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Diageo plcSnapshot 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
10.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.9%
💰
High Yield
Div 6.0%
🚀
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
41.0%ile
P/E
16.4×
P/S
1.9×
P/B
3.3×
E/P
0.0611
FCF Yield
0.045
EBITDA/EV
0.106
SH Yield
0.059
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
59.00000000
/100 — 1=cheapest
VC2 (Trending Value)
39.00000000
/100
VC3 (Buyback)
41.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
71.0%ile
ROE
0.203
ROA
0.047
Net Margin
0.116
Op Margin
0.214
GPA
0.242
Current
1.60
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.001
Earn Growth
-0.392
Accruals
-0.039
lower=better
5yr Consist
No
ROE of 20% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
15.0%ile
6M Return
-8.9%
12M Return
-22.3%
12-1 Mom
-19.7%
Risk-Adj
-0.65
Vol 252d
30.1%
Vol 60d
61.2%
↑ Expanding
Max DD 12M
-33.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -20% signals a downtrend — price is moving against you. Near-term vol (61%) is expanding vs long-term (30%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.31
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 37 peers
Sector Value %ile
34.2%
Sector Quality %ile
63.2%
P/E z-score
-0.35
P/B z-score
-0.18
Sector Avg OS
54.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (61%) significantly exceeds 252-day (30%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
63.4% avg (7 factors)
Quality
C
54.3% avg (7 factors)
Momentum
F
12.7% avg (4 factors)
Risk
B
66.4% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.310 | —0 | — | |
| Value %ile | 0.410 | —0 | — | |
| Quality %ile | 0.710 | —1 | — | |
| Momentum %ile | 0.150 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.813 | —1 | — | |
| Volatility | 0.301 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.36
Earnings Yield (E/P)
0.0611
Price / Sales
1.90
Price / Book
3.32
Price / Cash Flow
8.96
FCF Yield
4.5%
EBITDA / EV
10.6%
Sales Yield (1/P·S)
0.3385
Shareholder Yield
Div + net buyback / mktcap
5.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
20.3%
Return on Assets
4.7%
Net Margin
11.6%
Operating Margin
21.4%
Gross Profit / Assets
Novy-Marx GPA
24.2%
Current Ratio
1.60
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.039
External Financing
Net issuance — lower=better
0.000
MomentumPrice trend strength over different horizons
6M Return
-8.9%
12M Return
-22.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-19.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.65
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.1%
Earnings Growth (YoY)
-39.2%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
6.0%
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
59
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
39
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
41
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