Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/0aa29d52-fead-4321-9734-5d34356d865a/
QUAD
Quad Graphics IncSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
12 of 23 passing
★
OS Composite
OS 0.930
↗
Trending Value
#7
◆
Quality × Value
QV 0.751
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 10
📐
EBITDA/EV
16.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.4%
💰
High Yield
Div 4.1%
🚀
Momentum Leaders
12-1 48%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 83%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 1.44
V
Value Analysis
Cheapness relative to fundamentals
83.0%ile
P/E
16.3×
P/S
0.2×
P/B
3.5×
E/P
0.0867
FCF Yield
0.147
EBITDA/EV
0.169
SH Yield
0.054
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
12.00000000
/100 — 1=cheapest
VC2 (Trending Value)
10.00000000
/100
VC3 (Buyback)
9.00000000
/100
FCF yield of 14.7% is strong — the business generates significant free cash relative to price. VC2 score of 10.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
68.0%ile
ROE
0.216
ROA
0.022
Net Margin
0.012
Op Margin
0.034
GPA
0.357
D/E
8.72
Current
0.94
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.104
Stability
8.847
lower=better
Accruals
-0.052
lower=better
5yr Consist
No
ROE of 22% is exceptional. Highly leveraged with D/E of 8.72 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
88.0%ile
6M Return
40.2%
12M Return
68.3%
12-1 Mom
48.5%
Risk-Adj
1.44
Vol 252d
33.6%
Vol 60d
73.6%
↑ Expanding
Max DD 12M
-17.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 48% is very strong — a clear uptrend. Near-term vol (74%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.93
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
87.8%
Sector Quality %ile
66.1%
P/E z-score
-0.32
P/B z-score
-0.06
Sector Avg OS
51.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (83th value) with strong momentum (88th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 5.4% backed by 14.7% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (22%) boosted by high leverage (D/E 8.7). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (74%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
78.2% avg (7 factors)
Quality
D
35.9% avg (8 factors)
Momentum
A
86.7% avg (4 factors)
Risk
B
60.7% 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 confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.930 | —7 | — | |
| Value %ile | 0.830 | —7 | — | |
| Quality %ile | 0.680 | —0 | — | |
| Momentum %ile | 0.880 | —7 | — | |
| F-Score | 7.000 | —7 | — | |
| Confidence | 0.940 | —7 | — | |
| Volatility | 0.336 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.26
Earnings Yield (E/P)
0.0867
Price / Sales
0.19
Price / Book
3.52
Price / Cash Flow
4.88
FCF Yield
14.7%
EBITDA / EV
16.9%
Sales Yield (1/P·S)
2.5179
Shareholder Yield
Div + net buyback / mktcap
5.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
21.6%
Return on Assets
2.2%
Net Margin
1.2%
Operating Margin
3.4%
Gross Profit / Assets
Novy-Marx GPA
35.7%
Debt / Equity
8.72
Current Ratio
0.94
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.052
MomentumPrice trend strength over different horizons
6M Return
40.2%
12M Return
68.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
48.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.44
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-10.4%
Earnings Stability (CV)
Lower = more stable
8.847
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
4.1%
Buyback Yield
1.3%
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
12
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
10
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
9
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
7
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