Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c3d5d2c6-c8c4-4b64-8140-874623de8876/
JD
JD.com Inc AdrSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
#38
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 1
📐
EBITDA/EV
32.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
56.9%
💰
High Yield
Div 3.4%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.80
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
98.0%ile
P/E
2.9×
P/S
0.0×
P/B
0.2×
E/P
0.2261
FCF Yield
0.500
EBITDA/EV
0.320
SH Yield
0.569
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
1.00000000
/100
VC3 (Buyback)
1.00000000
/100
P/E of 2.9x places this firmly in deep value territory. FCF yield of 50.0% is strong — the business generates significant free cash relative to price. VC2 score of 1.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
17.0%ile
ROE
0.064
ROA
0.020
Net Margin
0.010
Op Margin
0.017
GPA
0.185
D/E
1.87
Current
1.18
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.102
Earn Growth
-0.694
Stability
0.685
lower=better
Accruals
-0.035
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
18.0%ile
6M Return
6.1%
12M Return
-9.6%
12-1 Mom
-15.9%
Risk-Adj
-0.53
Vol 252d
29.9%
Vol 60d
64.3%
↑ Expanding
Max DD 12M
-25.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -16% signals a downtrend — price is moving against you. Near-term vol (64%) is expanding vs long-term (30%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.68
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 485 peers
Sector Value %ile
99.2%
Sector Quality %ile
22.0%
P/E z-score
-0.27
P/B z-score
-0.11
Sector Avg OS
50.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (98th value) but weak quality (17th). Classic value trap risk.
Falling Knife
Weak momentum (18th) despite looking cheap (98th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 56.9% backed by 50.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (64%) significantly exceeds 252-day (30%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (7 factors)
Quality
D
32.4% avg (8 factors)
Momentum
F
22.9% avg (4 factors)
Risk
B
66.8% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.680 | —0 | — | |
| Value %ile | 0.980 | —7 | — | |
| Quality %ile | 0.170 | —7 | — | |
| Momentum %ile | 0.180 | —7 | — | |
| F-Score | 4.000 | —7 | — | |
| Confidence | 0.969 | —7 | — | |
| Volatility | 0.299 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
2.90
Earnings Yield (E/P)
0.2261
Price / Sales
0.03
Price / Book
0.19
Price / Cash Flow
1.06
FCF Yield
50.0%
EBITDA / EV
32.0%
Sales Yield (1/P·S)
13.6373
Shareholder Yield
Div + net buyback / mktcap
56.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.4%
Return on Assets
2.0%
Net Margin
1.0%
Operating Margin
1.7%
Gross Profit / Assets
Novy-Marx GPA
18.5%
Debt / Equity
1.87
Current Ratio
1.18
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.035
MomentumPrice trend strength over different horizons
6M Return
6.1%
12M Return
-9.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-15.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.53
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.2%
Earnings Growth (YoY)
-69.4%
Earnings Stability (CV)
Lower = more stable
0.685
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
3.4%
Buyback Yield
53.6%
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
2
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
1
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
1
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
38
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