Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1213ad42-f968-4a1e-bca2-6f9200c4ffe1/
AAP
Advance Auto Parts IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
13.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.2%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
26.0%ile
P/E
78.6×
P/S
0.4×
P/B
1.6×
E/P
0.0127
FCF Yield
0.091
EBITDA/EV
0.130
SH Yield
0.022
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
68.00000000
/100 — 1=cheapest
VC2 (Trending Value)
32.00000000
/100
VC3 (Buyback)
32.00000000
/100
P/E of 78.6x is premium-priced — the market is paying up for expected growth. FCF yield of 9.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
11.0%ile
ROE
0.020
ROA
0.004
Net Margin
0.005
Op Margin
0.029
GPA
0.322
D/E
4.33
Current
1.78
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.031
Stability
3.975
lower=better
Accruals
-0.004
lower=better
5yr Consist
No
Highly leveraged with D/E of 4.33 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
30.0%ile
6M Return
9.4%
12M Return
10.3%
12-1 Mom
9.0%
Risk-Adj
0.15
Vol 252d
61.6%
Vol 60d
136.1%
↑ Expanding
Max DD 12M
-37.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (136%) is expanding vs long-term (62%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.06
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 500 peers
Sector Value %ile
15.8%
Sector Quality %ile
11.0%
P/E z-score
0.53
P/B z-score
-0.32
Sector Avg OS
54.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (136%) significantly exceeds 252-day (62%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
53.3% avg (7 factors)
Quality
F
28.2% avg (8 factors)
Momentum
D
42.0% avg (4 factors)
Risk
F
14.0% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.060 | —1 | — | |
| Value %ile | 0.260 | —1 | — | |
| Quality %ile | 0.110 | —1 | — | |
| Momentum %ile | 0.300 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.616 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
78.63
Earnings Yield (E/P)
0.0127
Price / Sales
0.40
Price / Book
1.56
Price / Cash Flow
38.02
FCF Yield
9.1%
EBITDA / EV
13.0%
Sales Yield (1/P·S)
2.2036
Shareholder Yield
Div + net buyback / mktcap
2.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
2.0%
Return on Assets
0.4%
Net Margin
0.5%
Operating Margin
2.9%
Gross Profit / Assets
Novy-Marx GPA
32.2%
Debt / Equity
4.33
Current Ratio
1.78
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.004
MomentumPrice trend strength over different horizons
6M Return
9.4%
12M Return
10.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
9.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.15
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-3.1%
Earnings Stability (CV)
Lower = more stable
3.975
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
2.2%
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
32
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
32
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
Show all
Op Income
OCF
CapEx
Equity