Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/06e03482-a7a4-4586-ab5c-c997dbda6b58/
AVGO
Broadcom IncSnapshot 2026-07-26 · 0.6w · Fresh
Strategy Eligibility
2 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
12-1 27%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.64
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
2.0%ile
P/E
62.0×
P/S
24.1×
P/B
20.7×
E/P
0.0179
FCF Yield
0.019
EBITDA/EV
0.023
SH Yield
0.011
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
99.00000000
/100 — 1=cheapest
VC2 (Trending Value)
99.00000000
/100
VC3 (Buyback)
99.00000000
/100
P/E of 62.0x is premium-priced — the market is paying up for expected growth. VC2 score of 99.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
98.0%ile
ROE
0.334
ROA
0.164
Net Margin
0.388
Op Margin
0.441
GPA
0.282
D/E
1.04
Current
2.24
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.323
Earn Growth
1.270
Stability
0.658
lower=better
Accruals
-0.024
lower=better
5yr Consist
No
ROE of 33% is exceptional. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
75.0%ile
6M Return
19.8%
12M Return
32.6%
12-1 Mom
26.7%
Risk-Adj
0.57
Vol 252d
46.7%
Vol 60d
108.6%
↑ Expanding
Max DD 12M
-25.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 27% is very strong — a clear uptrend. Near-term vol (109%) is expanding vs long-term (47%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.4
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
8.6%
Sector Quality %ile
98.4%
P/E z-score
0.02
P/B z-score
0.03
Sector Avg OS
51.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (98th) and momentum (75th) but expensive (2th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (98th) but expensive (2th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (109%) significantly exceeds 252-day (47%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
10.6% avg (7 factors)
Quality
A
80.8% avg (8 factors)
Momentum
B
60.0% avg (4 factors)
Risk
D
38.9% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. 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 | 0.400 | —0 | — | |
| Value %ile | 0.020 | —8 | — | |
| Quality %ile | 0.980 | —8 | — | |
| Momentum %ile | 0.750 | —8 | — | |
| F-Score | 8.000 | —8 | — | |
| Confidence | 0.970 | —8 | — | |
| Volatility | 0.467 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
61.98
Earnings Yield (E/P)
0.0179
Price / Sales
24.08
Price / Book
20.72
Price / Cash Flow
54.04
FCF Yield
1.9%
EBITDA / EV
2.3%
Sales Yield (1/P·S)
0.0405
Shareholder Yield
Div + net buyback / mktcap
1.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
33.4%
Return on Assets
16.4%
Net Margin
38.8%
Operating Margin
44.1%
Gross Profit / Assets
Novy-Marx GPA
28.2%
Debt / Equity
1.04
Current Ratio
2.24
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.024
External Financing
Net issuance — lower=better
0.049
MomentumPrice trend strength over different horizons
6M Return
19.8%
12M Return
32.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
26.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.57
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
32.3%
Earnings Growth (YoY)
127.0%
Earnings Stability (CV)
Lower = more stable
0.658
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
0.7%
Buyback Yield
0.5%
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
99
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
99
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
99
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