Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/bc39f16d-5628-48e3-aab9-e381dfde92a2/
SPSC
SPS Commerce IncSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
Rev +14%
🔄
Shareholder Yield
4.8%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.75
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
32.0%ile
P/E
24.6×
P/S
2.9×
P/B
2.3×
E/P
0.0583
FCF Yield
0.106
EBITDA/EV
0.087
SH Yield
0.048
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
69.00000000
/100 — 1=cheapest
VC2 (Trending Value)
37.00000000
/100
VC3 (Buyback)
66.00000000
/100
FCF yield of 10.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
94.0%ile
ROE
0.094
ROA
0.078
Net Margin
0.119
Op Margin
0.160
GPA
0.439
D/E
0.21
Current
2.12
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.138
Earn Growth
0.118
Stability
0.151
lower=better
Accruals
-0.089
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of 0.21.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
8.0%ile
6M Return
-35.6%
12M Return
-53.8%
12-1 Mom
-58.1%
Risk-Adj
-1.04
Vol 252d
55.6%
Vol 60d
125.9%
↑ Expanding
Max DD 12M
-63.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -58% signals a downtrend — price is moving against you. Near-term vol (126%) is expanding vs long-term (56%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.33
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
32.9%
Sector Quality %ile
90.2%
P/E z-score
-0.13
P/B z-score
-0.18
Sector Avg OS
52.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 4.8% backed by 10.6% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (126%) significantly exceeds 252-day (56%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
64.5% avg (7 factors)
Quality
B
65.7% avg (8 factors)
Momentum
F
0.0% avg (4 factors)
Risk
F
24.0% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. 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 Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.330 | —0 | — | |
| Value %ile | 0.320 | —0 | — | |
| Quality %ile | 0.940 | —6 | — | |
| Momentum %ile | 0.080 | —6 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.951 | —6 | — | |
| Volatility | 0.556 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
24.58
Earnings Yield (E/P)
0.0583
Price / Sales
2.93
Price / Book
2.32
Price / Cash Flow
11.49
FCF Yield
10.6%
EBITDA / EV
8.7%
Sales Yield (1/P·S)
0.3653
Shareholder Yield
Div + net buyback / mktcap
4.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.4%
Return on Assets
7.8%
Net Margin
11.9%
Operating Margin
16.0%
Gross Profit / Assets
Novy-Marx GPA
43.9%
Debt / Equity
0.21
Current Ratio
2.12
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.089
External Financing
Net issuance — lower=better
0.116
MomentumPrice trend strength over different horizons
6M Return
-35.6%
12M Return
-53.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-58.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.04
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
13.8%
Earnings Growth (YoY)
11.8%
Earnings Stability (CV)
Lower = more stable
0.151
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Buyback Yield
4.8%
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
69
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
37
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
66
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