Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e0856d01-6198-403a-8af2-cab2c69edf1f/
VEE
VEEM LtdSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.915
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 8.00000000
📐
EBITDA/EV
15.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +35%
🔄
Shareholder Yield
2.4%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
94.0%ile
P/E
10.5×
P/S
0.9×
P/B
1.4×
E/P
0.0982
FCF Yield
0.054
EBITDA/EV
0.155
SH Yield
0.024
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
7.00000000
/100
P/E of 10.5x places this firmly in deep value territory. VC2 score of 8.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%ile
ROE
0.134
ROA
0.074
Net Margin
0.087
Op Margin
0.116
GPA
0.476
Current
2.37
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.353
Earn Growth
0.698
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
3.0%ile
6M Return
-41.6%
12M Return
-47.1%
12-1 Mom
-37.6%
Risk-Adj
-0.49
Vol 252d
76.3%
Vol 60d
135.8%
↑ Expanding
Max DD 12M
-72.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -38% signals a downtrend — price is moving against you. Near-term vol (136%) is expanding vs long-term (76%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.79
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 129 peers
Sector Value %ile
90.0%
Sector Quality %ile
80.0%
P/E z-score
-0.36
P/B z-score
-0.24
Sector Avg OS
51.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (94th) and quality (89th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Growth at Reasonable Price
Revenue growing 35% with P/E of 11×. Growth isn't fully priced in.
Falling Knife
Weak momentum (3th) despite looking cheap (94th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (136%) significantly exceeds 252-day (76%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
72.1% avg (7 factors)
Quality
C
56.4% avg (6 factors)
Momentum
F
3.2% avg (4 factors)
Risk
F
0.0% avg (1 factors)
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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.790 | —1 | — | |
| Value %ile | 0.940 | —1 | — | |
| Quality %ile | 0.890 | —1 | — | |
| Momentum %ile | 0.030 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.254 | —1 | — | |
| Volatility | 0.763 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.50
Earnings Yield (E/P)
0.0982
Price / Sales
0.91
Price / Book
1.40
FCF Yield
5.4%
EBITDA / EV
15.5%
Sales Yield (1/P·S)
0.8460
Shareholder Yield
Div + net buyback / mktcap
2.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.4%
Return on Assets
7.4%
Net Margin
8.7%
Operating Margin
11.6%
Gross Profit / Assets
Novy-Marx GPA
47.6%
Current Ratio
2.37
MomentumPrice trend strength over different horizons
6M Return
-41.6%
12M Return
-47.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-37.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.49
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
35.3%
Earnings Growth (YoY)
69.8%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
2.4%
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
7
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
7
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
86
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity