Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/90b9a0f6-dc16-4d13-901d-9e5d2afda95c/
HVPE
HarbourVest Global Private Equity Ltd.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 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
12-1 33%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 18%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.83
V
Value Analysis
Cheapness relative to fundamentals
78.0%ile
P/E
731.2×
P/S
706.5×
P/B
57.1×
E/P
0.0014
FCF Yield
0.000
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
26.00000000
/100 — 1=cheapest
VC2 (Trending Value)
26.00000000
/100
VC3 (Buyback)
29.00000000
/100
P/E of 731.2x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-0.0%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
14.0%ile
ROE
0.078
ROA
0.069
Net Margin
0.966
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.576
Earn Growth
0.651
Accruals
0.069
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
84.0%ile
6M Return
8.5%
12M Return
39.5%
12-1 Mom
32.9%
Risk-Adj
1.83
Vol 252d
18.0%
Vol 60d
36.4%
↑ Expanding
Max DD 12M
-10.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 33% is very strong — a clear uptrend. Risk-adjusted momentum of 1.83 is excellent — strong returns relative to volatility. Near-term vol (36%) is expanding vs long-term (18%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.79
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 186 peers
Sector Value %ile
78.6%
Sector Quality %ile
11.2%
P/E z-score
-0.52
P/B z-score
-0.10
Sector Avg OS
58.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (78th value) with strong momentum (84th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (78th value) but weak quality (14th). Classic value trap risk.
Volatility Expanding
60-day vol (36%) significantly exceeds 252-day (18%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
4.5% avg (6 factors)
Quality
C
47.2% avg (4 factors)
Momentum
B
68.3% avg (4 factors)
Risk
A
86.6% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.790 | —1 | — | |
| Value %ile | 0.780 | —1 | — | |
| Quality %ile | 0.140 | —1 | — | |
| Momentum %ile | 0.840 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.657 | —0 | — | |
| Volatility | 0.180 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
731.15
Earnings Yield (E/P)
0.0014
Price / Sales
706.52
Price / Book
57.07
FCF Yield
-0.0%
Sales Yield (1/P·S)
0.0014
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.8%
Return on Assets
6.9%
Net Margin
96.6%
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.069
MomentumPrice trend strength over different horizons
6M Return
8.5%
12M Return
39.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
32.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.83
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
57.6%
Earnings Growth (YoY)
65.1%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
0.0%
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
26
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
26
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
29
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
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Op Income
OCF
CapEx
Equity