Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1313e285-4685-4408-818d-a10ed5408129/
FTNT
Fortinet IncSnapshot 2026-07-26 · 1.0w · 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
Yes
🌱
GARP
✗
🔄
Shareholder Yield
2.8%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 44%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
1.0%ile
P/E
57.1×
P/S
15.7×
P/B
112.8×
E/P
0.0222
FCF Yield
0.029
EBITDA/EV
0.024
SH Yield
0.028
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
99.00000000
/100 — 1=cheapest
VC2 (Trending Value)
98.00000000
/100
VC3 (Buyback)
98.00000000
/100
P/E of 57.1x is premium-priced — the market is paying up for expected growth. VC2 score of 98.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
98.0%ile
ROE
1.975
ROA
0.198
Net Margin
0.275
Op Margin
0.343
GPA
0.580
D/E
8.99
Current
1.15
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.157
Earn Growth
0.040
Stability
0.120
lower=better
Accruals
-0.086
lower=better
5yr Consist
Yes
ROE of 197% is exceptional. Highly leveraged with D/E of 8.99 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
83.0%ile
6M Return
86.6%
12M Return
45.4%
12-1 Mom
44.4%
Risk-Adj
0.89
Vol 252d
49.9%
Vol 60d
107.2%
↑ Expanding
Max DD 12M
-23.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 44% is very strong — a clear uptrend. Near-term vol (107%) is expanding vs long-term (50%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.43
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
6.4%
Sector Quality %ile
98.4%
P/E z-score
0.00
P/B z-score
0.64
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 (83th) but expensive (1th value). Premium priced — watch for mean reversion.
Hot but Volatile
Strong momentum (83th) but high volatility (50%). Momentum could reverse sharply.
Leveraged Returns
Strong ROE (197%) boosted by high leverage (D/E 9.0). Returns look good but come with balance sheet risk.
Quality at a Premium
High quality (98th) but expensive (1th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (107%) significantly exceeds 252-day (50%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
14.8% avg (7 factors)
Quality
A
77.4% avg (8 factors)
Momentum
A
80.9% avg (4 factors)
Risk
D
33.6% 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 | 0.430 | —0 | — | |
| Value %ile | 0.010 | —8 | — | |
| Quality %ile | 0.980 | —8 | — | |
| Momentum %ile | 0.830 | —6 | — | |
| F-Score | 7.000 | —8 | — | |
| Confidence | 0.900 | —8 | — | |
| Volatility | 0.499 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
57.12
Earnings Yield (E/P)
0.0222
Price / Sales
15.70
Price / Book
112.80
Price / Cash Flow
39.81
FCF Yield
2.9%
EBITDA / EV
2.4%
Sales Yield (1/P·S)
0.0647
Shareholder Yield
Div + net buyback / mktcap
2.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
197.5%
Return on Assets
19.8%
Net Margin
27.5%
Operating Margin
34.3%
Gross Profit / Assets
Novy-Marx GPA
58.0%
Debt / Equity
8.99
Current Ratio
1.15
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.086
External Financing
Net issuance — lower=better
0.319
MomentumPrice trend strength over different horizons
6M Return
86.6%
12M Return
45.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
44.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.89
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
15.7%
Earnings Growth (YoY)
4.0%
Earnings Stability (CV)
Lower = more stable
0.120
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Buyback Yield
2.8%
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
99
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
98
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
98
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