Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/ca66cc8c-b11d-45c5-864f-ec4e94f36da3/
BHMG
BH Macro LimitedSnapshot 2026-07-12 · 0.6w · Fresh
Strategy Eligibility
3 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
11.2%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 80%
🛡
Low Volatility
Vol 12%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
80.0%ile
P/E
9.1×
P/S
4.9×
P/B
0.7×
FCF Yield
0.103
SH Yield
0.112
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
26.00000000
/100 — 1=cheapest
VC2 (Trending Value)
18.00000000
/100
VC3 (Buyback)
20.00000000
/100
P/E of 9.1x places this firmly in deep value territory. FCF yield of 10.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
26.0%ile
ROE
0.076
ROA
0.076
Net Margin
0.544
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.821
Earn Growth
1.828
Accruals
0.007
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
74.0%ile
6M Return
5.0%
12M Return
5.9%
12-1 Mom
6.1%
Risk-Adj
0.53
Vol 252d
11.6%
Vol 60d
27.2%
↑ Expanding
Max DD 12M
-6.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (27%) is expanding vs long-term (12%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.78
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 185 peers
Sector Value %ile
80.1%
Sector Quality %ile
23.7%
P/E z-score
-0.25
P/B z-score
-0.44
Sector Avg OS
55.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (80th value) with strong momentum (74th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (80th value) but weak quality (26th). Classic value trap risk.
Growth at Reasonable Price
Revenue growing 82% with P/E of 9×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 11.2% backed by 10.3% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (27%) significantly exceeds 252-day (12%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
88.9% avg (5 factors)
Quality
C
54.3% avg (4 factors)
Momentum
D
40.8% avg (4 factors)
Risk
A
97.3% avg (1 factors)
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 Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.780 | —1 | — | |
| Value %ile | 0.800 | —6 | — | |
| Quality %ile | 0.260 | —3 | — | |
| Momentum %ile | 0.740 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.560 | —0 | — | |
| Volatility | 0.116 | —1 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.08
Price / Sales
4.95
Price / Book
0.69
Price / Cash Flow
9.97
FCF Yield
10.3%
Sales Yield (1/P·S)
0.2069
Shareholder Yield
Div + net buyback / mktcap
11.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.6%
Return on Assets
7.6%
Net Margin
54.4%
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.007
MomentumPrice trend strength over different horizons
6M Return
5.0%
12M Return
5.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
6.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.53
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
82.1%
Earnings Growth (YoY)
182.8%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Buyback Yield
11.2%
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
26
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
18
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
20
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity