Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/985f2a91-432b-49d5-91b0-87d417310e3e/
SETCO
Setco Automotive LimitedSnapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
#12
◆
Quality × Value
QV 0.903
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 9
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
72.2%
💰
High Yield
Div 72.2%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
84.0%ile
P/S
0.3×
E/P
0.0574
FCF Yield
0.051
EBITDA/EV
0.078
SH Yield
0.722
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
17.00000000
/100 — 1=cheapest
VC2 (Trending Value)
9.00000000
/100
VC3 (Buyback)
10.00000000
/100
VC2 score of 9.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
97.0%ile
ROE
0.167
ROA
-0.237
Net Margin
-0.169
Op Margin
0.113
GPA
0.698
Current
0.19
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.122
Stability
0.380
lower=better
Accruals
-0.399
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
75.0%ile
6M Return
27.7%
12M Return
6.3%
12-1 Mom
3.5%
Risk-Adj
0.05
Vol 252d
70.9%
Vol 60d
168.6%
↑ Expanding
Max DD 12M
-38.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (169%) is expanding vs long-term (71%) — 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
Consumer Cyclical
· 431 peers
Sector Value %ile
86.6%
Sector Quality %ile
100.0%
Sector Avg OS
53.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (84th) and quality (97th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (84th value) with strong momentum (75th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 72.2% backed by 5.1% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (169%) significantly exceeds 252-day (71%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
65.5% avg (5 factors)
Quality
D
42.0% avg (7 factors)
Momentum
D
44.2% avg (4 factors)
Risk
F
0.0% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ 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 | 0.840 | —7 | — | |
| Quality %ile | 0.970 | —7 | — | |
| Momentum %ile | 0.750 | —2 | — | |
| F-Score | 7.000 | —7 | — | |
| Confidence | 0.678 | —0 | — | |
| Volatility | 0.709 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0574
Price / Sales
0.31
Price / Cash Flow
2.71
FCF Yield
5.1%
EBITDA / EV
7.8%
Sales Yield (1/P·S)
0.5095
Shareholder Yield
Div + net buyback / mktcap
72.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.7%
Return on Assets
-23.7%
Net Margin
-16.9%
Operating Margin
11.3%
Gross Profit / Assets
Novy-Marx GPA
69.8%
Current Ratio
0.19
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.399
MomentumPrice trend strength over different horizons
6M Return
27.7%
12M Return
6.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
3.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.05
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
12.2%
Earnings Stability (CV)
Lower = more stable
0.380
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
72.2%
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
17
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
9
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
10
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
12
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