Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/8fe07366-0e75-409c-bd62-5b1465d5c145/
PHI
PLDT Inc ADRSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.910
↗
Trending Value
✗
◆
Quality × Value
QV 0.955
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.0
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 2.00000000
📐
EBITDA/EV
33.7%
◐
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
97.0%ile
P/E
0.1×
P/S
0.0×
P/B
0.0×
FCF Yield
0.531
EBITDA/EV
0.337
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
1.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
1.00000000
/100
P/E of 0.1x places this firmly in deep value territory. FCF yield of 53.1% is strong — the business generates significant free cash relative to price. VC2 score of 2.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
94.0%ile
ROE
0.241
ROA
0.047
Net Margin
0.136
Op Margin
0.221
GPA
0.249
D/E
4.07
Current
0.42
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.014
Earn Growth
-0.046
Stability
0.271
lower=better
Accruals
-0.106
lower=better
5yr Consist
Yes
ROE of 24% is exceptional. Highly leveraged with D/E of 4.07 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
18.0%ile
6M Return
-13.9%
12M Return
-14.4%
12-1 Mom
-3.0%
Risk-Adj
-0.12
Vol 252d
24.6%
Vol 60d
53.1%
↑ Expanding
Max DD 12M
-21.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (53%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.91
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 264 peers
Sector Value %ile
95.8%
Sector Quality %ile
91.7%
P/E z-score
-0.56
P/B z-score
-0.09
Sector Avg OS
54.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (97th) and quality (94th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (18th) despite looking cheap (97th value). Wait for momentum to stabilise.
Leveraged Returns
Strong ROE (24%) boosted by high leverage (D/E 4.1). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (53%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (5 factors)
Quality
C
47.7% avg (8 factors)
Momentum
F
22.2% avg (4 factors)
Risk
A
75.6% 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 | 0.910 | —1 | — | |
| Value %ile | 0.970 | —1 | — | |
| Quality %ile | 0.940 | —1 | — | |
| Momentum %ile | 0.180 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.246 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
0.13
Price / Sales
0.02
Price / Book
0.03
Price / Cash Flow
0.04
FCF Yield
53.1%
EBITDA / EV
33.7%
Sales Yield (1/P·S)
0.7504
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
24.1%
Return on Assets
4.7%
Net Margin
13.6%
Operating Margin
22.1%
Gross Profit / Assets
Novy-Marx GPA
24.9%
Debt / Equity
4.07
Current Ratio
0.42
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.106
MomentumPrice trend strength over different horizons
6M Return
-13.9%
12M Return
-14.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-3.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.12
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.4%
Earnings Growth (YoY)
-4.6%
Earnings Stability (CV)
Lower = more stable
0.271
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
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
1
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
2
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
1
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
73
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