Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/cf2081e3-c9f9-49d5-ba1a-c1f176b93c9e/

SHIM

Shimmick Corporation Common Stock
Chart
$3.85
Latest Week 2026-06-05
IndustrialsEngineering & ConstructionMICRO
Snapshot 2026-06-07 · 0.0w · Fresh
0.28
OS Score
39.0%
Value
38.0%
Quality
39.0%
Momentum
4/9
F-Score
0.385
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 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
Yes
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 3.12
V
Value Analysis
Cheapness relative to fundamentals
39.0%ile
P/S
0.3×
FCF Yield
-0.150
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
61.00000000
/100 — 1=cheapest
VC2 (Trending Value)
61.00000000
/100
VC3 (Buyback)
61.00000000
/100
Negative FCF yield (-15.0%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
38.0%ile
ROE
0.337
ROA
-0.101
Net Margin
-0.044
Op Margin
-0.029
GPA
0.197
D/E
-4.34
Current
0.90
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.049
Stability
1.242
lower=better
Accruals
0.070
lower=better
5yr Consist
No
ROE of 34% is exceptional. Conservative balance sheet with D/E of -4.34.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
39.0%ile
6M Return
42.6%
12M Return
156.7%
12-1 Mom
284.0%
Risk-Adj
3.12
Vol 252d
90.9%
Vol 60d
195.9%
↑ Expanding
Max DD 12M
-40.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 284% is very strong — a clear uptrend. Risk-adjusted momentum of 3.12 is excellent — strong returns relative to volatility. Near-term vol (196%) is expanding vs long-term (91%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.28
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 500 peers
Sector Value %ile
36.1%
Sector Quality %ile
32.9%
Sector Avg OS
53.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
CMRE Costamare Inc 99.0% 95.0% 87.0% 91.0%
GSL Global Ship Lease Inc 99.0% 98.0% 89.0% 88.0%
ZTO ZTO Express (Cayman) Inc 99.0% 98.0% 93.0% 81.0%
ESEA Euroseas Ltd 99.0% 97.0% 96.0% 89.0%
DAC Danaos Corporation 98.0% 97.0% 86.0% 86.0%
NMM Navios Maritime Partners LP Unit 98.0% 97.0% 78.0% 91.0%
DLX Deluxe Corporation 98.0% 93.0% 81.0% 89.0%
CDLR Cadeler A/S 97.0% 93.0% 91.0% 70.0%
Factor Interactions
Volatility Expanding
60-day vol (196%) significantly exceeds 252-day (91%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
37.0% avg (3 factors)
Quality
D
36.4% avg (8 factors)
Momentum
A
97.7% avg (4 factors)
Risk
F
0.0% avg (1 factors)
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 Composite0.280—1—
Value %ile0.390—0—
Quality %ile0.380—0—
Momentum %ile0.390—0—
F-Score4.000—1—
Confidence0.758—1—
Volatility0.909—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.29
FCF Yield
-15.0%
Sales Yield (1/P·S)
2.4525
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
33.7%
Return on Assets
-10.1%
Net Margin
-4.4%
Operating Margin
-2.9%
Gross Profit / Assets
Novy-Marx GPA
19.7%
Debt / Equity
-4.34
Current Ratio
0.90
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.070
MomentumPrice trend strength over different horizons
6M Return
42.6%
12M Return
156.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
284.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.12
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-4.9%
Earnings Stability (CV)
Lower = more stable
1.242
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
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
61
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
61
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
61
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
Yes
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