Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/04015aa2-76d0-47b2-b1a5-76a2a51af34c/
ALC
Alcon AGSnapshot 2026-07-26 · 0.6w · Fresh
Strategy Eligibility
3 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
Yes
🌱
GARP
✗
🔄
Shareholder Yield
2.8%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.71
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
15.0%ile
P/E
40.6×
P/S
3.1×
P/B
1.5×
E/P
0.0308
FCF Yield
0.079
EBITDA/EV
0.064
SH Yield
0.028
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
78.00000000
/100 — 1=cheapest
VC2 (Trending Value)
75.00000000
/100
VC3 (Buyback)
76.00000000
/100
P/E of 40.6x is premium-priced — the market is paying up for expected growth. FCF yield of 7.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
33.0%ile
ROE
0.037
ROA
0.026
Net Margin
0.077
Op Margin
0.107
GPA
0.183
D/E
0.43
Current
2.20
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.066
Earn Growth
-0.272
Stability
0.234
lower=better
Accruals
-0.046
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of 0.43.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
13.0%ile
6M Return
-14.4%
12M Return
-25.2%
12-1 Mom
-25.3%
Risk-Adj
-0.86
Vol 252d
29.4%
Vol 60d
66.8%
↑ Expanding
Max DD 12M
-28.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -25% signals a downtrend — price is moving against you. Near-term vol (67%) is expanding vs long-term (29%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.05
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
5.4%
Sector Quality %ile
8.0%
P/E z-score
0.24
P/B z-score
-0.24
Sector Avg OS
64.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (67%) significantly exceeds 252-day (29%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
50.5% avg (7 factors)
Quality
C
47.9% avg (8 factors)
Momentum
F
7.1% avg (4 factors)
Risk
B
67.7% 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
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.050 | —8 | — | |
| Value %ile | 0.150 | —8 | — | |
| Quality %ile | 0.330 | —0 | — | |
| Momentum %ile | 0.130 | —8 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.929 | —8 | — | |
| Volatility | 0.294 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
40.62
Earnings Yield (E/P)
0.0308
Price / Sales
3.13
Price / Book
1.49
Price / Cash Flow
14.58
FCF Yield
7.9%
EBITDA / EV
6.4%
Sales Yield (1/P·S)
0.2873
Shareholder Yield
Div + net buyback / mktcap
2.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
3.7%
Return on Assets
2.6%
Net Margin
7.7%
Operating Margin
10.7%
Gross Profit / Assets
Novy-Marx GPA
18.3%
Debt / Equity
0.43
Current Ratio
2.20
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.046
MomentumPrice trend strength over different horizons
6M Return
-14.4%
12M Return
-25.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-25.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.86
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.6%
Earnings Growth (YoY)
-27.2%
Earnings Stability (CV)
Lower = more stable
0.234
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
0.5%
Buyback Yield
2.3%
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
78
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
75
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
76
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