Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/84c4e863-cf7c-407b-bae8-91d258c9c144/
JOYY
JOYY IncSnapshot 2026-07-26 · 0.6w · 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
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
10.1%
💰
High Yield
Div 6.5%
🚀
Momentum Leaders
12-1 35%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.62
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
69.0%ile
P/E
16.4×
P/S
1.7×
P/B
0.6×
E/P
0.0287
FCF Yield
0.127
EBITDA/EV
0.054
SH Yield
0.101
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
28.00000000
/100 — 1=cheapest
VC2 (Trending Value)
20.00000000
/100
VC3 (Buyback)
23.00000000
/100
FCF yield of 12.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
18.0%ile
ROE
0.035
ROA
0.030
Net Margin
0.104
Op Margin
0.046
GPA
0.102
D/E
0.16
Current
1.76
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.008
Earn Growth
-0.868
Stability
2.817
lower=better
Accruals
-0.010
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.16.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
83.0%ile
6M Return
9.0%
12M Return
52.8%
12-1 Mom
34.6%
Risk-Adj
0.94
Vol 252d
36.7%
Vol 60d
79.9%
↑ Expanding
Max DD 12M
-21.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 35% is very strong — a clear uptrend. Near-term vol (80%) is expanding vs long-term (37%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.72
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 241 peers
Sector Value %ile
62.0%
Sector Quality %ile
16.1%
P/E z-score
-0.25
P/B z-score
-0.17
Sector Avg OS
50.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (69th value) but weak quality (18th). Classic value trap risk.
Strong Capital Return
Shareholder yield 10.1% backed by 12.7% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (80%) significantly exceeds 252-day (37%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
72.9% avg (7 factors)
Quality
D
41.8% avg (8 factors)
Momentum
B
67.2% avg (4 factors)
Risk
C
55.5% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.720 | —8 | — | |
| Value %ile | 0.690 | —0 | — | |
| Quality %ile | 0.180 | —8 | — | |
| Momentum %ile | 0.830 | —4 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.958 | —8 | — | |
| Volatility | 0.367 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.36
Earnings Yield (E/P)
0.0287
Price / Sales
1.70
Price / Book
0.57
Price / Cash Flow
12.32
FCF Yield
12.7%
EBITDA / EV
5.4%
Sales Yield (1/P·S)
0.6247
Shareholder Yield
Div + net buyback / mktcap
10.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
3.5%
Return on Assets
3.0%
Net Margin
10.4%
Operating Margin
4.6%
Gross Profit / Assets
Novy-Marx GPA
10.2%
Debt / Equity
0.16
Current Ratio
1.76
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.010
External Financing
Net issuance — lower=better
0.018
MomentumPrice trend strength over different horizons
6M Return
9.0%
12M Return
52.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
34.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.94
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.8%
Earnings Growth (YoY)
-86.8%
Earnings Stability (CV)
Lower = more stable
2.817
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
6.5%
Buyback Yield
3.6%
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
28
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
20
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
23
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