Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b0857668-8e94-4b75-8ad5-55baf0d9aee8/

TWLO

Twilio Inc
Chart
$225.99
Latest Week 2026-06-05
TechnologySoftware - InfrastructureLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.28
OS Score
1.0%
Value
62.0%
Quality
90.0%
Momentum
6/9
F-Score
0.079
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 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
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.10
V
Value Analysis
Cheapness relative to fundamentals
1.0%ile
P/E
343.0×
P/S
6.7×
P/B
4.6×
E/P
0.0029
FCF Yield
0.030
EBITDA/EV
0.012
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
98.00000000
/100 — 1=cheapest
VC2 (Trending Value)
99.00000000
/100
VC3 (Buyback)
99.00000000
/100
P/E of 343.0x is premium-priced — the market is paying up for expected growth. VC2 score of 99.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
62.0%ile
ROE
0.013
ROA
0.011
Net Margin
0.020
Op Margin
0.049
GPA
0.270
D/E
0.23
Current
4.66
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.157
Stability
4.963
lower=better
Accruals
-0.094
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.23.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
90.0%ile
6M Return
77.5%
12M Return
85.6%
12-1 Mom
65.7%
Risk-Adj
1.10
Vol 252d
59.9%
Vol 60d
131.8%
↑ Expanding
Max DD 12M
-24.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 66% is very strong — a clear uptrend. Near-term vol (132%) is expanding vs long-term (60%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.28
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology · 500 peers
Sector Value %ile
6.6%
Sector Quality %ile
57.7%
P/E z-score
0.94
P/B z-score
-0.08
Sector Avg OS
53.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
JFU 9F Inc 99.0% 98.0% 82.0% 93.0%
ERIC Telefonaktiebolaget LM Ericsson B ADR 99.0% 98.0% 92.0% 84.0%
ASX ASE Industrial Holding Co Ltd ADR 99.0% 99.0% 89.0% 97.0%
UMC United Microelectronics 99.0% 99.0% 82.0% 95.0%
PLAB Photronics Inc 98.0% 94.0% 87.0% 90.0%
TOYO TOYO Co., Ltd Ordinary Shares 98.0% 83.0% 97.0% 98.0%
DSWL Deswell Industries Inc 98.0% 98.0% 80.0% 85.0%
CCSI Consensus Cloud Solutions Inc 97.0% 86.0% 98.0% 83.0%
Factor Interactions
Hot but Volatile
Strong momentum (90th) but high volatility (60%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (132%) significantly exceeds 252-day (60%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
22.4% avg (7 factors)
Quality
C
50.8% avg (8 factors)
Momentum
A
88.1% avg (4 factors)
Risk
F
16.9% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.280—1—
Value %ile0.010—1—
Quality %ile0.620—0—
Momentum %ile0.900—1—
F-Score6.000—0—
Confidence0.970—1—
Volatility0.599—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
342.95
Earnings Yield (E/P)
0.0029
Price / Sales
6.72
Price / Book
4.58
Price / Cash Flow
35.62
FCF Yield
3.0%
EBITDA / EV
1.2%
Sales Yield (1/P·S)
0.1467
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
1.3%
Return on Assets
1.1%
Net Margin
2.0%
Operating Margin
4.9%
Gross Profit / Assets
Novy-Marx GPA
27.0%
Debt / Equity
0.23
Current Ratio
4.66
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.094
MomentumPrice trend strength over different horizons
6M Return
77.5%
12M Return
85.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
65.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.10
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
15.7%
Earnings Stability (CV)
Lower = more stable
4.963
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.0%
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
98
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
99
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
99
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