Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e8c80faf-d7b2-4cdc-a2b8-98b495a912de/
CSTM
Constellium NvSnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
✗
◆
Quality × Value
QV 0.816
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 9.3
◇
VC2 Cheapest
✗
📐
EBITDA/EV
17.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +25%
🔄
Shareholder Yield
3.2%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 152%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 3.95
V
Value Analysis
Cheapness relative to fundamentals
90.0%ile
P/E
9.3×
P/S
0.5×
P/B
3.6×
E/P
0.1183
FCF Yield
0.146
EBITDA/EV
0.174
SH Yield
0.032
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
11.00000000
/100 — 1=cheapest
VC2 (Trending Value)
12.00000000
/100
VC3 (Buyback)
13.00000000
/100
P/E of 9.3x places this firmly in deep value territory. FCF yield of 14.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
74.0%ile
ROE
0.384
ROA
0.073
Net Margin
0.050
Op Margin
0.080
GPA
0.194
D/E
4.21
Current
1.39
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.250
Earn Growth
4.793
Stability
1.167
lower=better
Accruals
-0.014
lower=better
5yr Consist
No
ROE of 38% is exceptional. Highly leveraged with D/E of 4.21 — returns are being amplified by debt. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
90.0%ile
6M Return
40.5%
12M Return
107.5%
12-1 Mom
152.3%
Risk-Adj
3.95
Vol 252d
38.5%
Vol 60d
92.6%
↑ Expanding
Max DD 12M
-17.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 152% is very strong — a clear uptrend. Risk-adjusted momentum of 3.95 is excellent — strong returns relative to volatility. Near-term vol (93%) is expanding vs long-term (39%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.96
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 223 peers
Sector Value %ile
91.5%
Sector Quality %ile
73.2%
P/E z-score
-0.37
P/B z-score
-0.06
Sector Avg OS
53.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (90th) and quality (74th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (90th value) with strong momentum (90th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (90th). Strong fundamental improvement in a cheap stock.
Growth at Reasonable Price
Revenue growing 25% with P/E of 9×. Growth isn't fully priced in.
Leveraged Returns
Strong ROE (38%) boosted by high leverage (D/E 4.2). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (93%) significantly exceeds 252-day (39%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
80.2% avg (7 factors)
Quality
D
43.4% avg (8 factors)
Momentum
A
97.0% avg (4 factors)
Risk
C
52.4% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.960 | —6 | — | |
| Value %ile | 0.900 | —6 | — | |
| Quality %ile | 0.740 | —6 | — | |
| Momentum %ile | 0.900 | —6 | — | |
| F-Score | 8.000 | —6 | — | |
| Confidence | 0.951 | —6 | — | |
| Volatility | 0.385 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.28
Earnings Yield (E/P)
0.1183
Price / Sales
0.46
Price / Book
3.56
Price / Cash Flow
7.78
FCF Yield
14.6%
EBITDA / EV
17.4%
Sales Yield (1/P·S)
1.4777
Shareholder Yield
Div + net buyback / mktcap
3.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
38.4%
Return on Assets
7.3%
Net Margin
5.0%
Operating Margin
8.0%
Gross Profit / Assets
Novy-Marx GPA
19.4%
Debt / Equity
4.21
Current Ratio
1.39
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.014
MomentumPrice trend strength over different horizons
6M Return
40.5%
12M Return
107.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
152.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.95
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
25.0%
Earnings Growth (YoY)
479.3%
Earnings Stability (CV)
Lower = more stable
1.167
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Buyback Yield
3.2%
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
11
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
12
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
13
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