Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/cfce115b-fa70-4ac3-9c44-fa1e0ab8ec97/
CTS
CTS CorporationSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
5 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
Yes
🌱
GARP
✗
🔄
Shareholder Yield
3.7%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 58%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.66
⚡
Risk-Adj Momentum
RAM 1.72
V
Value Analysis
Cheapness relative to fundamentals
23.0%ile
P/E
24.9×
P/S
3.1×
P/B
3.1×
E/P
0.0546
FCF Yield
0.070
EBITDA/EV
0.075
SH Yield
0.037
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
79.00000000
/100 — 1=cheapest
VC2 (Trending Value)
74.00000000
/100
VC3 (Buyback)
74.00000000
/100
FCF yield of 7.0% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
88.0%ile
ROE
0.124
ROA
0.089
Net Margin
0.124
Op Margin
0.169
GPA
0.277
D/E
0.39
Current
2.52
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.078
Earn Growth
0.146
Stability
0.162
lower=better
Accruals
-0.045
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of 0.39. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
77.0%ile
6M Return
30.7%
12M Return
43.9%
12-1 Mom
58.2%
Risk-Adj
1.72
Vol 252d
33.7%
Vol 60d
73.2%
↑ Expanding
Max DD 12M
-20.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 58% is very strong — a clear uptrend. Risk-adjusted momentum of 1.72 is excellent — strong returns relative to volatility. Near-term vol (73%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.58
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
26.1%
Sector Quality %ile
81.8%
P/E z-score
-0.12
P/B z-score
-0.17
Sector Avg OS
52.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (88th) and momentum (77th) but expensive (23th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (88th) but expensive (23th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (73%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
56.0% avg (7 factors)
Quality
B
63.1% avg (8 factors)
Momentum
A
81.5% avg (4 factors)
Risk
B
60.4% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.580 | —0 | — | |
| Value %ile | 0.230 | —6 | — | |
| Quality %ile | 0.880 | —6 | — | |
| Momentum %ile | 0.770 | —6 | — | |
| F-Score | 8.000 | —6 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.337 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
24.87
Earnings Yield (E/P)
0.0546
Price / Sales
3.09
Price / Book
3.08
Price / Cash Flow
16.55
FCF Yield
7.0%
EBITDA / EV
7.5%
Sales Yield (1/P·S)
0.3225
Shareholder Yield
Div + net buyback / mktcap
3.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.4%
Return on Assets
8.9%
Net Margin
12.4%
Operating Margin
16.9%
Gross Profit / Assets
Novy-Marx GPA
27.7%
Debt / Equity
0.39
Current Ratio
2.52
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.045
MomentumPrice trend strength over different horizons
6M Return
30.7%
12M Return
43.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
58.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.72
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.8%
Earnings Growth (YoY)
14.6%
Earnings Stability (CV)
Lower = more stable
0.162
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
8
Dividend Yield
0.3%
Buyback Yield
3.4%
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
79
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
74
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
74
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