Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d909fef0-186c-40a6-b80e-bf5da3fda583/
WMI
WAM Microcap LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.940
↗
Trending Value
#42.00000000
◆
Quality × Value
QV 0.875
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 10.00000000
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +28%
🔄
Shareholder Yield
6.7%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 16%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
88.0%ile
P/E
8.9×
P/S
6.0×
P/B
1.0×
FCF Yield
0.039
SH Yield
0.067
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
12.00000000
/100 — 1=cheapest
VC2 (Trending Value)
10.00000000
/100
VC3 (Buyback)
11.00000000
/100
P/E of 8.9x places this firmly in deep value territory. VC2 score of 10.00000000/100 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
0.110
ROA
0.106
Net Margin
0.679
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.275
Earn Growth
0.263
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
82.0%ile
6M Return
-10.6%
12M Return
2.0%
12-1 Mom
12.7%
Risk-Adj
0.81
Vol 252d
15.7%
Vol 60d
36.3%
↑ Expanding
Max DD 12M
-17.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (36%) is expanding vs long-term (16%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.94
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 158 peers
Sector Value %ile
79.2%
Sector Quality %ile
76.7%
P/E z-score
-0.34
P/B z-score
-0.09
Sector Avg OS
57.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (88th) and quality (87th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (88th value) with strong momentum (82th). The market is starting to recognise the value.
Growth at Reasonable Price
Revenue growing 28% with P/E of 9×. Growth isn't fully priced in.
Volatility Expanding
60-day vol (36%) significantly exceeds 252-day (16%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
74.6% avg (5 factors)
Quality
B
61.5% avg (3 factors)
Momentum
D
38.8% avg (4 factors)
Risk
A
90.4% 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 | 0.940 | —1 | — | |
| Value %ile | 0.880 | —1 | — | |
| Quality %ile | 0.870 | —1 | — | |
| Momentum %ile | 0.820 | —1 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 0.387 | —1 | — | |
| Volatility | 0.157 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.90
Price / Sales
6.04
Price / Book
0.98
FCF Yield
3.9%
Sales Yield (1/P·S)
0.1814
Shareholder Yield
Div + net buyback / mktcap
6.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.0%
Return on Assets
10.6%
Net Margin
67.9%
MomentumPrice trend strength over different horizons
6M Return
-10.6%
12M Return
2.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
12.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.81
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
27.5%
Earnings Growth (YoY)
26.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
6.7%
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
12
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
10
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
11
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
42
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