Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/adaa35f2-1d36-44c3-8342-f1231a1988f8/
STM
Stabilus SESnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
15.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.4%
💰
High Yield
Div 6.4%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 81th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
81.0%ile
P/E
29.4×
P/S
0.4×
P/B
0.7×
E/P
0.0341
FCF Yield
0.093
EBITDA/EV
0.152
SH Yield
0.064
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
16.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
14.00000000
/100
FCF yield of 9.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
37.0%ile
ROE
0.024
ROA
0.008
Net Margin
0.012
Op Margin
0.076
GPA
0.176
Current
1.89
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.007
Earn Growth
-0.671
Stability
1.803
lower=better
Accruals
-0.088
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
10.0%ile
6M Return
-11.2%
12M Return
-28.2%
12-1 Mom
-26.9%
Risk-Adj
-0.77
Vol 252d
34.9%
Vol 60d
81.7%
↑ Expanding
Max DD 12M
-45.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -27% signals a downtrend — price is moving against you. Near-term vol (82%) is expanding vs long-term (35%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.59
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 143 peers
Sector Value %ile
75.7%
Sector Quality %ile
40.3%
P/E z-score
-0.14
P/B z-score
-0.63
Sector Avg OS
50.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Falling Knife
Weak momentum (10th) despite looking cheap (81th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 6.4% backed by 9.3% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (82%) significantly exceeds 252-day (35%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
72.1% avg (7 factors)
Quality
D
36.2% avg (7 factors)
Momentum
F
7.8% avg (4 factors)
Risk
C
58.5% 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 | 0.590 | —0 | — | |
| Value %ile | 0.810 | —1 | — | |
| Quality %ile | 0.370 | —0 | — | |
| Momentum %ile | 0.100 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.349 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
29.36
Earnings Yield (E/P)
0.0341
Price / Sales
0.36
Price / Book
0.70
Price / Cash Flow
2.45
FCF Yield
9.3%
EBITDA / EV
15.2%
Sales Yield (1/P·S)
1.0869
Shareholder Yield
Div + net buyback / mktcap
6.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
2.4%
Return on Assets
0.8%
Net Margin
1.2%
Operating Margin
7.6%
Gross Profit / Assets
Novy-Marx GPA
17.6%
Current Ratio
1.89
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.088
MomentumPrice trend strength over different horizons
6M Return
-11.2%
12M Return
-28.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-26.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.77
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.7%
Earnings Growth (YoY)
-67.1%
Earnings Stability (CV)
Lower = more stable
1.803
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
6.4%
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
16
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
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
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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