Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b090a14d-b4c3-4242-8b77-323168d69b38/
ADTN
ADTRAN 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
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 68th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.60
V
Value Analysis
Cheapness relative to fundamentals
68.0%ile
P/S
1.1×
P/B
9.0×
FCF Yield
0.103
EBITDA/EV
0.060
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
76.00000000
/100 — 1=cheapest
VC2 (Trending Value)
76.00000000
/100
VC3 (Buyback)
76.00000000
/100
FCF yield of 10.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
19.0%ile
ROE
-0.260
ROA
-0.030
Net Margin
-0.032
Op Margin
-0.023
GPA
0.365
D/E
4.93
Current
1.77
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.188
Stability
0.861
lower=better
Accruals
-0.114
lower=better
5yr Consist
No
Highly leveraged with D/E of 4.93 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
91.0%ile
6M Return
80.0%
12M Return
91.2%
12-1 Mom
86.1%
Risk-Adj
1.60
Vol 252d
53.9%
Vol 60d
130.7%
↑ Expanding
Max DD 12M
-30.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 86% is very strong — a clear uptrend. Risk-adjusted momentum of 1.60 is excellent — strong returns relative to volatility. Near-term vol (131%) is expanding vs long-term (54%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.75
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
73.9%
Sector Quality %ile
13.4%
P/B z-score
-0.04
Sector Avg OS
53.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (68th value) but weak quality (19th). Classic value trap risk.
Hot but Volatile
Strong momentum (91th) but high volatility (54%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (131%) significantly exceeds 252-day (54%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
44.7% avg (5 factors)
Quality
F
29.7% avg (8 factors)
Momentum
A
91.2% avg (4 factors)
Risk
F
26.8% 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.750 | —1 | — | |
| Value %ile | 0.680 | —0 | — | |
| Quality %ile | 0.190 | —1 | — | |
| Momentum %ile | 0.910 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.879 | —1 | — | |
| Volatility | 0.539 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
1.10
Price / Book
8.97
Price / Cash Flow
12.42
FCF Yield
10.3%
EBITDA / EV
6.0%
Sales Yield (1/P·S)
0.8232
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-26.0%
Return on Assets
-3.0%
Net Margin
-3.2%
Operating Margin
-2.3%
Gross Profit / Assets
Novy-Marx GPA
36.5%
Debt / Equity
4.93
Current Ratio
1.77
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.114
MomentumPrice trend strength over different horizons
6M Return
80.0%
12M Return
91.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
86.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.60
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
18.8%
Earnings Stability (CV)
Lower = more stable
0.861
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
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
76
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
76
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
76
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