Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c7a6c0ad-a765-43d6-ad6f-a3fe87401487/
ANTA
Antalpha Platform Holding CoSnapshot 2026-07-26 · 0.4w · Fresh
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 69%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
69.0%ile
P/E
6.2×
P/S
1.1×
P/B
0.7×
E/P
0.0393
FCF Yield
-0.005
EBITDA/EV
0.040
SH Yield
-0.766
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
19.00000000
/100 — 1=cheapest
VC2 (Trending Value)
33.00000000
/100
VC3 (Buyback)
32.00000000
/100
P/E of 6.2x places this firmly in deep value territory. Negative FCF yield (-0.5%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
15.0%ile
ROE
0.113
ROA
0.012
Net Margin
0.178
Op Margin
0.335
GPA
0.029
D/E
8.08
Current
2.38
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.660
Earn Growth
2.188
Stability
1.275
lower=better
Accruals
0.015
lower=better
5yr Consist
No
Highly leveraged with D/E of 8.08 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
2.0%ile
6M Return
-60.4%
12M Return
-70.8%
12-1 Mom
-53.7%
Risk-Adj
-1.06
Vol 252d
50.9%
Vol 60d
123.0%
↑ Expanding
Max DD 12M
-72.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -54% signals a downtrend — price is moving against you. Near-term vol (123%) is expanding vs long-term (51%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.27
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
28.1%
Sector Quality %ile
2.4%
P/E z-score
-0.39
P/B z-score
-0.07
Sector Avg OS
85.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (69th value) but weak quality (15th). Classic value trap risk.
Growth at Reasonable Price
Revenue growing 66% with P/E of 6×. Growth isn't fully priced in.
Falling Knife
Weak momentum (2th) despite looking cheap (69th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (123%) significantly exceeds 252-day (51%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
49.5% avg (7 factors)
Quality
D
43.7% avg (8 factors)
Momentum
F
0.0% avg (4 factors)
Risk
D
31.9% 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
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.270 | —8 | — | |
| Value %ile | 0.690 | —0 | — | |
| Quality %ile | 0.150 | —8 | — | |
| Momentum %ile | 0.020 | —8 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.900 | —8 | — | |
| Volatility | 0.509 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.24
Earnings Yield (E/P)
0.0393
Price / Sales
1.11
Price / Book
0.71
FCF Yield
-0.5%
EBITDA / EV
4.0%
Sales Yield (1/P·S)
0.1174
Shareholder Yield
Div + net buyback / mktcap
-76.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.3%
Return on Assets
1.2%
Net Margin
17.8%
Operating Margin
33.5%
Gross Profit / Assets
Novy-Marx GPA
2.9%
Debt / Equity
8.08
Current Ratio
2.38
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.015
External Financing
Net issuance — lower=better
0.055
MomentumPrice trend strength over different horizons
6M Return
-60.4%
12M Return
-70.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-53.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.06
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
66.0%
Earnings Growth (YoY)
218.8%
Earnings Stability (CV)
Lower = more stable
1.275
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Buyback Yield
-76.6%
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
19
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
33
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
32
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