Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/0fd70b94-d8f3-4742-8381-6aa3dbc770e2/
COKE
Coca-Cola Consolidated Inc.Snapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.890
↗
Trending Value
✗
◆
Quality × Value
QV 0.707
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
22.4%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 66%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.65
V
Value Analysis
Cheapness relative to fundamentals
65.0%ile
P/E
20.6×
P/S
1.6×
E/P
0.0590
FCF Yield
0.084
EBITDA/EV
0.073
SH Yield
0.224
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
64.00000000
/100 — 1=cheapest
VC2 (Trending Value)
28.00000000
/100
VC3 (Buyback)
29.00000000
/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
77.0%ile
ROE
-0.899
ROA
0.132
Net Margin
0.077
Op Margin
0.114
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
90.0%ile
6M Return
19.6%
12M Return
58.5%
12-1 Mom
66.1%
Risk-Adj
1.65
Vol 252d
40.0%
Vol 60d
95.4%
↑ Expanding
Max DD 12M
-21.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 66% is very strong — a clear uptrend. Risk-adjusted momentum of 1.65 is excellent — strong returns relative to volatility. Near-term vol (95%) is expanding vs long-term (40%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.89
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 217 peers
Sector Value %ile
54.1%
Sector Quality %ile
78.9%
P/E z-score
-0.19
Sector Avg OS
51.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 22.4% backed by 8.4% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (95%) significantly exceeds 252-day (40%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
67.8% avg (6 factors)
Quality
C
59.7% avg (8 factors)
Momentum
A
81.7% avg (4 factors)
Risk
C
50.1% avg (1 factors)
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 Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.890 | —2 | — | |
| Value %ile | 0.650 | —0 | — | |
| Quality %ile | 0.770 | —6 | — | |
| Momentum %ile | 0.900 | —6 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.920 | —6 | — | |
| Volatility | 0.400 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
20.63
Earnings Yield (E/P)
0.0590
Price / Sales
1.59
Price / Cash Flow
12.70
FCF Yield
8.4%
EBITDA / EV
7.3%
Sales Yield (1/P·S)
0.5185
Shareholder Yield
Div + net buyback / mktcap
22.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-89.9%
Return on Assets
13.2%
Net Margin
7.7%
Operating Margin
11.4%
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
19.6%
12M Return
58.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
66.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.65
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
0.6%
Buyback Yield
21.8%
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
64
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
28
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
29
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