Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a9965c51-4e46-4ee5-87bc-96719334f6ad/
NTES
NetEase IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.920
↗
Trending Value
✗
◆
Quality × Value
QV 0.980
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.7
💎
Deep Value
P/E 2.3
◇
VC2 Cheapest
VC2 2.00000000
📐
EBITDA/EV
108.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
ROE 21%
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
17.3%
💰
High Yield
Div 17.3%
🚀
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
98.0%ile
P/E
2.3×
P/S
0.7×
P/B
0.5×
E/P
0.4426
FCF Yield
1.442
EBITDA/EV
1.080
SH Yield
0.173
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 2.3x places this firmly in deep value territory. FCF yield of 144.2% 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
98.0%ile
ROE
0.207
ROA
0.148
Net Margin
0.298
Op Margin
0.333
GPA
0.325
D/E
0.38
Current
3.28
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.066
Earn Growth
0.055
Stability
0.202
lower=better
Accruals
-0.077
lower=better
5yr Consist
Yes
ROE of 21% is exceptional. Conservative balance sheet with D/E of 0.38.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
20.0%ile
6M Return
-13.7%
12M Return
-4.2%
12-1 Mom
-7.7%
Risk-Adj
-0.28
Vol 252d
27.5%
Vol 60d
52.7%
↑ Expanding
Max DD 12M
-27.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (53%) is expanding vs long-term (28%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.92
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 264 peers
Sector Value %ile
98.5%
Sector Quality %ile
99.6%
P/E z-score
-0.52
P/B z-score
-0.09
Sector Avg OS
54.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (98th) and quality (98th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (20th) despite looking cheap (98th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 17.3% backed by 144.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (53%) significantly exceeds 252-day (28%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
99.6% avg (7 factors)
Quality
A
84.9% avg (8 factors)
Momentum
F
22.5% avg (4 factors)
Risk
B
70.8% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. 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 | 0.920 | —1 | — | |
| Value %ile | 0.980 | —1 | — | |
| Quality %ile | 0.980 | —1 | — | |
| Momentum %ile | 0.200 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.275 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
2.26
Earnings Yield (E/P)
0.4426
Price / Sales
0.67
Price / Book
0.47
Price / Cash Flow
1.48
FCF Yield
144.2%
EBITDA / EV
108.0%
Sales Yield (1/P·S)
3.0700
Shareholder Yield
Div + net buyback / mktcap
17.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
20.7%
Return on Assets
14.8%
Net Margin
29.8%
Operating Margin
33.3%
Gross Profit / Assets
Novy-Marx GPA
32.5%
Debt / Equity
0.38
Current Ratio
3.28
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.077
MomentumPrice trend strength over different horizons
6M Return
-13.7%
12M Return
-4.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-7.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.28
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.6%
Earnings Growth (YoY)
5.5%
Earnings Stability (CV)
Lower = more stable
0.202
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
17.3%
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
72
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