Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/ae20de82-e663-4e3c-a342-4b97d9d2513c/
WMS
Advanced Drainage Systems IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.0%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 25%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
15.0%ile
P/E
24.0×
P/S
3.3×
P/B
5.3×
E/P
0.0418
FCF Yield
0.092
EBITDA/EV
0.080
SH Yield
0.005
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
81.00000000
/100 — 1=cheapest
VC2 (Trending Value)
79.00000000
/100
VC3 (Buyback)
79.00000000
/100
FCF yield of 9.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
81.0%ile
ROE
0.221
ROA
0.095
Net Margin
0.140
Op Margin
0.236
GPA
0.252
D/E
1.32
Current
2.42
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.050
Earn Growth
-0.053
Stability
0.415
lower=better
Accruals
-0.087
lower=better
5yr Consist
No
ROE of 22% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
69.0%ile
6M Return
-12.5%
12M Return
13.7%
12-1 Mom
24.9%
Risk-Adj
0.66
Vol 252d
37.6%
Vol 60d
78.6%
↑ Expanding
Max DD 12M
-25.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 25% is very strong — a clear uptrend. Near-term vol (79%) is expanding vs long-term (38%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.43
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
16.8%
Sector Quality %ile
84.2%
P/E z-score
-0.19
P/B z-score
-0.05
Sector Avg OS
53.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality at a Premium
High quality (81th) but expensive (15th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (79%) significantly exceeds 252-day (38%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
48.3% avg (7 factors)
Quality
B
68.0% avg (8 factors)
Momentum
D
44.7% avg (4 factors)
Risk
C
54.0% avg (1 factors)
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 | 0.430 | —0 | — | |
| Value %ile | 0.150 | —1 | — | |
| Quality %ile | 0.810 | —1 | — | |
| Momentum %ile | 0.690 | —0 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.376 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
23.95
Earnings Yield (E/P)
0.0418
Price / Sales
3.35
Price / Book
5.29
Price / Cash Flow
12.47
FCF Yield
9.2%
EBITDA / EV
8.0%
Sales Yield (1/P·S)
0.2620
Shareholder Yield
Div + net buyback / mktcap
0.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
22.1%
Return on Assets
9.5%
Net Margin
14.0%
Operating Margin
23.6%
Gross Profit / Assets
Novy-Marx GPA
25.2%
Debt / Equity
1.32
Current Ratio
2.42
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.087
MomentumPrice trend strength over different horizons
6M Return
-12.5%
12M Return
13.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
24.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.66
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.0%
Earnings Growth (YoY)
-5.3%
Earnings Stability (CV)
Lower = more stable
0.415
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
0.5%
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
81
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
79
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
79
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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