Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b8d69213-b898-4af6-8acf-def32ff85bce/
STEM
Stem 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
P/E 0.5
◇
VC2 Cheapest
✗
📐
EBITDA/EV
61.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 89th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
89.0%ile
P/E
0.5×
P/S
0.4×
E/P
2.1932
FCF Yield
-0.009
EBITDA/EV
0.618
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
16.00000000
/100
VC3 (Buyback)
16.00000000
/100
P/E of 0.5x places this firmly in deep value territory. Negative FCF yield (-0.9%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
13.0%ile
ROE
-0.541
ROA
0.510
Net Margin
0.942
Op Margin
1.089
GPA
0.197
D/E
-2.06
Current
0.84
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.007
Stability
2.705
lower=better
Accruals
0.546
lower=better
5yr Consist
No
Conservative balance sheet with D/E of -2.06. Accruals ratio of 0.546 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
10.0%ile
6M Return
-57.9%
12M Return
-31.6%
12-1 Mom
-18.6%
Risk-Adj
-0.17
Vol 252d
112.2%
Vol 60d
193.5%
↑ Expanding
Max DD 12M
-67.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -19% signals a downtrend — price is moving against you. Near-term vol (194%) is expanding vs long-term (112%) — 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
Utilities
· 109 peers
Sector Value %ile
88.2%
Sector Quality %ile
6.4%
P/E z-score
-0.20
Sector Avg OS
57.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (89th value) but weak quality (13th). Classic value trap risk.
Falling Knife
Weak momentum (10th) despite looking cheap (89th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (194%) significantly exceeds 252-day (112%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
69.7% avg (6 factors)
Quality
C
56.6% avg (8 factors)
Momentum
F
7.3% avg (4 factors)
Risk
F
0.0% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. 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 | 0.550 | —0 | — | |
| Value %ile | 0.890 | —1 | — | |
| Quality %ile | 0.130 | —1 | — | |
| Momentum %ile | 0.100 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.879 | —1 | — | |
| Volatility | 1.122 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
0.46
Earnings Yield (E/P)
2.1932
Price / Sales
0.43
FCF Yield
-0.9%
EBITDA / EV
61.8%
Sales Yield (1/P·S)
0.4401
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-54.1%
Return on Assets
51.0%
Net Margin
94.2%
Operating Margin
108.9%
Gross Profit / Assets
Novy-Marx GPA
19.7%
Debt / Equity
-2.06
Current Ratio
0.84
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.546
MomentumPrice trend strength over different horizons
6M Return
-57.9%
12M Return
-31.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-18.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.17
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.7%
Earnings Stability (CV)
Lower = more stable
2.705
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
7
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
16
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
16
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity