Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/964cf89c-e2cd-4f37-acf4-1d8290cb9902/
HTO
H2O AmericaSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.680
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.7%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 16%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
70.0%ile
P/E
21.1×
P/S
2.7×
P/B
1.2×
E/P
0.0474
FCF Yield
0.236
EBITDA/EV
0.078
SH Yield
0.027
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
32.00000000
/100 — 1=cheapest
VC2 (Trending Value)
28.00000000
/100
VC3 (Buyback)
28.00000000
/100
FCF yield of 23.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
66.0%ile
ROE
0.057
ROA
0.020
Net Margin
0.129
Op Margin
0.229
GPA
0.085
D/E
1.92
Current
2.02
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.065
Earn Growth
0.063
Stability
0.419
lower=better
Accruals
-0.026
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
50.0%ile
6M Return
21.8%
12M Return
15.8%
12-1 Mom
16.0%
Risk-Adj
0.70
Vol 252d
22.8%
Vol 60d
55.1%
↑ Expanding
Max DD 12M
-14.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (55%) is expanding vs long-term (23%) — 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
Utilities
· 109 peers
Sector Value %ile
63.6%
Sector Quality %ile
51.8%
P/E z-score
-0.12
P/B z-score
-0.37
Sector Avg OS
56.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (55%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
64.4% avg (7 factors)
Quality
C
45.7% avg (8 factors)
Momentum
C
53.2% avg (4 factors)
Risk
A
78.7% 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 | 0.700 | —1 | — | |
| Quality %ile | 0.660 | —0 | — | |
| Momentum %ile | 0.500 | —0 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.228 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
21.08
Earnings Yield (E/P)
0.0474
Price / Sales
2.71
Price / Book
1.21
Price / Cash Flow
9.02
FCF Yield
23.6%
EBITDA / EV
7.8%
Sales Yield (1/P·S)
0.2074
Shareholder Yield
Div + net buyback / mktcap
2.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.7%
Return on Assets
2.0%
Net Margin
12.9%
Operating Margin
22.9%
Gross Profit / Assets
Novy-Marx GPA
8.5%
Debt / Equity
1.92
Current Ratio
2.02
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.026
MomentumPrice trend strength over different horizons
6M Return
21.8%
12M Return
15.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
16.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.70
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.5%
Earnings Growth (YoY)
6.3%
Earnings Stability (CV)
Lower = more stable
0.419
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
2.7%
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
32
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
28
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
28
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity