Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/92b483a6-75f8-49cf-85b6-f4f43dc197af/
FEML
Fidelity Emerging Markets LimitedSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
#11
◆
Quality × Value
QV 0.885
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 8
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +468%
🔄
Shareholder Yield
29.3%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 88%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 3.49
V
Value Analysis
Cheapness relative to fundamentals
91.0%ile
P/E
4.3×
P/S
4.0×
P/B
0.8×
FCF Yield
0.352
SH Yield
0.293
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
13.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
9.00000000
/100
P/E of 4.3x places this firmly in deep value territory. FCF yield of 35.2% is strong — the business generates significant free cash relative to price. VC2 score of 8.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
86.0%ile
ROE
0.182
ROA
0.177
Net Margin
0.948
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
4.678
Earn Growth
9.575
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
97.0%ile
6M Return
24.6%
12M Return
68.3%
12-1 Mom
88.2%
Risk-Adj
3.49
Vol 252d
25.2%
Vol 60d
63.2%
↑ Expanding
Max DD 12M
-13.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 88% is very strong — a clear uptrend. Risk-adjusted momentum of 3.49 is excellent — strong returns relative to volatility. Near-term vol (63%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.97
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 185 peers
Sector Value %ile
91.4%
Sector Quality %ile
85.5%
P/E z-score
-0.37
P/B z-score
-0.22
Sector Avg OS
55.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (91th) and quality (86th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (91th value) with strong momentum (97th). The market is starting to recognise the value.
Growth at Reasonable Price
Revenue growing 468% with P/E of 4×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 29.3% backed by 35.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (63%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
94.2% avg (5 factors)
Quality
A
80.2% avg (3 factors)
Momentum
A
92.0% avg (4 factors)
Risk
B
74.6% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.970 | —7 | — | |
| Value %ile | 0.910 | —7 | — | |
| Quality %ile | 0.860 | —7 | — | |
| Momentum %ile | 0.970 | —7 | — | |
| F-Score | 4.000 | —7 | — | |
| Confidence | 0.527 | —0 | — | |
| Volatility | 0.252 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
4.27
Price / Sales
4.05
Price / Book
0.78
FCF Yield
35.2%
Sales Yield (1/P·S)
0.2587
Shareholder Yield
Div + net buyback / mktcap
29.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
18.2%
Return on Assets
17.7%
Net Margin
94.8%
MomentumPrice trend strength over different horizons
6M Return
24.6%
12M Return
68.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
88.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.49
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
467.8%
Earnings Growth (YoY)
957.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
1.4%
Buyback Yield
27.9%
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
13
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
9
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
11
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity