Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/dbdd440a-004f-48a2-9a2a-86833e4ca4fc/
ALTO
Alto Ingredients IncSnapshot 2026-07-26 · 1.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.890
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
14.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 90%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 2.68
V
Value Analysis
Cheapness relative to fundamentals
90.0%ile
P/E
12.3×
P/S
0.4×
P/B
1.4×
E/P
0.0904
FCF Yield
0.094
EBITDA/EV
0.149
SH Yield
0.004
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
9.00000000
/100 — 1=cheapest
VC2 (Trending Value)
14.00000000
/100
VC3 (Buyback)
14.00000000
/100
FCF yield of 9.4% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
21.0%ile
ROE
0.117
ROA
0.076
Net Margin
0.032
Op Margin
0.042
GPA
0.096
D/E
0.55
Current
3.81
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.037
Stability
5.199
lower=better
Accruals
-0.017
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
99.0%ile
6M Return
64.5%
12M Return
293.2%
12-1 Mom
339.8%
Risk-Adj
2.68
Vol 252d
126.9%
Vol 60d
311.1%
↑ Expanding
Max DD 12M
-24.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 340% is very strong — a clear uptrend. Risk-adjusted momentum of 2.68 is excellent — strong returns relative to volatility. Near-term vol (311%) is expanding vs long-term (127%) — 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
Basic Materials
· 219 peers
Sector Value %ile
91.4%
Sector Quality %ile
28.6%
P/E z-score
-0.31
P/B z-score
-0.22
Sector Avg OS
53.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (90th value) with strong momentum (99th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (90th value) but weak quality (21th). Classic value trap risk.
Hot but Volatile
Strong momentum (99th) but high volatility (127%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (311%) significantly exceeds 252-day (127%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
71.7% avg (7 factors)
Quality
C
49.7% avg (8 factors)
Momentum
A
98.0% avg (4 factors)
Risk
F
0.0% avg (1 factors)
Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. 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 | 0.890 | —8 | — | |
| Value %ile | 0.900 | —8 | — | |
| Quality %ile | 0.210 | —8 | — | |
| Momentum %ile | 0.990 | —8 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.929 | —8 | — | |
| Volatility | 1.269 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.28
Earnings Yield (E/P)
0.0904
Price / Sales
0.39
Price / Book
1.44
Price / Cash Flow
10.08
FCF Yield
9.4%
EBITDA / EV
14.9%
Sales Yield (1/P·S)
2.1279
Shareholder Yield
Div + net buyback / mktcap
0.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.7%
Return on Assets
7.6%
Net Margin
3.2%
Operating Margin
4.2%
Gross Profit / Assets
Novy-Marx GPA
9.6%
Debt / Equity
0.55
Current Ratio
3.81
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.017
MomentumPrice trend strength over different horizons
6M Return
64.5%
12M Return
293.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
339.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.68
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-3.7%
Earnings Stability (CV)
Lower = more stable
5.199
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.4%
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
9
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
14
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
14
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