Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d0721e95-4575-49fc-958b-e103b7e0cb09/
SOHU
Sohu.Com IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
OS 0.880
↗
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
12-1 49%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 94th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.57
V
Value Analysis
Cheapness relative to fundamentals
94.0%ile
P/E
1.7×
P/S
0.6×
P/B
0.3×
E/P
0.6016
FCF Yield
0.021
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
8.00000000
/100 — 1=cheapest
VC2 (Trending Value)
15.00000000
/100
VC3 (Buyback)
15.00000000
/100
P/E of 1.7x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
26.0%ile
ROE
0.162
ROA
0.128
Net Margin
0.351
Op Margin
-0.074
GPA
0.285
D/E
0.27
Current
2.96
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.006
Earn Growth
0.942
Stability
2.604
lower=better
Accruals
0.131
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.27. Accruals ratio of 0.131 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
76.0%ile
6M Return
-15.2%
12M Return
26.0%
12-1 Mom
49.3%
Risk-Adj
1.57
Vol 252d
31.3%
Vol 60d
53.7%
↑ Expanding
Max DD 12M
-21.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 49% is very strong — a clear uptrend. Risk-adjusted momentum of 1.57 is excellent — strong returns relative to volatility. Near-term vol (54%) is expanding vs long-term (31%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.88
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 264 peers
Sector Value %ile
87.5%
Sector Quality %ile
22.6%
P/E z-score
-0.53
P/B z-score
-0.09
Sector Avg OS
54.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (94th value) with strong momentum (76th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (94th value) but weak quality (26th). Classic value trap risk.
Earnings Quality Concern
ROE looks strong (16%) but high accruals (0.131) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (54%) significantly exceeds 252-day (31%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
73.1% avg (6 factors)
Quality
C
58.3% avg (8 factors)
Momentum
B
61.0% avg (4 factors)
Risk
B
64.5% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.880 | —1 | — | |
| Value %ile | 0.940 | —1 | — | |
| Quality %ile | 0.260 | —1 | — | |
| Momentum %ile | 0.760 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.909 | —1 | — | |
| Volatility | 0.313 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1.66
Earnings Yield (E/P)
0.6016
Price / Sales
0.58
Price / Book
0.27
FCF Yield
2.1%
Sales Yield (1/P·S)
2.5190
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.2%
Return on Assets
12.8%
Net Margin
35.1%
Operating Margin
-7.4%
Gross Profit / Assets
Novy-Marx GPA
28.5%
Debt / Equity
0.27
Current Ratio
2.96
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.131
MomentumPrice trend strength over different horizons
6M Return
-15.2%
12M Return
26.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
49.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.57
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.6%
Earnings Growth (YoY)
94.2%
Earnings Stability (CV)
Lower = more stable
2.604
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
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
8
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
15
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
15
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