Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/993393a8-8c99-4bfd-be52-64520ecac30f/
UMC
United MicroelectronicsSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
13 of 23 passing
★
OS Composite
OS 0.990
↗
Trending Value
#1.00000000
◆
Quality × Value
QV 0.901
🏛
Cornerstone Value
Div 73.1%
🌿
Cornerstone Growth
P/S 0.2
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 1.00000000
📐
EBITDA/EV
242.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
73.1%
💰
High Yield
Div 73.1%
🚀
Momentum Leaders
12-1 114%
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.35
V
Value Analysis
Cheapness relative to fundamentals
99.0%ile
P/E
1.0×
P/S
0.2×
P/B
0.1×
E/P
1.0187
FCF Yield
2.956
EBITDA/EV
2.429
SH Yield
0.731
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
1.00000000
/100 — 1=cheapest
VC2 (Trending Value)
1.00000000
/100
VC3 (Buyback)
1.00000000
/100
P/E of 1.0x places this firmly in deep value territory. FCF yield of 295.6% is strong — the business generates significant free cash relative to price. VC2 score of 1.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
82.0%ile
ROE
0.123
ROA
0.084
Net Margin
0.208
Op Margin
0.241
GPA
0.119
D/E
0.48
Current
2.72
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.022
Earn Growth
0.125
Stability
0.284
lower=better
Accruals
-0.079
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of 0.48.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
95.0%ile
6M Return
145.6%
12M Return
173.8%
12-1 Mom
114.3%
Risk-Adj
2.35
Vol 252d
48.7%
Vol 60d
117.5%
↑ Expanding
Max DD 12M
-17.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 114% is very strong — a clear uptrend. Risk-adjusted momentum of 2.35 is excellent — strong returns relative to volatility. Near-term vol (118%) is expanding vs long-term (49%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.99
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
100.0%
Sector Quality %ile
77.6%
P/E z-score
-0.21
P/B z-score
-0.12
Sector Avg OS
53.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (99th) and quality (82th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (99th value) with strong momentum (95th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 73.1% backed by 295.6% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (95th) but high volatility (49%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (118%) significantly exceeds 252-day (49%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (7 factors)
Quality
B
67.3% avg (8 factors)
Momentum
A
95.9% avg (4 factors)
Risk
D
35.6% 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. 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 | 0.990 | —1 | — | |
| Value %ile | 0.990 | —1 | — | |
| Quality %ile | 0.820 | —1 | — | |
| Momentum %ile | 0.950 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.487 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
0.98
Earnings Yield (E/P)
1.0187
Price / Sales
0.20
Price / Book
0.12
Price / Cash Flow
0.50
FCF Yield
295.6%
EBITDA / EV
242.9%
Sales Yield (1/P·S)
4.8938
Shareholder Yield
Div + net buyback / mktcap
73.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.3%
Return on Assets
8.4%
Net Margin
20.8%
Operating Margin
24.1%
Gross Profit / Assets
Novy-Marx GPA
11.9%
Debt / Equity
0.48
Current Ratio
2.72
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.079
MomentumPrice trend strength over different horizons
6M Return
145.6%
12M Return
173.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
114.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.35
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
2.2%
Earnings Growth (YoY)
12.5%
Earnings Stability (CV)
Lower = more stable
0.284
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
73.1%
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
1
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
1
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
1
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
1
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
Yes
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