Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/70935413-dfab-413c-b01c-538a0c9e1661/

JAKK

JAKKS Pacific Inc
Chart
$21.66
Latest Week 2026-06-05
Consumer CyclicalLeisureMICRO
Snapshot 2026-06-07 · 0.0w · Fresh
0.55
OS Score
82.0%
Value
11.0%
Quality
27.0%
Momentum
4/9
F-Score
0.300
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
13.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.6%
💰
High Yield
Div 4.6%
🚀
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
82.0%ile
P/E
27.5×
P/S
0.5×
P/B
1.0×
E/P
0.0364
FCF Yield
0.188
EBITDA/EV
0.135
SH Yield
0.046
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
17.00000000
/100 — 1=cheapest
VC2 (Trending Value)
13.00000000
/100
VC3 (Buyback)
13.00000000
/100
FCF yield of 18.8% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
11.0%ile
ROE
0.037
ROA
0.023
Net Margin
0.017
Op Margin
0.029
GPA
0.443
D/E
0.65
Current
1.96
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.239
Earn Growth
-0.804
Stability
2.961
lower=better
Accruals
-0.028
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
27.0%ile
6M Return
33.7%
12M Return
5.2%
12-1 Mom
11.5%
Risk-Adj
0.26
Vol 252d
44.6%
Vol 60d
105.7%
↑ Expanding
Max DD 12M
-23.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (106%) is expanding vs long-term (45%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.55
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 500 peers
Sector Value %ile
76.4%
Sector Quality %ile
10.8%
P/E z-score
-0.04
P/B z-score
-0.40
Sector Avg OS
54.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BWMX Betterware de México, S.A.P.I. de C.V. 99.0% 98.0% 93.0% 95.0%
HTHT Huazhu Group Ltd 98.0% 96.0% 94.0% 79.0%
KSS Kohl's Corporation 98.0% 98.0% 74.0% 90.0%
M Macy’s Inc 98.0% 97.0% 81.0% 90.0%
FLXS Flexsteel Industries Inc 98.0% 93.0% 79.0% 91.0%
SBH Sally Beauty Holdings Inc 98.0% 95.0% 92.0% 84.0%
CYD China Yuchai International Limited 98.0% 99.0% 71.0% 97.0%
STRT Strattec Security Corporation 97.0% 95.0% 82.0% 76.0%
Factor Interactions
Cheap for a Reason?
Looks cheap (82th value) but weak quality (11th). Classic value trap risk.
Strong Capital Return
Shareholder yield 4.6% backed by 18.8% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (106%) significantly exceeds 252-day (45%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
70.8% avg (7 factors)
Quality
C
46.0% avg (8 factors)
Momentum
C
49.7% avg (4 factors)
Risk
D
42.3% 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 Composite0.550—0—
Value %ile0.820—1—
Quality %ile0.110—1—
Momentum %ile0.270—1—
F-Score4.000—1—
Confidence1.000—1—
Volatility0.446—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
27.50
Earnings Yield (E/P)
0.0364
Price / Sales
0.46
Price / Book
1.02
Price / Cash Flow
12.24
FCF Yield
18.8%
EBITDA / EV
13.5%
Sales Yield (1/P·S)
2.7456
Shareholder Yield
Div + net buyback / mktcap
4.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
3.7%
Return on Assets
2.3%
Net Margin
1.7%
Operating Margin
2.9%
Gross Profit / Assets
Novy-Marx GPA
44.3%
Debt / Equity
0.65
Current Ratio
1.96
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.028
MomentumPrice trend strength over different horizons
6M Return
33.7%
12M Return
5.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
11.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.26
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-23.9%
Earnings Growth (YoY)
-80.4%
Earnings Stability (CV)
Lower = more stable
2.961
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
4.6%
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
17
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
13
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
13
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