Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e125384b-d81e-4022-bc7e-b2cace323925/
JCSE
JE Cleantech Holdings LtdSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.615
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 2.1
◇
VC2 Cheapest
✗
📐
EBITDA/EV
325.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
33.5%
💰
High Yield
Div 33.3%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
62.0%ile
P/E
2.1×
P/S
0.3×
P/B
0.4×
E/P
2.6564
FCF Yield
2.415
EBITDA/EV
3.258
SH Yield
0.335
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
39.00000000
/100 — 1=cheapest
VC2 (Trending Value)
39.00000000
/100
VC3 (Buyback)
39.00000000
/100
P/E of 2.1x places this firmly in deep value territory. FCF yield of 241.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
61.0%ile
ROE
0.164
ROA
0.098
Net Margin
0.159
Op Margin
0.187
GPA
0.175
D/E
0.67
Current
2.73
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
2.780
lower=better
Accruals
0.018
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
63.0%ile
6M Return
-29.4%
12M Return
67.9%
12-1 Mom
88.2%
Risk-Adj
0.54
Vol 252d
164.0%
Vol 60d
411.7%
↑ Expanding
Max DD 12M
-58.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 88% is very strong — a clear uptrend. Near-term vol (412%) is expanding vs long-term (164%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.77
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
63.7%
Sector Quality %ile
55.7%
P/E z-score
-0.68
P/B z-score
-0.05
Sector Avg OS
52.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 33.5% backed by 241.5% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (412%) significantly exceeds 252-day (164%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (7 factors)
Quality
B
61.7% avg (8 factors)
Momentum
C
59.8% avg (4 factors)
Risk
F
0.0% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.770 | —2 | — | |
| Value %ile | 0.620 | —0 | — | |
| Quality %ile | 0.610 | —0 | — | |
| Momentum %ile | 0.630 | —0 | — | |
| F-Score | 7.000 | —6 | — | |
| Confidence | 0.920 | —6 | — | |
| Volatility | 1.640 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
2.14
Earnings Yield (E/P)
2.6564
Price / Sales
0.34
Price / Book
0.35
Price / Cash Flow
2.62
FCF Yield
241.5%
EBITDA / EV
325.8%
Sales Yield (1/P·S)
14.1695
Shareholder Yield
Div + net buyback / mktcap
33.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.4%
Return on Assets
9.8%
Net Margin
15.9%
Operating Margin
18.7%
Gross Profit / Assets
Novy-Marx GPA
17.5%
Debt / Equity
0.67
Current Ratio
2.73
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.018
MomentumPrice trend strength over different horizons
6M Return
-29.4%
12M Return
67.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
88.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.54
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
2.780
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
33.3%
Buyback Yield
0.1%
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
39
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
39
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
39
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