Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e02bbf3e-7961-4941-817f-69ac5cbb740f/

WULF

Terawulf Inc
Chart
$24.00
Latest Week 2026-06-05
Financial ServicesCapital MarketsLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.18
OS Score
34.0%
Value
34.0%
Quality
34.0%
Momentum
1/9
F-Score
0.340
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 4.08
V
Value Analysis
Cheapness relative to fundamentals
34.0%ile
P/S
60.4×
FCF Yield
0.102
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
66.00000000
/100 — 1=cheapest
VC2 (Trending Value)
66.00000000
/100
VC3 (Buyback)
66.00000000
/100
FCF yield of 10.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
34.0%ile
ROE
13.045
ROA
-0.147
Net Margin
-6.115
Op Margin
-1.463
GPA
0.001
D/E
-89.96
Current
1.20
F-Score
1/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.273
Stability
1.301
lower=better
Accruals
-0.118
lower=better
5yr Consist
No
ROE of 1305% is exceptional. Conservative balance sheet with D/E of -89.96. F-Score of 1/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
34.0%ile
6M Return
65.5%
12M Return
451.7%
12-1 Mom
437.7%
Risk-Adj
4.08
Vol 252d
107.3%
Vol 60d
172.0%
↑ Expanding
Max DD 12M
-29.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 438% is very strong — a clear uptrend. Risk-adjusted momentum of 4.08 is excellent — strong returns relative to volatility. Near-term vol (172%) is expanding vs long-term (107%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.18
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
0.2%
Sector Quality %ile
11.8%
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BAP Credicorp Ltd 99.0% 98.0% 93.0% 84.0%
CARE Carter Bank and Trust 99.0% 96.0% 98.0% 88.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 97.0% 90.0%
HG Hamilton Insurance Group, Ltd. 99.0% 97.0% 94.0% 85.0%
UVE Universal Insurance Holdings Inc 99.0% 96.0% 94.0% 82.0%
MCY Mercury General Corporation 99.0% 95.0% 93.0% 86.0%
VBNK VersaBank 98.0% 94.0% 85.0% 91.0%
SYF Synchrony Financial 98.0% 96.0% 97.0% 72.0%
Factor Interactions
Volatility Expanding
60-day vol (172%) significantly exceeds 252-day (107%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
32.8% avg (3 factors)
Quality
D
41.0% avg (8 factors)
Momentum
A
100.0% avg (4 factors)
Risk
F
0.0% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.180—1—
Value %ile0.340—0—
Quality %ile0.340—0—
Momentum %ile0.340—0—
F-Score1.000—1—
Confidence0.788—1—
Volatility1.073—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
60.41
FCF Yield
10.2%
Sales Yield (1/P·S)
0.0133
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
1304.5%
Return on Assets
-14.7%
Net Margin
-611.5%
Operating Margin
-146.3%
Gross Profit / Assets
Novy-Marx GPA
0.1%
Debt / Equity
-89.96
Current Ratio
1.20
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.118
MomentumPrice trend strength over different horizons
6M Return
65.5%
12M Return
451.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
437.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
4.08
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
27.3%
Earnings Stability (CV)
Lower = more stable
1.301
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
1
Dividend Yield
0.0%
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
66
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
66
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
66
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