Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/90b795ab-a3bf-40c4-bf63-fa09b87640e7/
Strategy Eligibility
1 of 23 passing
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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
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.26
V
Value Analysis
Cheapness relative to fundamentals
52.0%ile
P/S
823.5×
P/B
14.7×
FCF Yield
-0.039
SH Yield
-0.004
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
48.00000000
/100 — 1=cheapest
VC2 (Trending Value)
48.00000000
/100
VC3 (Buyback)
48.00000000
/100
Negative FCF yield (-3.9%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
53.0%ile
ROE
-1.110
ROA
-0.261
Net Margin
-62.085
Op Margin
-18.637
Current
13.77
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.222
Stability
0.891
lower=better
Accruals
-0.182
lower=better
5yr Consist
No
F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
54.0%ile
6M Return
11.3%
12M Return
85.5%
12-1 Mom
124.6%
Risk-Adj
2.26
Vol 252d
55.0%
Vol 60d
125.9%
↑ Expanding
Max DD 12M
-28.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 125% is very strong — a clear uptrend. Risk-adjusted momentum of 2.26 is excellent — strong returns relative to volatility. Near-term vol (126%) is expanding vs long-term (55%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.56
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 94 peers
Sector Value %ile
49.5%
Sector Quality %ile
60.0%
P/B z-score
3.82
Sector Avg OS
54.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (126%) significantly exceeds 252-day (55%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
1.7% avg (4 factors)
Quality
D
33.3% avg (6 factors)
Momentum
A
83.3% avg (4 factors)
Risk
F
25.0% avg (1 factors)
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 | 0.560 | —0 | — | |
| Value %ile | 0.520 | —0 | — | |
| Quality %ile | 0.530 | —0 | — | |
| Momentum %ile | 0.540 | —0 | — | |
| F-Score | 2.000 | —1 | — | |
| Confidence | 0.758 | —1 | — | |
| Volatility | 0.550 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
823.45
Price / Book
14.72
FCF Yield
-3.9%
Sales Yield (1/P·S)
0.0013
Shareholder Yield
Div + net buyback / mktcap
-0.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-111.0%
Return on Assets
-26.1%
Net Margin
-6208.5%
Operating Margin
-1863.7%
Current Ratio
13.77
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.182
MomentumPrice trend strength over different horizons
6M Return
11.3%
12M Return
85.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
124.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.26
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
22.2%
Earnings Stability (CV)
Lower = more stable
0.891
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
0.0%
Buyback Yield
-0.4%
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
48
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
48
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
48
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