Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/fe2d9623-df30-44b9-b565-969608a467d5/
WOLF
Meta Wolf AGSnapshot 2026-07-19 · 0.7w · Fresh
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
25.0%ile
P/S
1.5×
P/B
2.6×
FCF Yield
-0.067
EBITDA/EV
0.005
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
73.00000000
/100 — 1=cheapest
VC2 (Trending Value)
79.00000000
/100
VC3 (Buyback)
79.00000000
/100
Negative FCF yield (-6.7%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
1.0%ile
ROE
-0.006
ROA
-0.004
Net Margin
-0.004
Op Margin
-0.047
GPA
0.617
Current
1.81
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
1.057
Accruals
0.080
lower=better
5yr Consist
No
Accruals ratio of 0.080 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
71.0%ile
6M Return
72.3%
12M Return
99.3%
12-1 Mom
-30.1%
Risk-Adj
-0.34
Vol 252d
88.6%
Vol 60d
226.5%
↑ Expanding
Max DD 12M
-44.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -30% signals a downtrend — price is moving against you. Near-term vol (227%) is expanding vs long-term (89%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.11
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 143 peers
Sector Value %ile
30.6%
Sector Quality %ile
2.8%
P/B z-score
-0.30
Sector Avg OS
51.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (227%) significantly exceeds 252-day (89%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
35.5% avg (5 factors)
Quality
F
28.1% avg (7 factors)
Momentum
C
54.1% avg (4 factors)
Risk
F
0.0% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.110 | —7 | — | |
| Value %ile | 0.250 | —4 | — | |
| Quality %ile | 0.010 | —7 | — | |
| Momentum %ile | 0.710 | —3 | — | |
| F-Score | 3.000 | —7 | — | |
| Confidence | 0.653 | —0 | — | |
| Volatility | 0.886 | —4 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
1.48
Price / Book
2.62
FCF Yield
-6.7%
EBITDA / EV
0.5%
Sales Yield (1/P·S)
0.6226
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-0.6%
Return on Assets
-0.4%
Net Margin
-0.4%
Operating Margin
-4.7%
Gross Profit / Assets
Novy-Marx GPA
61.7%
Current Ratio
1.81
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.080
MomentumPrice trend strength over different horizons
6M Return
72.3%
12M Return
99.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-30.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.34
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
105.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
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
73
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
79
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
79
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity