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Diageo plc
Chart
19.16 EUR
Latest Week 2026-07-31
Consumer DefensiveBeverages - Wineries & DistilleriesLARGE
Snapshot 2026-07-26 · 1.0w · Fresh
0.3
OS Score
38.0%
Value
69.0%
Quality
22.0%
Momentum
4/9
F-Score
0.512
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.0%
💰
High Yield
Div 4.0%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.97
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
38.0%ile
P/E
17.3×
P/S
2.0×
P/B
3.5×
E/P
0.0676
FCF Yield
0.042
EBITDA/EV
0.099
SH Yield
0.040
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
64.00000000
/100 — 1=cheapest
VC2 (Trending Value)
61.00000000
/100
VC3 (Buyback)
64.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
69.0%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
22.0%ile
6M Return
-4.2%
12M Return
-16.4%
12-1 Mom
-16.6%
Risk-Adj
-0.59
Vol 252d
28.1%
Vol 60d
57.2%
↑ Expanding
Max DD 12M
-33.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -17% signals a downtrend — price is moving against you. Near-term vol (57%) is expanding vs long-term (28%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.3
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive · 37 peers
Sector Value %ile
42.1%
Sector Quality %ile
63.2%
P/E z-score
-0.36
P/B z-score
-0.18
Sector Avg OS
49.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
AHOG Koninklijke Ahold Delhaize N.V. 90.0% 90.0% 73.0% 39.0%
HEN Henkel AG & Co. KGaA 90.0% 74.0% 75.0% 66.0%
HEN3 Henkel AG & Co. KGaA 87.0% 71.0% 75.0% 63.0%
BEZ Berentzen-Gruppe Aktiengesellschaft 85.0% 98.0% 59.0% 18.0%
CAR Carrefour SA 85.0% 89.0% 20.0% 77.0%
PHM7 Altria Group, Inc. 85.0% 65.0% 66.0% 78.0%
DYH Target Corporation 78.0% 64.0% 38.0% 81.0%
KHNZ The Kraft Heinz Company 77.0% 86.0% 39.0% 34.0%
Factor Interactions
Volatility Expanding
60-day vol (57%) significantly exceeds 252-day (28%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
59.3% avg (7 factors)
Quality
C
54.3% avg (7 factors)
Momentum
F
17.2% avg (4 factors)
Risk
B
69.8% 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
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.300—2—
Value %ile0.380—0—
Quality %ile0.690—0—
Momentum %ile0.220—8—
F-Score4.000—8—
Confidence0.744—8—
Volatility0.281—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
17.30
Earnings Yield (E/P)
0.0676
Price / Sales
2.01
Price / Book
3.51
Price / Cash Flow
9.48
FCF Yield
4.2%
EBITDA / EV
9.9%
Sales Yield (1/P·S)
0.3157
Shareholder Yield
Div + net buyback / mktcap
4.0%
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
-4.2%
12M Return
-16.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-16.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.59
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
4.0%
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
64
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
61
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
64
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity