Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a9183517-0493-4d77-b8db-f3a641e3946b/
TORO
Toro LtdSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
53.8%
💰
High Yield
Div 53.6%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.66
⚡
Risk-Adj Momentum
RAM 1.50
V
Value Analysis
Cheapness relative to fundamentals
30.0%ile
P/E
33.9×
P/S
7.4×
P/B
0.5×
E/P
0.0108
FCF Yield
0.406
EBITDA/EV
0.084
SH Yield
0.538
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
73.00000000
/100 — 1=cheapest
VC2 (Trending Value)
34.00000000
/100
VC3 (Buyback)
34.00000000
/100
P/E of 33.9x is premium-priced — the market is paying up for expected growth. FCF yield of 40.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
16.0%ile
ROE
0.016
ROA
0.016
Net Margin
0.219
Op Margin
0.102
GPA
0.013
D/E
0.01
Current
22.23
F-Score
1/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.026
Earn Growth
-0.800
Stability
1.963
lower=better
Accruals
-0.014
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.01. F-Score of 1/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
96.0%ile
6M Return
46.2%
12M Return
150.2%
12-1 Mom
154.2%
Risk-Adj
1.50
Vol 252d
102.8%
Vol 60d
251.5%
↑ Expanding
Max DD 12M
-27.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 154% is very strong — a clear uptrend. Risk-adjusted momentum of 1.50 is excellent — strong returns relative to volatility. Near-term vol (251%) is expanding vs long-term (103%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.37
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 218 peers
Sector Value %ile
15.5%
Sector Quality %ile
11.0%
P/E z-score
0.35
P/B z-score
-0.08
Sector Avg OS
70.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 53.8% backed by 40.6% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (96th) but high volatility (103%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (251%) significantly exceeds 252-day (103%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
62.3% avg (7 factors)
Quality
C
51.6% avg (8 factors)
Momentum
A
89.4% avg (4 factors)
Risk
F
0.0% avg (1 factors)
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
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.370 | —0 | — | |
| Value %ile | 0.300 | —1 | — | |
| Quality %ile | 0.160 | —7 | — | |
| Momentum %ile | 0.960 | —7 | — | |
| F-Score | 1.000 | —7 | — | |
| Confidence | 0.940 | —7 | — | |
| Volatility | 1.028 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
33.91
Earnings Yield (E/P)
0.0108
Price / Sales
7.43
Price / Book
0.53
Price / Cash Flow
17.92
FCF Yield
40.6%
EBITDA / EV
8.4%
Sales Yield (1/P·S)
0.1066
Shareholder Yield
Div + net buyback / mktcap
53.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
1.6%
Return on Assets
1.6%
Net Margin
21.9%
Operating Margin
10.2%
Gross Profit / Assets
Novy-Marx GPA
1.3%
Debt / Equity
0.01
Current Ratio
22.23
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.014
External Financing
Net issuance — lower=better
0.001
MomentumPrice trend strength over different horizons
6M Return
46.2%
12M Return
150.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
154.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.50
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
2.6%
Earnings Growth (YoY)
-80.0%
Earnings Stability (CV)
Lower = more stable
1.963
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
1
Dividend Yield
53.6%
Buyback Yield
0.2%
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
73
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
34
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
34
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