Score
0.330
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
Noneyr
🌱
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
33.0%ile
P/S
43.2×
P/B
2.9×
FCF Yield
-0.142
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
67.00000000
/100 — 1=cheapest
VC2 (Trending Value)
67.00000000
/100
VC3 (Buyback)
67.00000000
/100
Negative FCF yield (-14.2%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
33.0%ile
ROE
-0.565
ROA
-0.502
Net Margin
-8.323
Op Margin
-9.124
GPA
-0.153
D/E
0.11
Current
3.25
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
0.279
lower=better
Accruals
-0.161
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of 0.11.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
33.0%ile
6M Return
-35.5%
12M Return
13.1%
12-1 Mom
39.3%
Risk-Adj
0.49
Vol 252d
80.4%
Vol 60d
173.6%
↑ Expanding
Max DD 12M
-52.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 39% is very strong — a clear uptrend. Near-term vol (174%) is expanding vs long-term (80%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.15
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology · 500 peers
Sector Value %ile
31.7%
Sector Quality %ile
20.6%
P/B z-score
-0.09
Sector Avg OS
53.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
JFU 9F Inc 99.0% 98.0% 82.0% 93.0%
ERIC Telefonaktiebolaget LM Ericsson B ADR 99.0% 98.0% 92.0% 84.0%
ASX ASE Industrial Holding Co Ltd ADR 99.0% 99.0% 89.0% 97.0%
UMC United Microelectronics 99.0% 99.0% 82.0% 95.0%
PLAB Photronics Inc 98.0% 94.0% 87.0% 90.0%
TOYO TOYO Co., Ltd Ordinary Shares 98.0% 83.0% 97.0% 98.0%
DSWL Deswell Industries Inc 98.0% 98.0% 80.0% 85.0%
CCSI Consensus Cloud Solutions Inc 97.0% 86.0% 98.0% 83.0%
Factor Interactions
Volatility Expanding
60-day vol (174%) significantly exceeds 252-day (80%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
19.7% avg (4 factors)
Quality
D
37.2% avg (8 factors)
Momentum
D
42.7% avg (4 factors)
Risk
F
0.0% 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
FactorCurrentStreakTrendSpark
OS Composite0.150—1—
Value %ile0.330—0—
Quality %ile0.330—0—
Momentum %ile0.330—0—
F-Score3.000—1—
Confidence0.818—1—
Volatility0.804—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
43.17
Price / Book
2.93
FCF Yield
-14.2%
Sales Yield (1/P·S)
0.0252
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-56.5%
Return on Assets
-50.2%
Net Margin
-832.3%
Operating Margin
-912.4%
Gross Profit / Assets
Novy-Marx GPA
-15.3%
Debt / Equity
0.11
Current Ratio
3.25
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.161
MomentumPrice trend strength over different horizons
6M Return
-35.5%
12M Return
13.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
39.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.49
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
0.279
5yr Consistent
EPS up every year for 5 years
Yes
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
67
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
67
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
67
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity