Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d4f92f08-a4e5-4c9b-8452-6720f955e894/
TCOM
Trip.com Group Ltd ADRSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.890
↗
Trending Value
✗
◆
Quality × Value
QV 0.923
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 1.0
◇
VC2 Cheapest
VC2 2.00000000
📐
EBITDA/EV
528.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
ROE 19%
📈
Consistent Earners
✗
🌱
GARP
Rev +15%
🔄
Shareholder Yield
4.3%
💰
High Yield
Div 4.3%
🚀
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
1.0×
P/S
0.5×
P/B
0.2×
E/P
0.9933
FCF Yield
2.420
EBITDA/EV
5.280
SH Yield
0.043
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
2.00000000
/100
P/E of 1.0x places this firmly in deep value territory. FCF yield of 242.0% is strong — the business generates significant free cash relative to price. VC2 score of 2.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
87.0%ile
ROE
0.194
ROA
0.124
Net Margin
0.522
Op Margin
0.508
GPA
0.191
D/E
0.55
Current
1.55
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.151
Earn Growth
0.948
Stability
0.899
lower=better
Accruals
0.070
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
13.0%ile
6M Return
-33.5%
12M Return
-21.3%
12-1 Mom
-13.1%
Risk-Adj
-0.37
Vol 252d
35.5%
Vol 60d
72.8%
↑ Expanding
Max DD 12M
-40.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -13% signals a downtrend — price is moving against you. Near-term vol (73%) is expanding vs long-term (35%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.89
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 500 peers
Sector Value %ile
98.6%
Sector Quality %ile
89.8%
P/E z-score
-0.34
P/B z-score
-0.53
Sector Avg OS
54.5%
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 (87th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Growth at Reasonable Price
Revenue growing 15% with P/E of 1×. Growth isn't fully priced in.
Falling Knife
Weak momentum (13th) despite looking cheap (98th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 4.3% backed by 242.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (73%) significantly exceeds 252-day (35%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
93.8% avg (7 factors)
Quality
B
64.4% avg (8 factors)
Momentum
F
10.3% avg (4 factors)
Risk
C
57.5% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. 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 | 0.890 | —1 | — | |
| Value %ile | 0.980 | —1 | — | |
| Quality %ile | 0.870 | —1 | — | |
| Momentum %ile | 0.130 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.355 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1.01
Earnings Yield (E/P)
0.9933
Price / Sales
0.53
Price / Book
0.20
Price / Cash Flow
2.32
FCF Yield
242.0%
EBITDA / EV
528.0%
Sales Yield (1/P·S)
10.1338
Shareholder Yield
Div + net buyback / mktcap
4.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
19.4%
Return on Assets
12.4%
Net Margin
52.2%
Operating Margin
50.8%
Gross Profit / Assets
Novy-Marx GPA
19.1%
Debt / Equity
0.55
Current Ratio
1.55
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.070
MomentumPrice trend strength over different horizons
6M Return
-33.5%
12M Return
-21.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-13.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.37
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
15.1%
Earnings Growth (YoY)
94.8%
Earnings Stability (CV)
Lower = more stable
0.899
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
4.3%
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
2
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
2
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
2
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
91
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity