Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/836712b0-d893-4aa4-b6a9-2dc8fd02730f/
CSTE
Caesarstone LtdSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
1 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
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
76.0%ile
P/S
0.2×
P/B
0.6×
FCF Yield
-0.156
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
16.00000000
/100 — 1=cheapest
VC2 (Trending Value)
23.00000000
/100
VC3 (Buyback)
21.00000000
/100
Negative FCF yield (-15.6%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
3.0%ile
ROE
-1.176
ROA
-0.394
Net Margin
-0.377
Op Margin
-0.380
GPA
0.194
D/E
2.03
Current
1.70
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.090
Stability
1.077
lower=better
Accruals
-0.315
lower=better
5yr Consist
No
Highly leveraged with D/E of 2.03 — returns are being amplified by debt. F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
73.0%ile
6M Return
14.5%
12M Return
36.3%
12-1 Mom
10.1%
Risk-Adj
0.07
Vol 252d
148.7%
Vol 60d
370.8%
↑ Expanding
Max DD 12M
-75.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (371%) is expanding vs long-term (149%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.67
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
80.2%
Sector Quality %ile
1.6%
P/B z-score
-0.07
Sector Avg OS
51.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (76th value) with strong momentum (73th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (76th value) but weak quality (3th). Classic value trap risk.
Volatility Expanding
60-day vol (371%) significantly exceeds 252-day (149%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
52.3% avg (4 factors)
Quality
F
29.5% avg (8 factors)
Momentum
C
50.7% avg (4 factors)
Risk
F
0.0% avg (1 factors)
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 | 0.670 | —0 | — | |
| Value %ile | 0.760 | —7 | — | |
| Quality %ile | 0.030 | —7 | — | |
| Momentum %ile | 0.730 | —2 | — | |
| F-Score | 2.000 | —7 | — | |
| Confidence | 0.793 | —7 | — | |
| Volatility | 1.487 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.20
Price / Book
0.64
FCF Yield
-15.6%
Sales Yield (1/P·S)
2.8117
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-117.6%
Return on Assets
-39.4%
Net Margin
-37.7%
Operating Margin
-38.0%
Gross Profit / Assets
Novy-Marx GPA
19.4%
Debt / Equity
2.03
Current Ratio
1.70
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.315
MomentumPrice trend strength over different horizons
6M Return
14.5%
12M Return
36.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
10.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.07
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-9.0%
Earnings Stability (CV)
Lower = more stable
1.077
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
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
16
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
23
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
21
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