Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/ddcb136e-c60e-4dbb-9188-2e9ddd929f59/
ASX
ASE Industrial Holding Co Ltd ADRSnapshot 2026-07-19 · 0.4w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.990
↗
Trending Value
#1
◆
Quality × Value
QV 0.907
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.1
💎
Deep Value
P/E 1.8
◇
VC2 Cheapest
VC2 4
📐
EBITDA/EV
46.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 5.62
V
Value Analysis
Cheapness relative to fundamentals
98.0%ile
P/E
1.8×
P/S
0.1×
P/B
0.2×
E/P
0.2232
FCF Yield
3.800
EBITDA/EV
0.467
SH Yield
-0.030
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
4.00000000
/100
VC3 (Buyback)
4.00000000
/100
P/E of 1.8x places this firmly in deep value territory. FCF yield of 380.0% is strong — the business generates significant free cash relative to price. VC2 score of 4.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
84.0%ile
ROE
0.134
ROA
0.049
Net Margin
0.071
Op Margin
0.095
GPA
0.127
D/E
1.64
Current
1.15
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.090
Earn Growth
0.368
Stability
0.291
lower=better
Accruals
-0.109
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
98.0%ile
6M Return
97.9%
12M Return
265.1%
12-1 Mom
281.9%
Risk-Adj
5.62
Vol 252d
50.2%
Vol 60d
119.9%
↑ Expanding
Max DD 12M
-13.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 282% is very strong — a clear uptrend. Risk-adjusted momentum of 5.62 is excellent — strong returns relative to volatility. Near-term vol (120%) is expanding vs long-term (50%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.99
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
99.4%
Sector Quality %ile
76.8%
P/E z-score
-0.20
P/B z-score
-0.26
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 (84th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (98th value) with strong momentum (98th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (98th) but high volatility (50%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (120%) significantly exceeds 252-day (50%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
85.7% avg (7 factors)
Quality
D
44.4% avg (8 factors)
Momentum
A
100.0% avg (4 factors)
Risk
D
33.0% 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 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 Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.990 | —7 | — | |
| Value %ile | 0.980 | —7 | — | |
| Quality %ile | 0.840 | —7 | — | |
| Momentum %ile | 0.980 | —7 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.969 | —7 | — | |
| Volatility | 0.502 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1.79
Earnings Yield (E/P)
0.2232
Price / Sales
0.13
Price / Book
0.24
Price / Cash Flow
0.56
FCF Yield
380.0%
EBITDA / EV
46.7%
Sales Yield (1/P·S)
2.3463
Shareholder Yield
Div + net buyback / mktcap
-3.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.4%
Return on Assets
4.9%
Net Margin
7.1%
Operating Margin
9.5%
Gross Profit / Assets
Novy-Marx GPA
12.7%
Debt / Equity
1.64
Current Ratio
1.15
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.109
MomentumPrice trend strength over different horizons
6M Return
97.9%
12M Return
265.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
281.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
5.62
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.0%
Earnings Growth (YoY)
36.8%
Earnings Stability (CV)
Lower = more stable
0.291
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
1.1%
Buyback Yield
-4.1%
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
4
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
4
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
1
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