Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a6cc5080-9846-4d56-8840-79dc8be6806f/
BABA
Alibaba Group Holding LtdSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
Div 11.6%
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 2.00000000
📐
EBITDA/EV
29.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
11.6%
💰
High Yield
Div 11.6%
🚀
Momentum Leaders
12-1 19%
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
98.0%ile
P/E
2.8×
P/S
0.3×
P/B
0.3×
E/P
0.3559
FCF Yield
0.532
EBITDA/EV
0.291
SH Yield
0.116
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
2.00000000
/100
P/E of 2.8x places this firmly in deep value territory. FCF yield of 53.2% is strong — the business generates significant free cash relative to price. VC2 score of 2.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
15.0%ile
ROE
0.098
ROA
0.054
Net Margin
0.101
Op Margin
0.103
GPA
0.214
D/E
0.74
Current
1.28
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.027
Earn Growth
-0.204
Stability
0.465
lower=better
Accruals
0.015
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
29.0%ile
6M Return
-23.5%
12M Return
3.1%
12-1 Mom
19.3%
Risk-Adj
0.46
Vol 252d
41.9%
Vol 60d
89.5%
↑ Expanding
Max DD 12M
-35.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (89%) is expanding vs long-term (42%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.72
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 500 peers
Sector Value %ile
98.6%
Sector Quality %ile
16.6%
P/E z-score
-0.32
P/B z-score
-0.52
Sector Avg OS
54.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (98th value) but weak quality (15th). Classic value trap risk.
Strong Capital Return
Shareholder yield 11.6% backed by 53.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (89%) significantly exceeds 252-day (42%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (7 factors)
Quality
D
44.9% avg (8 factors)
Momentum
D
35.1% avg (4 factors)
Risk
C
46.9% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.720 | —1 | — | |
| Value %ile | 0.980 | —1 | — | |
| Quality %ile | 0.150 | —1 | — | |
| Momentum %ile | 0.290 | —1 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.419 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
2.81
Earnings Yield (E/P)
0.3559
Price / Sales
0.28
Price / Book
0.28
Price / Cash Flow
3.86
FCF Yield
53.2%
EBITDA / EV
29.1%
Sales Yield (1/P·S)
2.7078
Shareholder Yield
Div + net buyback / mktcap
11.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.8%
Return on Assets
5.4%
Net Margin
10.1%
Operating Margin
10.3%
Gross Profit / Assets
Novy-Marx GPA
21.4%
Debt / Equity
0.74
Current Ratio
1.28
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.015
MomentumPrice trend strength over different horizons
6M Return
-23.5%
12M Return
3.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
19.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.46
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
2.7%
Earnings Growth (YoY)
-20.4%
Earnings Stability (CV)
Lower = more stable
0.465
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
11.6%
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
2
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
2
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
2
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
83
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
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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