Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/fb02df04-65a9-4fc0-9c9e-349908699c7a/
IX
Orix Corp AdsSnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
13 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
#11
◆
Quality × Value
QV 0.896
🏛
Cornerstone Value
Div -
🌿
Cornerstone Growth
P/S 0.0
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 4
📐
EBITDA/EV
24.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 75%
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 2.50
V
Value Analysis
Cheapness relative to fundamentals
98.0%ile
P/S
0.0×
P/B
0.0×
E/P
0.1640
FCF Yield
0.515
EBITDA/EV
0.241
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
3.00000000
/100 — 1=cheapest
VC2 (Trending Value)
4.00000000
/100
VC3 (Buyback)
4.00000000
/100
FCF yield of 51.5% is strong — the business generates significant free cash relative to price. VC2 score of 4.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
82.0%ile
ROE
0.100
ROA
0.025
Net Margin
0.134
Op Margin
0.257
GPA
0.065
D/E
2.98
Current
10.56
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.163
Earn Growth
0.275
Stability
0.314
lower=better
Accruals
-0.051
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 2.98 — 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
85.0%ile
6M Return
31.7%
12M Return
82.2%
12-1 Mom
74.9%
Risk-Adj
2.50
Vol 252d
29.9%
Vol 60d
69.2%
↑ Expanding
Max DD 12M
-19.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 75% is very strong — a clear uptrend. Risk-adjusted momentum of 2.50 is excellent — strong returns relative to volatility. Near-term vol (69%) is expanding vs long-term (30%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
98.4%
Sector Quality %ile
69.9%
P/B z-score
-0.17
Sector Avg OS
85.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (98th) and quality (82th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (98th value) with strong momentum (85th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (98th). Strong fundamental improvement in a cheap stock.
Volatility Expanding
60-day vol (69%) significantly exceeds 252-day (30%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (5 factors)
Quality
C
51.1% avg (8 factors)
Momentum
A
91.2% avg (4 factors)
Risk
B
66.8% avg (1 factors)
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 | 0.980 | —6 | — | |
| Value %ile | 0.980 | —6 | — | |
| Quality %ile | 0.820 | —6 | — | |
| Momentum %ile | 0.850 | —6 | — | |
| F-Score | 8.000 | —6 | — | |
| Confidence | 0.891 | —6 | — | |
| Volatility | 0.299 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.1640
Price / Sales
0.01
Price / Book
0.01
Price / Cash Flow
0.03
FCF Yield
51.5%
EBITDA / EV
24.1%
Sales Yield (1/P·S)
0.6377
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.0%
Return on Assets
2.5%
Net Margin
13.4%
Operating Margin
25.7%
Gross Profit / Assets
Novy-Marx GPA
6.5%
Debt / Equity
2.98
Current Ratio
10.56
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.051
MomentumPrice trend strength over different horizons
6M Return
31.7%
12M Return
82.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
74.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.50
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
16.3%
Earnings Growth (YoY)
27.5%
Earnings Stability (CV)
Lower = more stable
0.314
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
8
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
3
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
4
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
4
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
11
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
Yes
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