Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1313e285-4685-4408-818d-a10ed5408129/
FTNT
Fortinet IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
1 of 23 passing
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OS Composite
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↗
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
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
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⚡
Risk-Adj Momentum
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V
Value Analysis
Cheapness relative to fundamentals
1.0%ile
P/E
55.0×
P/S
15.1×
P/B
108.6×
E/P
0.0182
FCF Yield
0.030
EBITDA/EV
0.025
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
99.00000000
/100 — 1=cheapest
VC2 (Trending Value)
99.00000000
/100
VC3 (Buyback)
99.00000000
/100
P/E of 55.0x is premium-priced — the market is paying up for expected growth. VC2 score of 99.00000000/100 — 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
0.331
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
74.0%ile
6M Return
66.5%
12M Return
37.9%
12-1 Mom
8.7%
Risk-Adj
0.17
Vol 252d
50.8%
Vol 60d
106.3%
↑ Expanding
Max DD 12M
-29.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (106%) is expanding vs long-term (51%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.39
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
6.6%
Sector Quality %ile
98.8%
P/E z-score
-0.03
P/B z-score
0.83
Sector Avg OS
53.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (98th) and momentum (74th) but expensive (1th value). Premium priced — watch for mean reversion.
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 (106%) significantly exceeds 252-day (51%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
10.2% avg (7 factors)
Quality
A
77.4% avg (8 factors)
Momentum
B
62.4% avg (4 factors)
Risk
D
32.0% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.390 | —0 | — | |
| Value %ile | 0.010 | —1 | — | |
| Quality %ile | 0.980 | —1 | — | |
| Momentum %ile | 0.740 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.508 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
54.99
Earnings Yield (E/P)
0.0182
Price / Sales
15.12
Price / Book
108.59
Price / Cash Flow
38.32
FCF Yield
3.0%
EBITDA / EV
2.5%
Sales Yield (1/P·S)
0.0672
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
197.5%
Return on Assets
19.8%
Net Margin
27.5%
Operating Margin
33.1%
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
MomentumPrice trend strength over different horizons
6M Return
66.5%
12M Return
37.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
8.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.17
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
Dividend Yield
0.0%
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
99
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
99
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
99
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