Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/74fe2ad6-8e00-46cf-890b-948ddbccea97/
SNDK
Sandisk CorpSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
2 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
ROE 33%
📈
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 47.37
V
Value Analysis
Cheapness relative to fundamentals
2.0%ile
P/E
44.5×
P/S
15.2×
P/B
14.6×
E/P
0.0268
FCF Yield
0.024
EBITDA/EV
0.028
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
99.00000000
/100 — 1=cheapest
VC2 (Trending Value)
99.00000000
/100
VC3 (Buyback)
98.00000000
/100
P/E of 44.5x is premium-priced — the market is paying up for expected growth. VC2 score of 99.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
92.0%ile
ROE
0.327
ROA
0.264
Net Margin
0.342
Op Margin
0.400
GPA
0.433
D/E
0.24
Current
4.78
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.797
Stability
3.945
lower=better
Accruals
-0.008
lower=better
5yr Consist
No
ROE of 33% is exceptional. Conservative balance sheet with D/E of 0.24.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
99.0%ile
6M Return
227.6%
12M Return
3111.2%
12-1 Mom
5078.4%
Risk-Adj
47.37
Vol 252d
107.2%
Vol 60d
233.4%
↑ Expanding
Max DD 12M
-38.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 5078% is very strong — a clear uptrend. Risk-adjusted momentum of 47.37 is excellent — strong returns relative to volatility. Near-term vol (233%) is expanding vs long-term (107%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.51
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
9.0%
Sector Quality %ile
87.2%
P/E z-score
-0.05
P/B z-score
0.13
Sector Avg OS
50.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (92th) and momentum (99th) but expensive (2th value). Premium priced — watch for mean reversion.
Hot but Volatile
Strong momentum (99th) but high volatility (107%). Momentum could reverse sharply.
Quality at a Premium
High quality (92th) but expensive (2th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (233%) significantly exceeds 252-day (107%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
12.4% avg (7 factors)
Quality
A
92.1% avg (8 factors)
Momentum
A
100.0% avg (4 factors)
Risk
F
0.0% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.510 | —0 | — | |
| Value %ile | 0.020 | —7 | — | |
| Quality %ile | 0.920 | —7 | — | |
| Momentum %ile | 0.990 | —7 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.910 | —7 | — | |
| Volatility | 1.072 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
44.52
Earnings Yield (E/P)
0.0268
Price / Sales
15.22
Price / Book
14.56
Price / Cash Flow
43.25
FCF Yield
2.4%
EBITDA / EV
2.8%
Sales Yield (1/P·S)
0.0669
Shareholder Yield
Div + net buyback / mktcap
-0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
32.7%
Return on Assets
26.4%
Net Margin
34.2%
Operating Margin
40.0%
Gross Profit / Assets
Novy-Marx GPA
43.3%
Debt / Equity
0.24
Current Ratio
4.78
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.008
MomentumPrice trend strength over different horizons
6M Return
227.6%
12M Return
3111.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
5078.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
47.37
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
79.7%
Earnings Stability (CV)
Lower = more stable
3.945
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
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
99
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
99
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
98
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
Show all
Op Income
OCF
CapEx
Equity