Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b8d69213-b898-4af6-8acf-def32ff85bce/
STEM
Stem IncSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 0.4
◇
VC2 Cheapest
✗
📐
EBITDA/EV
62.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
Val 90%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
90.0%ile
P/E
0.4×
P/S
0.4×
E/P
0.4911
FCF Yield
-0.009
EBITDA/EV
0.629
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
13.00000000
/100
VC3 (Buyback)
15.00000000
/100
P/E of 0.4x 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
25.0%ile
ROE
-0.540
ROA
0.510
Net Margin
0.942
Op Margin
1.122
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
5.0%ile
6M Return
-69.5%
12M Return
-53.6%
12-1 Mom
-39.1%
Risk-Adj
-0.46
Vol 252d
85.5%
Vol 60d
173.6%
↑ Expanding
Max DD 12M
-73.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -39% signals a downtrend — price is moving against you. Near-term vol (174%) is expanding vs long-term (85%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.58
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities
· 107 peers
Sector Value %ile
93.5%
Sector Quality %ile
15.7%
P/E z-score
-0.20
Sector Avg OS
51.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (90th value) but weak quality (25th). Classic value trap risk.
Falling Knife
Weak momentum (5th) despite looking cheap (90th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (174%) significantly exceeds 252-day (85%). 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
3.4% 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
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.580 | —0 | — | |
| Value %ile | 0.900 | —7 | — | |
| Quality %ile | 0.250 | —7 | — | |
| Momentum %ile | 0.050 | —3 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.822 | —7 | — | |
| Volatility | 0.855 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
0.39
Earnings Yield (E/P)
0.4911
Price / Sales
0.37
FCF Yield
-0.9%
EBITDA / EV
62.9%
Sales Yield (1/P·S)
0.4378
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-54.0%
Return on Assets
51.0%
Net Margin
94.2%
Operating Margin
112.2%
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
-69.5%
12M Return
-53.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-39.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.46
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
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
13
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
15
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