Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/7b5ec931-fc85-46a5-9246-d188a22d4345/
YHNA
YHN Acquisition I Limited Ordinary SharesSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.0%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 4%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.26
V
Value Analysis
Cheapness relative to fundamentals
34.0%ile
P/E
34.9×
P/B
8.7×
E/P
0.0287
FCF Yield
-0.041
SH Yield
0.060
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
66.00000000
/100 — 1=cheapest
VC2 (Trending Value)
66.00000000
/100
VC3 (Buyback)
66.00000000
/100
P/E of 34.9x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-4.1%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
33.0%ile
ROE
0.248
ROA
0.225
D/E
0.81
Current
0.01
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Earn Growth
-0.265
Stability
1.131
lower=better
Accruals
0.547
lower=better
5yr Consist
No
ROE of 25% is exceptional. Accruals ratio of 0.547 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
33.0%ile
6M Return
3.2%
12M Return
5.2%
12-1 Mom
4.7%
Risk-Adj
1.26
Vol 252d
3.7%
Vol 60d
9.2%
↑ Expanding
Max DD 12M
-1.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (9%) is expanding vs long-term (4%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.16
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
0.2%
Sector Quality %ile
11.8%
P/E z-score
1.00
P/B z-score
0.22
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Earnings Quality Concern
ROE looks strong (25%) but high accruals (0.547) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (9%) significantly exceeds 252-day (4%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
26.1% avg (5 factors)
Quality
C
50.1% avg (5 factors)
Momentum
D
44.1% avg (4 factors)
Risk
A
100.0% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.160 | —1 | — | |
| Value %ile | 0.340 | —0 | — | |
| Quality %ile | 0.330 | —0 | — | |
| Momentum %ile | 0.330 | —0 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 0.727 | —1 | — | |
| Volatility | 0.037 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
34.86
Earnings Yield (E/P)
0.0287
Price / Book
8.65
FCF Yield
-4.1%
Shareholder Yield
Div + net buyback / mktcap
6.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
24.8%
Return on Assets
22.5%
Debt / Equity
0.81
Current Ratio
0.01
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.547
MomentumPrice trend strength over different horizons
6M Return
3.2%
12M Return
5.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
4.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.26
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Growth (YoY)
-26.5%
Earnings Stability (CV)
Lower = more stable
1.131
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
6.0%
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
66
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
66
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
66
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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