Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d997d0fb-900a-4708-8208-3a68238ed993/
AHLA
Alibaba Group Holding LimitedSnapshot 2026-07-26 · 1.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 3
📐
EBITDA/EV
31.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
3.7%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.97
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
96.0%ile
P/E
2.3×
P/S
0.2×
P/B
0.2×
E/P
0.1315
FCF Yield
-0.112
EBITDA/EV
0.318
SH Yield
0.037
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
3.00000000
/100
P/E of 2.3x places this firmly in deep value territory. Negative FCF yield (-11.2%) — the business is currently cash-consumptive. VC2 score of 3.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
6.0%ile
ROE
0.098
ROA
0.054
Net Margin
0.101
Op Margin
0.058
GPA
0.213
Current
1.28
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.027
Earn Growth
-0.186
Stability
0.469
lower=better
Accruals
0.014
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
29.0%ile
6M Return
-31.8%
12M Return
-1.5%
12-1 Mom
-17.0%
Risk-Adj
-0.39
Vol 252d
43.9%
Vol 60d
87.9%
↑ Expanding
Max DD 12M
-47.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -17% signals a downtrend — price is moving against you. Near-term vol (88%) is expanding vs long-term (44%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.71
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 85 peers
Sector Value %ile
93.0%
Sector Quality %ile
7.0%
P/E z-score
-0.18
P/B z-score
-0.62
Sector Avg OS
47.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (96th value) but weak quality (6th). Classic value trap risk.
Volatility Expanding
60-day vol (88%) significantly exceeds 252-day (44%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
77.1% avg (7 factors)
Quality
D
37.8% avg (7 factors)
Momentum
F
14.4% avg (4 factors)
Risk
D
43.6% 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. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.710 | —8 | — | |
| Value %ile | 0.960 | —8 | — | |
| Quality %ile | 0.060 | —8 | — | |
| Momentum %ile | 0.290 | —1 | — | |
| F-Score | 3.000 | —8 | — | |
| Confidence | 0.900 | —8 | — | |
| Volatility | 0.439 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
2.30
Earnings Yield (E/P)
0.1315
Price / Sales
0.23
Price / Book
0.22
Price / Cash Flow
3.13
FCF Yield
-11.2%
EBITDA / EV
31.8%
Sales Yield (1/P·S)
2.2556
Shareholder Yield
Div + net buyback / mktcap
3.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.8%
Return on Assets
5.4%
Net Margin
10.1%
Operating Margin
5.8%
Gross Profit / Assets
Novy-Marx GPA
21.3%
Current Ratio
1.28
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.014
External Financing
Net issuance — lower=better
0.005
MomentumPrice trend strength over different horizons
6M Return
-31.8%
12M Return
-1.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-17.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.39
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
2.7%
Earnings Growth (YoY)
-18.6%
Earnings Stability (CV)
Lower = more stable
0.469
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
0.9%
Buyback Yield
2.8%
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
3
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
93
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
Yes
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