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ATMU

Atmus Filtration Technologies Inc.
Chart
$45.91
Latest Week 2026-06-05
Consumer CyclicalAuto PartsMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.52
OS Score
22.0%
Value
74.0%
Quality
78.0%
Momentum
6/9
F-Score
0.403
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
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
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 53%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.68
V
Value Analysis
Cheapness relative to fundamentals
22.0%ile
P/E
17.8×
P/S
2.1×
P/B
9.3×
E/P
0.0561
FCF Yield
0.058
EBITDA/EV
0.077
SH Yield
0.005
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
80.00000000
/100 — 1=cheapest
VC2 (Trending Value)
78.00000000
/100
VC3 (Buyback)
79.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
74.0%ile
ROE
0.523
ROA
0.115
Net Margin
0.116
Op Margin
0.174
GPA
0.286
D/E
3.56
Current
2.53
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.100
Earn Growth
0.142
Stability
0.138
lower=better
Accruals
-0.001
lower=better
5yr Consist
Yes
ROE of 52% is exceptional. Highly leveraged with D/E of 3.56 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
78.0%ile
6M Return
-12.0%
12M Return
26.7%
12-1 Mom
53.3%
Risk-Adj
1.68
Vol 252d
31.8%
Vol 60d
74.1%
↑ Expanding
Max DD 12M
-29.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 53% is very strong — a clear uptrend. Risk-adjusted momentum of 1.68 is excellent — strong returns relative to volatility. Near-term vol (74%) is expanding vs long-term (32%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.52
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 500 peers
Sector Value %ile
13.6%
Sector Quality %ile
76.2%
P/E z-score
-0.14
P/B z-score
0.88
Sector Avg OS
54.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BWMX Betterware de México, S.A.P.I. de C.V. 99.0% 98.0% 93.0% 95.0%
M Macy’s Inc 98.0% 97.0% 81.0% 90.0%
KSS Kohl's Corporation 98.0% 98.0% 74.0% 90.0%
SBH Sally Beauty Holdings Inc 98.0% 95.0% 92.0% 84.0%
CYD China Yuchai International Limited 98.0% 99.0% 71.0% 97.0%
HTHT Huazhu Group Ltd 98.0% 96.0% 94.0% 79.0%
FLXS Flexsteel Industries Inc 98.0% 93.0% 79.0% 91.0%
STRT Strattec Security Corporation 97.0% 95.0% 82.0% 76.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (74th) and momentum (78th) but expensive (22th value). Premium priced — watch for mean reversion.
Leveraged Returns
Strong ROE (52%) boosted by high leverage (D/E 3.6). Returns look good but come with balance sheet risk.
Quality at a Premium
High quality (74th) but expensive (22th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (74%) significantly exceeds 252-day (32%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
43.9% avg (7 factors)
Quality
B
60.7% avg (8 factors)
Momentum
B
63.1% avg (4 factors)
Risk
B
63.6% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.520—0—
Value %ile0.220—1—
Quality %ile0.740—1—
Momentum %ile0.780—1—
F-Score6.000—0—
Confidence0.970—1—
Volatility0.318—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
17.83
Earnings Yield (E/P)
0.0561
Price / Sales
2.06
Price / Book
9.33
Price / Cash Flow
17.75
FCF Yield
5.8%
EBITDA / EV
7.7%
Sales Yield (1/P·S)
0.3990
Shareholder Yield
Div + net buyback / mktcap
0.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
52.3%
Return on Assets
11.5%
Net Margin
11.6%
Operating Margin
17.4%
Gross Profit / Assets
Novy-Marx GPA
28.6%
Debt / Equity
3.56
Current Ratio
2.53
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.001
MomentumPrice trend strength over different horizons
6M Return
-12.0%
12M Return
26.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
53.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.68
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.0%
Earnings Growth (YoY)
14.2%
Earnings Stability (CV)
Lower = more stable
0.138
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
0.5%
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
80
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
78
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
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity