Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/82e8b4da-80be-4bf2-8b7d-b33aefe5bce3/
VIPS
Vipshop Holdings LimitedSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.870
↗
Trending Value
✗
◆
Quality × Value
QV 0.838
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.1
💎
Deep Value
P/E 0.9
◇
VC2 Cheapest
VC2 1
📐
EBITDA/EV
147.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
75.2%
💰
High Yield
Div 4.3%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.83
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
99.0%ile
P/E
0.9×
P/S
0.1×
P/B
0.2×
E/P
1.3924
FCF Yield
1.367
EBITDA/EV
1.479
SH Yield
0.752
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
1.00000000
/100 — 1=cheapest
VC2 (Trending Value)
1.00000000
/100
VC3 (Buyback)
1.00000000
/100
P/E of 0.9x places this firmly in deep value territory. FCF yield of 136.7% is strong — the business generates significant free cash relative to price. VC2 score of 1.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
71.0%ile
ROE
0.182
ROA
0.094
Net Margin
0.071
Op Margin
0.091
GPA
0.312
D/E
0.85
Current
1.26
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.009
Earn Growth
0.017
Stability
0.302
lower=better
Accruals
0.000
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
21.0%ile
6M Return
-9.7%
12M Return
-4.5%
12-1 Mom
-12.2%
Risk-Adj
-0.37
Vol 252d
33.2%
Vol 60d
69.5%
↑ Expanding
Max DD 12M
-32.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -12% signals a downtrend — price is moving against you. Near-term vol (69%) is expanding vs long-term (33%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.87
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 485 peers
Sector Value %ile
100.0%
Sector Quality %ile
74.1%
P/E z-score
-0.28
P/B z-score
-0.11
Sector Avg OS
50.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (99th) and quality (71th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 75.2% backed by 136.7% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (69%) significantly exceeds 252-day (33%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (7 factors)
Quality
C
51.4% avg (8 factors)
Momentum
F
21.7% avg (4 factors)
Risk
B
61.3% 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
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.870 | —7 | — | |
| Value %ile | 0.990 | —7 | — | |
| Quality %ile | 0.710 | —7 | — | |
| Momentum %ile | 0.210 | —7 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.969 | —7 | — | |
| Volatility | 0.332 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
0.93
Earnings Yield (E/P)
1.3924
Price / Sales
0.07
Price / Book
0.17
Price / Cash Flow
0.93
FCF Yield
136.7%
EBITDA / EV
147.9%
Sales Yield (1/P·S)
15.2306
Shareholder Yield
Div + net buyback / mktcap
75.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
18.2%
Return on Assets
9.4%
Net Margin
7.1%
Operating Margin
9.1%
Gross Profit / Assets
Novy-Marx GPA
31.2%
Debt / Equity
0.85
Current Ratio
1.26
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.000
External Financing
Net issuance — lower=better
0.062
MomentumPrice trend strength over different horizons
6M Return
-9.7%
12M Return
-4.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-12.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.37
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.9%
Earnings Growth (YoY)
1.7%
Earnings Stability (CV)
Lower = more stable
0.302
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
4.3%
Buyback Yield
70.9%
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
1
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
1
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
1
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
62
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