Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/6fe6b539-2c36-4723-8557-16ec817bdf29/

TAYD

Taylor Devices Inc
Chart
$53.03
Latest Week 2026-06-05
IndustrialsSpecialty Industrial MachineryMICRO
Snapshot 2026-06-07 · 0.0w · Fresh
0.32
OS Score
28.0%
Value
25.0%
Quality
82.0%
Momentum
4/9
F-Score
0.265
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
8.2%
◐
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
28.0%ile
P/E
16.1×
P/S
3.5×
P/B
2.4×
E/P
0.0622
FCF Yield
0.076
EBITDA/EV
0.082
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
76.00000000
/100 — 1=cheapest
VC2 (Trending Value)
80.00000000
/100
VC3 (Buyback)
80.00000000
/100
FCF yield of 7.6% is strong — the business generates significant free cash relative to price. VC2 score of 80.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
25.0%ile
ROE
0.148
ROA
0.138
Net Margin
0.215
Op Margin
0.244
GPA
0.291
D/E
0.08
Current
11.52
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.265
Earn Growth
0.267
Stability
0.320
lower=better
Accruals
0.018
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of 0.08.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
82.0%ile
6M Return
11.6%
12M Return
44.9%
12-1 Mom
41.9%
Risk-Adj
0.74
Vol 252d
56.7%
Vol 60d
128.0%
↑ Expanding
Max DD 12M
-43.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 42% is very strong — a clear uptrend. Near-term vol (128%) is expanding vs long-term (57%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.32
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 500 peers
Sector Value %ile
26.5%
Sector Quality %ile
22.2%
P/E z-score
-0.33
P/B z-score
-0.05
Sector Avg OS
53.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
CMRE Costamare Inc 99.0% 95.0% 87.0% 91.0%
GSL Global Ship Lease Inc 99.0% 98.0% 89.0% 88.0%
ZTO ZTO Express (Cayman) Inc 99.0% 98.0% 93.0% 81.0%
ESEA Euroseas Ltd 99.0% 97.0% 96.0% 89.0%
DAC Danaos Corporation 98.0% 97.0% 86.0% 86.0%
NMM Navios Maritime Partners LP Unit 98.0% 97.0% 78.0% 91.0%
DLX Deluxe Corporation 98.0% 93.0% 81.0% 89.0%
CDLR Cadeler A/S 97.0% 93.0% 91.0% 70.0%
Factor Interactions
Growth at Reasonable Price
Revenue growing 27% with P/E of 16×. Growth isn't fully priced in.
Hot but Volatile
Strong momentum (82th) but high volatility (57%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (128%) significantly exceeds 252-day (57%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
55.9% avg (7 factors)
Quality
B
74.1% avg (8 factors)
Momentum
B
67.0% avg (4 factors)
Risk
F
22.2% 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 Composite0.320—0—
Value %ile0.280—1—
Quality %ile0.250—1—
Momentum %ile0.820—1—
F-Score4.000—1—
Confidence0.956—1—
Volatility0.567—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.07
Earnings Yield (E/P)
0.0622
Price / Sales
3.46
Price / Book
2.38
Price / Cash Flow
18.42
FCF Yield
7.6%
EBITDA / EV
8.2%
Sales Yield (1/P·S)
0.2936
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
14.8%
Return on Assets
13.8%
Net Margin
21.5%
Operating Margin
24.4%
Gross Profit / Assets
Novy-Marx GPA
29.1%
Debt / Equity
0.08
Current Ratio
11.52
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.018
MomentumPrice trend strength over different horizons
6M Return
11.6%
12M Return
44.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
41.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.74
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
26.5%
Earnings Growth (YoY)
26.7%
Earnings Stability (CV)
Lower = more stable
0.320
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
4
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
76
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
80
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
80
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