Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a2265904-1ec9-4b35-ae64-25226e1c342c/
ZIM
ZIM Integrated Shipping Services LtdSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.890
↗
Trending Value
#14.00000000
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 3.00000000
📐
EBITDA/EV
54.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
20.8%
💰
High Yield
Div 20.8%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.12
V
Value Analysis
Cheapness relative to fundamentals
94.0%ile
P/E
31.1×
P/S
0.5×
P/B
0.8×
E/P
0.0322
FCF Yield
0.552
EBITDA/EV
0.545
SH Yield
0.208
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
6.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
3.00000000
/100
P/E of 31.1x is premium-priced — the market is paying up for expected growth. FCF yield of 55.2% is strong — the business generates significant free cash relative to price. VC2 score of 3.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
23.0%ile
ROE
0.026
ROA
0.009
Net Margin
0.016
Op Margin
0.079
GPA
0.065
D/E
1.76
Current
1.19
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.291
Earn Growth
-0.958
Stability
1.282
lower=better
Accruals
-0.145
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
86.0%ile
6M Return
30.3%
12M Return
51.7%
12-1 Mom
59.9%
Risk-Adj
1.12
Vol 252d
53.4%
Vol 60d
123.9%
↑ Expanding
Max DD 12M
-28.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 60% is very strong — a clear uptrend. Near-term vol (124%) is expanding vs long-term (53%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.89
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
95.6%
Sector Quality %ile
20.4%
P/E z-score
-0.07
P/B z-score
-0.05
Sector Avg OS
53.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (94th value) with strong momentum (86th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (94th value) but weak quality (23th). Classic value trap risk.
Strong Capital Return
Shareholder yield 20.8% backed by 55.2% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (86th) but high volatility (53%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (124%) significantly exceeds 252-day (53%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
79.8% avg (7 factors)
Quality
D
33.4% avg (8 factors)
Momentum
A
79.8% avg (4 factors)
Risk
F
27.7% 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 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 | 0.890 | —1 | — | |
| Value %ile | 0.940 | —1 | — | |
| Quality %ile | 0.230 | —1 | — | |
| Momentum %ile | 0.860 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.534 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
31.06
Earnings Yield (E/P)
0.0322
Price / Sales
0.48
Price / Book
0.80
Price / Cash Flow
1.86
FCF Yield
55.2%
EBITDA / EV
54.5%
Sales Yield (1/P·S)
1.9208
Shareholder Yield
Div + net buyback / mktcap
20.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
2.6%
Return on Assets
0.9%
Net Margin
1.6%
Operating Margin
7.9%
Gross Profit / Assets
Novy-Marx GPA
6.5%
Debt / Equity
1.76
Current Ratio
1.19
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.145
MomentumPrice trend strength over different horizons
6M Return
30.3%
12M Return
51.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
59.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.12
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-29.1%
Earnings Growth (YoY)
-95.8%
Earnings Stability (CV)
Lower = more stable
1.282
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
20.8%
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
6
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
3
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
14
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