Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/af7d1800-f625-416a-b2f3-9ddbf2f77093/
DDR
Dicker Data LimitedSnapshot 2026-07-19 · 1.3w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +13%
🔄
Shareholder Yield
3.9%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 50%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.60
V
Value Analysis
Cheapness relative to fundamentals
12.0%ile
P/E
24.6×
P/S
0.8×
P/B
8.2×
E/P
0.0554
FCF Yield
0.039
EBITDA/EV
0.065
SH Yield
0.039
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
89.00000000
/100 — 1=cheapest
VC2 (Trending Value)
87.00000000
/100
VC3 (Buyback)
88.00000000
/100
VC2 score of 87.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
90.0%ile
ROE
0.333
ROA
0.074
Net Margin
0.033
Op Margin
0.052
GPA
0.303
Current
1.55
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.126
Earn Growth
0.086
5yr Consist
No
ROE of 33% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
93.0%ile
6M Return
15.6%
12M Return
40.5%
12-1 Mom
50.2%
Risk-Adj
1.60
Vol 252d
31.3%
Vol 60d
77.5%
↑ Expanding
Max DD 12M
-21.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 50% is very strong — a clear uptrend. Risk-adjusted momentum of 1.60 is excellent — strong returns relative to volatility. Near-term vol (78%) is expanding vs long-term (31%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.55
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 132 peers
Sector Value %ile
27.8%
Sector Quality %ile
91.0%
P/E z-score
-0.36
P/B z-score
0.26
Sector Avg OS
42.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (90th) and momentum (93th) but expensive (12th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (90th) but expensive (12th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (78%) significantly exceeds 252-day (31%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
45.5% avg (7 factors)
Quality
C
48.6% avg (6 factors)
Momentum
A
75.1% avg (4 factors)
Risk
B
64.4% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.550 | —0 | — | |
| Value %ile | 0.120 | —7 | — | |
| Quality %ile | 0.900 | —7 | — | |
| Momentum %ile | 0.930 | —7 | — | |
| F-Score | 4.000 | —7 | — | |
| Confidence | 0.703 | —7 | — | |
| Volatility | 0.313 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
24.65
Earnings Yield (E/P)
0.0554
Price / Sales
0.82
Price / Book
8.21
FCF Yield
3.9%
EBITDA / EV
6.5%
Sales Yield (1/P·S)
1.0588
Shareholder Yield
Div + net buyback / mktcap
3.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
33.3%
Return on Assets
7.4%
Net Margin
3.3%
Operating Margin
5.2%
Gross Profit / Assets
Novy-Marx GPA
30.3%
Current Ratio
1.55
MomentumPrice trend strength over different horizons
6M Return
15.6%
12M Return
40.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
50.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.60
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
12.6%
Earnings Growth (YoY)
8.6%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
3.9%
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
89
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
87
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
88
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity