Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/0fd70b94-d8f3-4742-8381-6aa3dbc770e2/
COKE
Coca-Cola Consolidated Inc.Snapshot 2026-06-07 · 0.0w · 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
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 62%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.58
V
Value Analysis
Cheapness relative to fundamentals
31.0%ile
P/E
20.7×
P/S
1.6×
E/P
0.0483
FCF Yield
0.084
EBITDA/EV
0.076
SH Yield
0.007
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
68.00000000
/100 — 1=cheapest
VC2 (Trending Value)
68.00000000
/100
VC3 (Buyback)
68.00000000
/100
FCF yield of 8.4% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
74.0%ile
ROE
-0.899
ROA
0.132
Net Margin
0.077
Op Margin
0.127
GPA
0.671
D/E
-7.83
Current
1.23
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.088
Earn Growth
0.013
Stability
0.227
lower=better
Accruals
-0.082
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of -7.83.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
87.0%ile
6M Return
7.4%
12M Return
66.7%
12-1 Mom
61.5%
Risk-Adj
1.58
Vol 252d
38.9%
Vol 60d
94.4%
↑ Expanding
Max DD 12M
-21.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 62% is very strong — a clear uptrend. Risk-adjusted momentum of 1.58 is excellent — strong returns relative to volatility. Near-term vol (94%) is expanding vs long-term (39%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.64
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 236 peers
Sector Value %ile
27.0%
Sector Quality %ile
76.8%
P/E z-score
-0.18
Sector Avg OS
50.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (74th) and momentum (87th) but expensive (31th value). Premium priced — watch for mean reversion.
Volatility Expanding
60-day vol (94%) significantly exceeds 252-day (39%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
53.3% avg (6 factors)
Quality
B
60.1% avg (8 factors)
Momentum
A
77.8% avg (4 factors)
Risk
C
51.8% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.640 | —0 | — | |
| Value %ile | 0.310 | —0 | — | |
| Quality %ile | 0.740 | —1 | — | |
| Momentum %ile | 0.870 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.389 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
20.72
Earnings Yield (E/P)
0.0483
Price / Sales
1.60
Price / Cash Flow
12.76
FCF Yield
8.4%
EBITDA / EV
7.6%
Sales Yield (1/P·S)
0.5199
Shareholder Yield
Div + net buyback / mktcap
0.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-89.9%
Return on Assets
13.2%
Net Margin
7.7%
Operating Margin
12.7%
Gross Profit / Assets
Novy-Marx GPA
67.1%
Debt / Equity
-7.83
Current Ratio
1.23
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.082
MomentumPrice trend strength over different horizons
6M Return
7.4%
12M Return
66.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
61.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.58
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
8.8%
Earnings Growth (YoY)
1.3%
Earnings Stability (CV)
Lower = more stable
0.227
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
0.7%
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
68
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
68
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
68
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