Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a16b3c63-c2a6-46b7-b744-8641e4685d13/
AOMD
Alstom SASnapshot 2026-07-26 · 0.9w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
15.0%
◐
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
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
80.0%ile
P/E
22.8×
P/S
0.4×
P/B
0.7×
E/P
0.0797
FCF Yield
0.037
EBITDA/EV
0.150
SH Yield
0.005
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
20.00000000
/100 — 1=cheapest
VC2 (Trending Value)
28.00000000
/100
VC3 (Buyback)
31.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
21.0%ile
ROE
0.030
ROA
0.009
Net Margin
0.017
Op Margin
0.036
GPA
0.067
Current
0.94
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.037
Earn Growth
1.172
Accruals
-0.016
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
12.0%ile
6M Return
-40.6%
12M Return
-27.4%
12-1 Mom
-30.1%
Risk-Adj
-0.71
Vol 252d
42.2%
Vol 60d
102.5%
↑ Expanding
Max DD 12M
-48.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -30% signals a downtrend — price is moving against you. Near-term vol (102%) is expanding vs long-term (42%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.5
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 143 peers
Sector Value %ile
71.5%
Sector Quality %ile
22.9%
P/E z-score
-0.15
P/B z-score
-0.60
Sector Avg OS
51.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (80th value) but weak quality (21th). Classic value trap risk.
Falling Knife
Weak momentum (12th) despite looking cheap (80th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (102%) significantly exceeds 252-day (42%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
63.2% avg (7 factors)
Quality
F
22.5% avg (7 factors)
Momentum
F
2.5% avg (4 factors)
Risk
C
46.3% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.500 | —0 | — | |
| Value %ile | 0.800 | —8 | — | |
| Quality %ile | 0.210 | —8 | — | |
| Momentum %ile | 0.120 | —8 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.871 | —8 | — | |
| Volatility | 0.422 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
22.82
Earnings Yield (E/P)
0.0797
Price / Sales
0.39
Price / Book
0.69
Price / Cash Flow
8.30
FCF Yield
3.7%
EBITDA / EV
15.0%
Sales Yield (1/P·S)
2.1850
Shareholder Yield
Div + net buyback / mktcap
0.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
3.0%
Return on Assets
0.9%
Net Margin
1.7%
Operating Margin
3.6%
Gross Profit / Assets
Novy-Marx GPA
6.7%
Current Ratio
0.94
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.016
MomentumPrice trend strength over different horizons
6M Return
-40.6%
12M Return
-27.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-30.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.71
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.7%
Earnings Growth (YoY)
117.2%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.5%
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
20
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
28
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
31
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity