Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9f0494d6-65eb-4218-9f65-d4a1b85207cc/
DAVE
Dave IncSnapshot 2026-07-19 · 0.6w · 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
Rev +59%
🔄
Shareholder Yield
4.0%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.52
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
6.0%ile
P/E
24.9×
P/S
9.3×
P/B
27.5×
E/P
0.0369
FCF Yield
0.058
EBITDA/EV
0.038
SH Yield
0.040
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
95.00000000
/100 — 1=cheapest
VC2 (Trending Value)
91.00000000
/100
VC3 (Buyback)
92.00000000
/100
VC2 score of 91.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
99.0%ile
ROE
1.104
ROA
0.424
Net Margin
0.372
Op Margin
0.350
GPA
0.993
D/E
1.60
Current
3.86
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.585
Earn Growth
3.290
Stability
0.962
lower=better
Accruals
-0.192
lower=better
5yr Consist
No
ROE of 110% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
90.0%ile
6M Return
127.0%
12M Return
101.9%
12-1 Mom
44.2%
Risk-Adj
0.56
Vol 252d
79.1%
Vol 60d
172.0%
↑ Expanding
Max DD 12M
-34.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 44% is very strong — a clear uptrend. Near-term vol (172%) is expanding vs long-term (79%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.54
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
13.4%
Sector Quality %ile
100.0%
P/E z-score
-0.12
P/B z-score
0.48
Sector Avg OS
50.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (99th) and momentum (90th) but expensive (6th value). Premium priced — watch for mean reversion.
Hot but Volatile
Strong momentum (90th) but high volatility (79%). Momentum could reverse sharply.
Quality at a Premium
High quality (99th) but expensive (6th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (172%) significantly exceeds 252-day (79%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
35.6% avg (7 factors)
Quality
A
95.0% avg (8 factors)
Momentum
A
82.8% avg (4 factors)
Risk
F
0.0% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. 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 | 0.540 | —0 | — | |
| Value %ile | 0.060 | —7 | — | |
| Quality %ile | 0.990 | —7 | — | |
| Momentum %ile | 0.900 | —2 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.940 | —7 | — | |
| Volatility | 0.791 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
24.89
Earnings Yield (E/P)
0.0369
Price / Sales
9.26
Price / Book
27.48
Price / Cash Flow
17.13
FCF Yield
5.8%
EBITDA / EV
3.8%
Sales Yield (1/P·S)
0.1054
Shareholder Yield
Div + net buyback / mktcap
4.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
110.4%
Return on Assets
42.4%
Net Margin
37.2%
Operating Margin
35.0%
Gross Profit / Assets
Novy-Marx GPA
99.3%
Debt / Equity
1.60
Current Ratio
3.86
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.192
External Financing
Net issuance — lower=better
0.422
MomentumPrice trend strength over different horizons
6M Return
127.0%
12M Return
101.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
44.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.56
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
58.5%
Earnings Growth (YoY)
329.0%
Earnings Stability (CV)
Lower = more stable
0.962
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Buyback Yield
4.0%
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
95
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
91
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
92
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