Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a9965c51-4e46-4ee5-87bc-96719334f6ad/
NTES
NetEase IncSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.940
↗
Trending Value
✗
◆
Quality × Value
QV 0.980
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.7
💎
Deep Value
P/E 2.4
◇
VC2 Cheapest
VC2 3
📐
EBITDA/EV
94.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
ROE 21%
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
3.1%
💰
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
98.0%ile
P/E
2.4×
P/S
0.7×
P/B
0.5×
E/P
0.8932
FCF Yield
1.150
EBITDA/EV
0.940
SH Yield
0.031
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
2.00000000
/100
P/E of 2.4x places this firmly in deep value territory. FCF yield of 115.0% 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
98.0%ile
ROE
0.207
ROA
0.148
Net Margin
0.298
Op Margin
0.365
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
35.0%ile
6M Return
-6.6%
12M Return
2.2%
12-1 Mom
0.5%
Risk-Adj
0.02
Vol 252d
27.5%
Vol 60d
55.2%
↑ Expanding
Max DD 12M
-27.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (55%) is expanding vs long-term (27%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.94
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 249 peers
Sector Value %ile
98.4%
Sector Quality %ile
98.8%
P/E z-score
-0.49
P/B z-score
-0.18
Sector Avg OS
54.0%
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.
Volatility Expanding
60-day vol (55%) significantly exceeds 252-day (27%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
91.9% avg (7 factors)
Quality
A
84.9% avg (8 factors)
Momentum
D
31.1% avg (4 factors)
Risk
B
70.9% 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
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.940 | —6 | — | |
| Value %ile | 0.980 | —6 | — | |
| Quality %ile | 0.980 | —6 | — | |
| Momentum %ile | 0.350 | —0 | — | |
| F-Score | 7.000 | —6 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.275 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
2.40
Earnings Yield (E/P)
0.8932
Price / Sales
0.72
Price / Book
0.50
Price / Cash Flow
1.58
FCF Yield
115.0%
EBITDA / EV
94.0%
Sales Yield (1/P·S)
2.4474
Shareholder Yield
Div + net buyback / mktcap
3.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
20.7%
Return on Assets
14.8%
Net Margin
29.8%
Operating Margin
36.5%
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
-6.6%
12M Return
2.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
0.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.02
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
2.4%
Buyback Yield
0.8%
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
3
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
2
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
56
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