Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/bb704aba-22a2-4f20-a65a-0a3eb8d3525d/
Strategy Eligibility
2 of 23 passing
★
OS Composite
OS 0.920
↗
Trending Value
✗
◆
Quality × Value
QV 0.800
🏛
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
81.0%ile
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
20.00000000
/100 — 1=cheapest
VC2 (Trending Value)
20.00000000
/100
VC3 (Buyback)
19.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
79.0%ile
F-Score
0/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
5yr Consist
No
F-Score of 0/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
80.0%ile
6M Return
-53.5%
12M Return
-12.6%
12-1 Mom
-2.3%
Risk-Adj
-0.03
Vol 252d
70.7%
Vol 60d
144.3%
↑ Expanding
Max DD 12M
-56.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (144%) is expanding vs long-term (71%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.92
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 99 peers
Sector Value %ile
86.0%
Sector Quality %ile
86.0%
Sector Avg OS
51.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (81th) and quality (79th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (81th value) with strong momentum (80th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (80th) but high volatility (71%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (144%) significantly exceeds 252-day (71%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
11.1% avg (1 factors)
Momentum
F
18.4% 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 Trends9 snapshots
Factor Persistence9 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.920 | —1 | — | |
| Value %ile | 0.810 | —1 | — | |
| Quality %ile | 0.790 | —1 | — | |
| Momentum %ile | 0.800 | —1 | — | |
| F-Score | 0.000 | —9 | — | |
| Confidence | 0.126 | —9 | — | |
| Volatility | 0.707 | —9 | — |
Value Lens2021-08-03 → 2026-08-02
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
MomentumPrice trend strength over different horizons
6M Return
-53.5%
12M Return
-12.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-2.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.03
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
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
20
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
20
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
19
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity