Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f469928a-42f5-49c8-b211-5139363ee606/

DT

Dynatrace Holdings LLC
Chart
$42.19
Latest Week 2026-06-05
TechnologySoftware - ApplicationLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.09
OS Score
3.0%
Value
91.0%
Quality
11.0%
Momentum
6/9
F-Score
0.165
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
0 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
✗
V
Value Analysis
Cheapness relative to fundamentals
3.0%ile
P/E
77.5×
P/S
6.2×
P/B
4.8×
E/P
0.0129
FCF Yield
0.051
EBITDA/EV
0.027
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
96.00000000
/100 — 1=cheapest
VC2 (Trending Value)
98.00000000
/100
VC3 (Buyback)
98.00000000
/100
P/E of 77.5x is premium-priced — the market is paying up for expected growth. VC2 score of 98.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
91.0%ile
ROE
0.062
ROA
0.037
Net Margin
0.081
Op Margin
0.144
GPA
0.373
D/E
0.69
Current
1.35
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.188
Earn Growth
-0.664
Stability
1.412
lower=better
Accruals
-0.090
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
11.0%ile
6M Return
-5.1%
12M Return
-23.3%
12-1 Mom
-26.0%
Risk-Adj
-0.67
Vol 252d
38.9%
Vol 60d
90.1%
↑ Expanding
Max DD 12M
-42.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -26% signals a downtrend — price is moving against you. Near-term vol (90%) is expanding vs long-term (39%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.09
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology · 500 peers
Sector Value %ile
10.6%
Sector Quality %ile
87.2%
P/E z-score
0.04
P/B z-score
-0.08
Sector Avg OS
53.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
JFU 9F Inc 99.0% 98.0% 82.0% 93.0%
ERIC Telefonaktiebolaget LM Ericsson B ADR 99.0% 98.0% 92.0% 84.0%
ASX ASE Industrial Holding Co Ltd ADR 99.0% 99.0% 89.0% 97.0%
UMC United Microelectronics 99.0% 99.0% 82.0% 95.0%
PLAB Photronics Inc 98.0% 94.0% 87.0% 90.0%
TOYO TOYO Co., Ltd Ordinary Shares 98.0% 83.0% 97.0% 98.0%
DSWL Deswell Industries Inc 98.0% 98.0% 80.0% 85.0%
CCSI Consensus Cloud Solutions Inc 97.0% 86.0% 98.0% 83.0%
Factor Interactions
Quality at a Premium
High quality (91th) but expensive (3th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (90%) significantly exceeds 252-day (39%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
26.6% avg (7 factors)
Quality
C
52.8% avg (8 factors)
Momentum
F
11.7% avg (4 factors)
Risk
C
51.8% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.090—1—
Value %ile0.030—1—
Quality %ile0.910—1—
Momentum %ile0.110—1—
F-Score6.000—0—
Confidence1.000—1—
Volatility0.389—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
77.53
Earnings Yield (E/P)
0.0129
Price / Sales
6.25
Price / Book
4.83
Price / Cash Flow
22.54
FCF Yield
5.1%
EBITDA / EV
2.7%
Sales Yield (1/P·S)
0.1749
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.2%
Return on Assets
3.7%
Net Margin
8.1%
Operating Margin
14.4%
Gross Profit / Assets
Novy-Marx GPA
37.3%
Debt / Equity
0.69
Current Ratio
1.35
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.090
MomentumPrice trend strength over different horizons
6M Return
-5.1%
12M Return
-23.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-26.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.67
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
18.8%
Earnings Growth (YoY)
-66.4%
Earnings Stability (CV)
Lower = more stable
1.412
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
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
96
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
98
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
98
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity