Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b95b1e1c-647a-4a79-9bd1-1084fde77863/
JARO
JARO INS OF TEC MG N RE LSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
0 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
✗
V
Value Analysis
Cheapness relative to fundamentals
33.0%ile
P/E
29.8×
P/S
5.1×
P/B
3.5×
E/P
0.0336
FCF Yield
0.045
EBITDA/EV
0.056
SH Yield
-0.116
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
73.00000000
/100 — 1=cheapest
VC2 (Trending Value)
81.00000000
/100
VC3 (Buyback)
80.00000000
/100
VC2 score of 81.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
91.0%ile
ROE
0.118
ROA
0.099
Net Margin
0.171
Op Margin
0.192
GPA
0.407
Current
10.08
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.086
Earn Growth
0.023
Accruals
-0.034
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
51.0%ile
6M Return
3.0%
Vol 252d
61.5%
Vol 60d
135.3%
↑ Expanding
Max DD 12M
-47.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (135%) is expanding vs long-term (61%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.57
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 161 peers
Sector Value %ile
28.4%
Sector Quality %ile
92.6%
P/E z-score
-0.23
P/B z-score
-0.20
Sector Avg OS
51.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (135%) significantly exceeds 252-day (61%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
38.4% avg (7 factors)
Quality
B
68.8% avg (7 factors)
Momentum
D
41.3% avg (1 factors)
Risk
F
14.2% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. 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 | 0.570 | —0 | — | |
| Value %ile | 0.330 | —0 | — | |
| Quality %ile | 0.910 | —1 | — | |
| Momentum %ile | 0.510 | —0 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.848 | —1 | — | |
| Volatility | 0.615 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
29.75
Earnings Yield (E/P)
0.0336
Price / Sales
5.07
Price / Book
3.52
Price / Cash Flow
22.10
FCF Yield
4.5%
EBITDA / EV
5.6%
Sales Yield (1/P·S)
0.1997
Shareholder Yield
Div + net buyback / mktcap
-11.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.8%
Return on Assets
9.9%
Net Margin
17.1%
Operating Margin
19.2%
Gross Profit / Assets
Novy-Marx GPA
40.7%
Current Ratio
10.08
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.034
External Financing
Net issuance — lower=better
0.440
MomentumPrice trend strength over different horizons
6M Return
3.0%
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
8.6%
Earnings Growth (YoY)
2.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.3%
Buyback Yield
-11.9%
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
73
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
81
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
80
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