Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d234bbc7-e812-4038-be84-5598225f840a/
SHJ
Shine Justice LtdSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
#18.00000000
◆
Quality × Value
QV 0.929
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 5.00000000
📐
EBITDA/EV
19.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.8%
💰
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
98.0%ile
P/E
19.2×
P/S
0.6×
P/B
0.4×
E/P
0.1541
FCF Yield
0.273
EBITDA/EV
0.190
SH Yield
0.028
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
4.00000000
/100 — 1=cheapest
VC2 (Trending Value)
5.00000000
/100
VC3 (Buyback)
3.00000000
/100
FCF yield of 27.3% is strong — the business generates significant free cash relative to price. VC2 score of 5.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
88.0%ile
ROE
0.022
ROA
0.010
Net Margin
0.031
Op Margin
0.136
GPA
0.322
Current
2.21
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.144
Earn Growth
0.833
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
82.0%ile
6M Return
2.2%
12M Return
2.7%
12-1 Mom
8.7%
Risk-Adj
0.27
Vol 252d
32.1%
Vol 60d
64.3%
↑ Expanding
Max DD 12M
-10.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (64%) is expanding vs long-term (32%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.97
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 90 peers
Sector Value %ile
94.5%
Sector Quality %ile
78.0%
P/E z-score
-0.25
P/B z-score
-0.44
Sector Avg OS
50.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (98th) and quality (88th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (98th value) with strong momentum (82th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (64%) significantly exceeds 252-day (32%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
86.2% avg (7 factors)
Quality
D
37.4% avg (6 factors)
Momentum
D
38.3% avg (4 factors)
Risk
B
63.2% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.970 | —1 | — | |
| Value %ile | 0.980 | —1 | — | |
| Quality %ile | 0.880 | —1 | — | |
| Momentum %ile | 0.820 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.254 | —1 | — | |
| Volatility | 0.321 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
19.22
Earnings Yield (E/P)
0.1541
Price / Sales
0.59
Price / Book
0.43
FCF Yield
27.3%
EBITDA / EV
19.0%
Sales Yield (1/P·S)
1.1341
Shareholder Yield
Div + net buyback / mktcap
2.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
2.2%
Return on Assets
1.0%
Net Margin
3.1%
Operating Margin
13.6%
Gross Profit / Assets
Novy-Marx GPA
32.2%
Current Ratio
2.21
MomentumPrice trend strength over different horizons
6M Return
2.2%
12M Return
2.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
8.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.27
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-14.4%
Earnings Growth (YoY)
83.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
2.2%
Buyback Yield
0.5%
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
4
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
5
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
18
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