Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/14e70b42-9b26-46df-9f36-a594c9cdcaf9/
DAN
Dana IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.810
↗
Trending Value
✗
◆
Quality × Value
QV 0.645
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 105%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.85
V
Value Analysis
Cheapness relative to fundamentals
65.0%ile
P/B
2.0×
FCF Yield
0.118
EBITDA/EV
0.098
SH Yield
0.013
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
35.00000000
/100 — 1=cheapest
VC2 (Trending Value)
35.00000000
/100
VC3 (Buyback)
35.00000000
/100
FCF yield of 11.8% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
64.0%ile
ROE
-0.083
ROA
-0.027
Net Margin
0.335
Op Margin
-0.254
GPA
-0.011
D/E
2.08
Current
1.57
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
3.401
lower=better
Accruals
-0.085
lower=better
5yr Consist
No
Highly leveraged with D/E of 2.08 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
65.0%ile
6M Return
69.6%
12M Return
108.5%
12-1 Mom
104.5%
Risk-Adj
2.85
Vol 252d
36.7%
Vol 60d
82.8%
↑ Expanding
Max DD 12M
-14.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 105% is very strong — a clear uptrend. Risk-adjusted momentum of 2.85 is excellent — strong returns relative to volatility. Near-term vol (83%) is expanding vs long-term (37%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.81
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 500 peers
Sector Value %ile
51.1%
Sector Quality %ile
66.5%
P/B z-score
-0.26
Sector Avg OS
54.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (83%) significantly exceeds 252-day (37%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
63.5% avg (4 factors)
Quality
D
35.6% avg (8 factors)
Momentum
A
99.0% avg (4 factors)
Risk
C
55.4% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.810 | —1 | — | |
| Value %ile | 0.650 | —0 | — | |
| Quality %ile | 0.640 | —0 | — | |
| Momentum %ile | 0.650 | —0 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.909 | —1 | — | |
| Volatility | 0.367 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
1.99
Price / Cash Flow
10.98
FCF Yield
11.8%
EBITDA / EV
9.8%
Shareholder Yield
Div + net buyback / mktcap
1.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-8.3%
Return on Assets
-2.7%
Net Margin
33.5%
Operating Margin
-25.4%
Gross Profit / Assets
Novy-Marx GPA
-1.1%
Debt / Equity
2.08
Current Ratio
1.57
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.085
MomentumPrice trend strength over different horizons
6M Return
69.6%
12M Return
108.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
104.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.85
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
3.401
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
1.3%
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
35
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
35
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
35
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