Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/bf5d84cb-5698-478f-8211-cc5b2a5f3b97/
JG
Aurora Mobile LtdSnapshot 2026-07-26 · 0.6w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 7.2
◇
VC2 Cheapest
✗
📐
EBITDA/EV
22.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +11%
🔄
Shareholder Yield
21.3%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.99
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
59.0%ile
P/E
7.2×
P/S
0.1×
P/B
0.5×
E/P
0.0745
FCF Yield
2.215
EBITDA/EV
0.221
SH Yield
0.213
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
41.00000000
/100 — 1=cheapest
VC2 (Trending Value)
42.00000000
/100
VC3 (Buyback)
42.00000000
/100
P/E of 7.2x places this firmly in deep value territory. FCF yield of 221.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
58.0%ile
ROE
0.062
ROA
0.010
Net Margin
0.010
Op Margin
0.006
GPA
0.672
D/E
4.52
Current
0.74
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.107
Stability
4.537
lower=better
Accruals
-0.154
lower=better
5yr Consist
No
Highly leveraged with D/E of 4.52 — returns are being amplified by debt. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
60.0%ile
6M Return
-36.8%
12M Return
-56.4%
12-1 Mom
-60.0%
Risk-Adj
-1.05
Vol 252d
57.0%
Vol 60d
125.2%
↑ Expanding
Max DD 12M
-61.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -60% signals a downtrend — price is moving against you. Near-term vol (125%) is expanding vs long-term (57%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.71
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
63.7%
Sector Quality %ile
51.5%
P/E z-score
-0.18
P/B z-score
-0.11
Sector Avg OS
51.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 21.3% backed by 221.5% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (125%) significantly exceeds 252-day (57%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
92.1% avg (7 factors)
Quality
D
33.6% avg (8 factors)
Momentum
F
0.0% avg (4 factors)
Risk
F
21.7% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. 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 Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.710 | —2 | — | |
| Value %ile | 0.590 | —0 | — | |
| Quality %ile | 0.580 | —0 | — | |
| Momentum %ile | 0.600 | —0 | — | |
| F-Score | 8.000 | —8 | — | |
| Confidence | 0.871 | —8 | — | |
| Volatility | 0.570 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.25
Earnings Yield (E/P)
0.0745
Price / Sales
0.08
Price / Book
0.45
Price / Cash Flow
0.45
FCF Yield
221.5%
EBITDA / EV
22.1%
Sales Yield (1/P·S)
13.1833
Shareholder Yield
Div + net buyback / mktcap
21.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.2%
Return on Assets
1.0%
Net Margin
1.0%
Operating Margin
0.6%
Gross Profit / Assets
Novy-Marx GPA
67.2%
Debt / Equity
4.52
Current Ratio
0.74
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.154
External Financing
Net issuance — lower=better
0.024
MomentumPrice trend strength over different horizons
6M Return
-36.8%
12M Return
-56.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-60.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.05
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.7%
Earnings Stability (CV)
Lower = more stable
4.537
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Buyback Yield
21.3%
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
41
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
42
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
42
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