Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a0567808-ba5a-4bf1-a063-61aa9bd4872d/
AEI
Alset Ehome International IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
0 of 23 passing
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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
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
70.0%ile
P/S
12.1×
P/B
0.4×
FCF Yield
-0.106
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
34.00000000
/100 — 1=cheapest
VC2 (Trending Value)
73.00000000
/100
VC3 (Buyback)
73.00000000
/100
Negative FCF yield (-10.6%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
5.0%ile
ROE
-0.365
ROA
-0.331
Net Margin
-9.948
Op Margin
-10.197
GPA
0.009
D/E
0.03
Current
37.42
F-Score
1/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.728
Stability
1.862
lower=better
Accruals
-0.303
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.03. F-Score of 1/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
87.0%ile
6M Return
-54.2%
12M Return
53.2%
12-1 Mom
106.1%
Risk-Adj
0.93
Vol 252d
113.5%
Vol 60d
228.6%
↑ Expanding
Max DD 12M
-60.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 106% is very strong — a clear uptrend. Near-term vol (229%) is expanding vs long-term (114%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.69
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 252 peers
Sector Value %ile
74.3%
Sector Quality %ile
4.3%
P/B z-score
-0.20
Sector Avg OS
40.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (70th value) with strong momentum (87th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (70th value) but weak quality (5th). Classic value trap risk.
Hot but Volatile
Strong momentum (87th) but high volatility (114%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (229%) significantly exceeds 252-day (114%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
32.8% avg (4 factors)
Quality
D
37.6% avg (8 factors)
Momentum
B
60.2% avg (4 factors)
Risk
F
0.0% avg (1 factors)
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 | 0.690 | —0 | — | |
| Value %ile | 0.700 | —1 | — | |
| Quality %ile | 0.050 | —1 | — | |
| Momentum %ile | 0.870 | —1 | — | |
| F-Score | 1.000 | —1 | — | |
| Confidence | 0.848 | —1 | — | |
| Volatility | 1.135 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
12.07
Price / Book
0.44
FCF Yield
-10.6%
Sales Yield (1/P·S)
0.1331
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-36.5%
Return on Assets
-33.1%
Net Margin
-994.8%
Operating Margin
-1019.7%
Gross Profit / Assets
Novy-Marx GPA
0.9%
Debt / Equity
0.03
Current Ratio
37.42
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.303
MomentumPrice trend strength over different horizons
6M Return
-54.2%
12M Return
53.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
106.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.93
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-72.8%
Earnings Stability (CV)
Lower = more stable
1.862
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
1
Dividend Yield
0.0%
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
34
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
73
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
73
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity