Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c6e51d05-3317-4cc6-a390-a73e09e436a6/

NEON

Neonode Inc
Chart
$1.68
Latest Week 2026-06-05
TechnologyElectronic ComponentsNANO
Snapshot 2026-06-07 · 0.0w · Fresh
0.41
OS Score
45.0%
Value
44.0%
Quality
44.0%
Momentum
3/9
F-Score
0.445
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
147.1%
◐
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
45.0%ile
P/E
3.4×
P/S
13.0×
P/B
1.2×
E/P
0.2966
FCF Yield
-2.090
EBITDA/EV
1.471
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
56.00000000
/100 — 1=cheapest
VC2 (Trending Value)
56.00000000
/100
VC3 (Buyback)
56.00000000
/100
P/E of 3.4x places this firmly in deep value territory. Negative FCF yield (-209.0%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
44.0%ile
ROE
0.366
ROA
0.336
Net Margin
3.866
Op Margin
3.416
GPA
0.081
D/E
0.09
Current
11.91
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.229
Stability
20.019
lower=better
Accruals
0.777
lower=better
5yr Consist
No
ROE of 37% is exceptional. Conservative balance sheet with D/E of 0.09. Accruals ratio of 0.777 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
44.0%ile
6M Return
-28.2%
12M Return
-83.6%
12-1 Mom
-83.6%
Risk-Adj
-0.84
Vol 252d
100.0%
Vol 60d
112.9%
↑ Expanding
Max DD 12M
-95.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -84% signals a downtrend — price is moving against you.
OS
Composite & Factor Heatmap
All factors at a glance
0.41
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology · 500 peers
Sector Value %ile
45.1%
Sector Quality %ile
33.3%
P/E z-score
-0.21
P/B z-score
-0.11
Sector Avg OS
53.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
ASX ASE Industrial Holding Co Ltd ADR 99.0% 99.0% 89.0% 97.0%
UMC United Microelectronics 99.0% 99.0% 82.0% 95.0%
ERIC Telefonaktiebolaget LM Ericsson B ADR 99.0% 98.0% 92.0% 84.0%
JFU 9F Inc 99.0% 98.0% 82.0% 93.0%
TOYO TOYO Co., Ltd Ordinary Shares 98.0% 83.0% 97.0% 98.0%
PLAB Photronics Inc 98.0% 94.0% 87.0% 90.0%
DSWL Deswell Industries Inc 98.0% 98.0% 80.0% 85.0%
CCSI Consensus Cloud Solutions Inc 97.0% 86.0% 98.0% 83.0%
Factor Interactions
Earnings Quality Concern
ROE looks strong (37%) but high accruals (0.777) suggests earnings are accrual-heavy, not cash-backed.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
59.2% avg (7 factors)
Quality
A
76.7% avg (8 factors)
Momentum
F
1.6% 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
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.410—0—
Value %ile0.450—0—
Quality %ile0.440—0—
Momentum %ile0.440—0—
F-Score3.000—1—
Confidence0.909—1—
Volatility1.000—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
3.37
Earnings Yield (E/P)
0.2966
Price / Sales
13.04
Price / Book
1.23
FCF Yield
-209.0%
EBITDA / EV
147.1%
Sales Yield (1/P·S)
0.4153
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
36.6%
Return on Assets
33.6%
Net Margin
386.6%
Operating Margin
341.6%
Gross Profit / Assets
Novy-Marx GPA
8.1%
Debt / Equity
0.09
Current Ratio
11.91
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.777
MomentumPrice trend strength over different horizons
6M Return
-28.2%
12M Return
-83.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-83.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.84
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-22.9%
Earnings Stability (CV)
Lower = more stable
20.019
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
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
56
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
56
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
56
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
Show all
Op Income
OCF
CapEx
Equity