Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/864b9e92-89a1-4e2e-8b9e-a1c4d7099748/
WLDS
Wearable Devices Ltd.Snapshot 2026-06-07 · 0.0w · 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
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
35.0%ile
P/B
0.0×
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
66.00000000
/100 — 1=cheapest
VC2 (Trending Value)
65.00000000
/100
VC3 (Buyback)
65.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
34.0%ile
ROE
-0.862
ROA
-0.800
Net Margin
-13.675
Op Margin
-13.817
GPA
-0.006
D/E
0.08
Current
14.15
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
0.078
lower=better
Accruals
-0.089
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of 0.08.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
34.0%ile
6M Return
-85.3%
12M Return
-82.8%
12-1 Mom
-78.8%
Risk-Adj
-0.10
Vol 252d
799.5%
Vol 60d
185.9%
↓ Contracting
Max DD 12M
-97.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -79% signals a downtrend — price is moving against you. Volatility is compressing — 60d (186%) well below 252d (799%).
OS
Composite & Factor Heatmap
All factors at a glance
0.19
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
31.7%
Sector Quality %ile
20.6%
P/B z-score
-0.12
Sector Avg OS
53.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Compressing
60-day vol (186%) well below 252-day (799%). Price action is stabilising.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (1 factors)
Quality
D
36.7% avg (8 factors)
Momentum
F
5.6% avg (4 factors)
Risk
F
0.0% 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. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.190 | —1 | — | |
| Value %ile | 0.350 | —0 | — | |
| Quality %ile | 0.340 | —0 | — | |
| Momentum %ile | 0.340 | —0 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 0.731 | —1 | — | |
| Volatility | 7.995 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
0.01
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-86.2%
Return on Assets
-80.0%
Net Margin
-1367.5%
Operating Margin
-1381.7%
Gross Profit / Assets
Novy-Marx GPA
-0.6%
Debt / Equity
0.08
Current Ratio
14.15
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.089
MomentumPrice trend strength over different horizons
6M Return
-85.3%
12M Return
-82.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-78.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.10
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
0.078
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
3
Dividend 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
65
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
65
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