Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/cf34f4f7-9275-479f-8637-333ab80fb5bf/
TWLV
Twelve Seas Investment Co IISnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
0 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
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
36.0%ile
P/E
6329.7×
P/B
1.4×
E/P
0.0002
FCF Yield
-0.001
SH Yield
-0.742
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
64.00000000
/100 — 1=cheapest
VC2 (Trending Value)
64.00000000
/100
VC3 (Buyback)
64.00000000
/100
P/E of 6329.7x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-0.1%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
36.0%ile
ROE
0.000
ROA
0.000
Current
3.55
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Accruals
0.002
lower=better
5yr Consist
No
F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
36.0%ile
Vol 252d
2.4%
Vol 60d
2.6%
↑ Expanding
Max DD 12M
-0.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
OS
Composite & Factor Heatmap
All factors at a glance
0.22
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
0.2%
Sector Quality %ile
11.8%
P/E z-score
303.46
P/B z-score
-0.05
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
20.3% avg (5 factors)
Quality
D
39.9% avg (4 factors)
Risk
A
100.0% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.220 | —1 | — | |
| Value %ile | 0.360 | —0 | — | |
| Quality %ile | 0.360 | —0 | — | |
| Momentum %ile | 0.360 | —0 | — | |
| F-Score | 2.000 | —1 | — | |
| Confidence | 0.576 | —0 | — | |
| Volatility | 0.024 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6329.67
Earnings Yield (E/P)
0.0002
Price / Book
1.40
FCF Yield
-0.1%
Shareholder Yield
Div + net buyback / mktcap
-74.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
0.0%
Return on Assets
0.0%
Current Ratio
3.55
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.002
MomentumPrice trend strength over different horizons
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
0.0%
Buyback Yield
-74.2%
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
64
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
64
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
64
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