Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c63efc4d-0c9d-48f7-b0ea-903875d7414d/
STG
Sunlands Technology GroupSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.625
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
1084.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
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
63.0%ile
P/E
0.1×
P/S
0.0×
P/B
0.0×
FCF Yield
3.077
EBITDA/EV
10.844
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
37.00000000
/100 — 1=cheapest
VC2 (Trending Value)
37.00000000
/100
VC3 (Buyback)
37.00000000
/100
P/E of 0.1x places this firmly in deep value territory. FCF yield of 307.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
62.0%ile
ROE
0.364
ROA
0.184
Net Margin
0.187
Op Margin
0.244
GPA
0.859
D/E
0.99
Current
1.50
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.006
Earn Growth
0.204
Stability
0.363
lower=better
Accruals
0.112
lower=better
5yr Consist
No
ROE of 36% is exceptional. Accruals ratio of 0.112 is elevated — earnings quality may be lower than headline numbers suggest. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
63.0%ile
6M Return
-41.5%
12M Return
-41.5%
12-1 Mom
-45.7%
Risk-Adj
-0.28
Vol 252d
165.7%
Vol 60d
364.9%
↑ Expanding
Max DD 12M
-76.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -46% signals a downtrend — price is moving against you. Near-term vol (365%) is expanding vs long-term (166%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.77
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 236 peers
Sector Value %ile
54.9%
Sector Quality %ile
64.1%
P/E z-score
-0.52
P/B z-score
-0.19
Sector Avg OS
49.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Piotroski + Value Convergence
F-Score 8/9 with good value (63th). Strong fundamental improvement in a cheap stock.
Earnings Quality Concern
ROE looks strong (36%) but high accruals (0.112) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (365%) significantly exceeds 252-day (166%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
85.2% avg (6 factors)
Quality
B
73.1% avg (8 factors)
Momentum
F
4.5% avg (4 factors)
Risk
F
0.0% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.770 | —1 | — | |
| Value %ile | 0.630 | —0 | — | |
| Quality %ile | 0.620 | —0 | — | |
| Momentum %ile | 0.630 | —0 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 1.657 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
0.13
Price / Sales
0.02
Price / Book
0.05
Price / Cash Flow
0.33
FCF Yield
307.7%
EBITDA / EV
1084.4%
Sales Yield (1/P·S)
42.3127
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
36.4%
Return on Assets
18.4%
Net Margin
18.7%
Operating Margin
24.4%
Gross Profit / Assets
Novy-Marx GPA
85.9%
Debt / Equity
0.99
Current Ratio
1.50
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.112
MomentumPrice trend strength over different horizons
6M Return
-41.5%
12M Return
-41.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-45.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.28
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.6%
Earnings Growth (YoY)
20.4%
Earnings Stability (CV)
Lower = more stable
0.363
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
0.0%
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
37
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
37
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
37
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