Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f650fae6-8301-42db-8c51-b009e769cf4b/
ZMM
Zimi LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
OS 0.820
↗
Trending Value
✗
◆
Quality × Value
QV 0.715
🏛
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
72.0%ile
P/S
1.2×
P/B
2.8×
FCF Yield
-0.119
SH Yield
-0.046
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
27.00000000
/100 — 1=cheapest
VC2 (Trending Value)
27.00000000
/100
VC3 (Buyback)
27.00000000
/100
Negative FCF yield (-11.9%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
71.0%ile
ROE
-2.468
ROA
-0.969
Net Margin
-1.041
Op Margin
-1.267
GPA
0.200
Current
1.05
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
72.0%ile
6M Return
-28.6%
12M Return
-50.0%
12-1 Mom
-50.0%
Risk-Adj
-0.50
Vol 252d
99.4%
Vol 60d
183.8%
↑ Expanding
Max DD 12M
-72.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -50% signals a downtrend — price is moving against you. Near-term vol (184%) is expanding vs long-term (99%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.82
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 129 peers
Sector Value %ile
66.9%
Sector Quality %ile
56.2%
P/B z-score
-0.19
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 (72th) and quality (71th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (72th value) with strong momentum (72th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (184%) significantly exceeds 252-day (99%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
41.0% avg (4 factors)
Quality
F
10.3% avg (6 factors)
Momentum
F
3.6% 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 | 0.820 | —1 | — | |
| Value %ile | 0.720 | —1 | — | |
| Quality %ile | 0.710 | —1 | — | |
| Momentum %ile | 0.720 | —1 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 0.218 | —1 | — | |
| Volatility | 0.994 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
1.17
Price / Book
2.77
FCF Yield
-11.9%
Sales Yield (1/P·S)
0.8532
Shareholder Yield
Div + net buyback / mktcap
-4.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-246.8%
Return on Assets
-96.9%
Net Margin
-104.1%
Operating Margin
-126.7%
Gross Profit / Assets
Novy-Marx GPA
20.0%
Current Ratio
1.05
External Financing
Net issuance — lower=better
0.066
MomentumPrice trend strength over different horizons
6M Return
-28.6%
12M Return
-50.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-50.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.50
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
0.0%
Buyback Yield
-4.6%
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
27
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
27
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
27
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