Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/01ff857e-42b2-4d63-9bb1-9d65efb67dc0/
AERO
Grupo Aeroméxico, S.A.B. de C.V.Snapshot 2026-07-26 · 0.6w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.880
↗
Trending Value
✗
◆
Quality × Value
QV 0.798
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 7
📐
EBITDA/EV
28.1%
◐
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
CAQ 0.98
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
95.0%ile
P/E
10.1×
P/S
0.4×
E/P
0.1355
FCF Yield
0.246
EBITDA/EV
0.281
SH Yield
0.018
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
5.00000000
/100 — 1=cheapest
VC2 (Trending Value)
7.00000000
/100
VC3 (Buyback)
4.00000000
/100
P/E of 10.1x places this firmly in deep value territory. FCF yield of 24.6% is strong — the business generates significant free cash relative to price. VC2 score of 7.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
67.0%ile
ROE
-0.336
ROA
0.029
Net Margin
0.038
Op Margin
0.124
GPA
0.181
D/E
-12.53
Current
0.62
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.046
Earn Growth
-0.404
Stability
1.143
lower=better
Accruals
-0.097
lower=better
5yr Consist
No
Conservative balance sheet with D/E of -12.53.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
35.0%ile
6M Return
-29.0%
Vol 252d
57.9%
Vol 60d
127.6%
↑ Expanding
Max DD 12M
-46.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (128%) is expanding vs long-term (58%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.88
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
97.8%
Sector Quality %ile
63.5%
P/E z-score
-0.47
Sector Avg OS
51.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (128%) significantly exceeds 252-day (58%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
84.9% avg (6 factors)
Quality
D
41.7% avg (8 factors)
Momentum
F
1.2% avg (1 factors)
Risk
F
20.1% 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 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
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.880 | —8 | — | |
| Value %ile | 0.950 | —8 | — | |
| Quality %ile | 0.670 | —0 | — | |
| Momentum %ile | 0.350 | —0 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.848 | —8 | — | |
| Volatility | 0.579 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.14
Earnings Yield (E/P)
0.1355
Price / Sales
0.38
Price / Cash Flow
2.35
FCF Yield
24.6%
EBITDA / EV
28.1%
Sales Yield (1/P·S)
1.0890
Shareholder Yield
Div + net buyback / mktcap
1.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-33.6%
Return on Assets
2.9%
Net Margin
3.8%
Operating Margin
12.4%
Gross Profit / Assets
Novy-Marx GPA
18.1%
Debt / Equity
-12.53
Current Ratio
0.62
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.097
External Financing
Net issuance — lower=better
0.050
MomentumPrice trend strength over different horizons
6M Return
-29.0%
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
4.6%
Earnings Growth (YoY)
-40.4%
Earnings Stability (CV)
Lower = more stable
1.143
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Buyback Yield
1.8%
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
5
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
7
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
4
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
83
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