Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/199aa793-4aee-47d5-8098-601b2b1b3b00/

WTS

Watts Water Technologies Inc
Chart
$314.21
Latest Week 2026-06-05
IndustrialsSpecialty Industrial MachineryLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.32
OS Score
7.0%
Value
74.0%
Quality
74.0%
Momentum
6/9
F-Score
0.228
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 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
ROE 17%
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 22%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 17%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.26
V
Value Analysis
Cheapness relative to fundamentals
7.0%ile
P/E
28.7×
P/S
4.1×
P/B
5.0×
E/P
0.0348
FCF Yield
0.040
EBITDA/EV
0.055
SH Yield
0.007
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
92.00000000
/100 — 1=cheapest
VC2 (Trending Value)
91.00000000
/100
VC3 (Buyback)
91.00000000
/100
VC2 score of 91.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
74.0%ile
ROE
0.175
ROA
0.125
Net Margin
0.143
Op Margin
0.196
GPA
0.428
D/E
0.40
Current
2.72
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.142
Earn Growth
0.252
Stability
0.153
lower=better
Accruals
0.001
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of 0.40.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
74.0%ile
6M Return
15.4%
12M Return
29.1%
12-1 Mom
21.8%
Risk-Adj
1.26
Vol 252d
17.2%
Vol 60d
40.6%
↑ Expanding
Max DD 12M
-12.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 22% is very strong — a clear uptrend. Near-term vol (41%) is expanding vs long-term (17%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.32
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 500 peers
Sector Value %ile
9.8%
Sector Quality %ile
74.7%
P/E z-score
-0.10
P/B z-score
-0.05
Sector Avg OS
53.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
ESEA Euroseas Ltd 99.0% 97.0% 96.0% 89.0%
ZTO ZTO Express (Cayman) Inc 99.0% 98.0% 93.0% 81.0%
GSL Global Ship Lease Inc 99.0% 98.0% 89.0% 88.0%
CMRE Costamare Inc 99.0% 95.0% 87.0% 91.0%
NMM Navios Maritime Partners LP Unit 98.0% 97.0% 78.0% 91.0%
DLX Deluxe Corporation 98.0% 93.0% 81.0% 89.0%
DAC Danaos Corporation 98.0% 97.0% 86.0% 86.0%
CDLR Cadeler A/S 97.0% 93.0% 91.0% 70.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (74th) and momentum (74th) but expensive (7th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (74th) but expensive (7th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (41%) significantly exceeds 252-day (17%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
39.0% avg (7 factors)
Quality
B
71.4% avg (8 factors)
Momentum
B
60.3% avg (4 factors)
Risk
A
87.9% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.320—0—
Value %ile0.070—1—
Quality %ile0.740—1—
Momentum %ile0.740—1—
F-Score6.000—0—
Confidence1.000—1—
Volatility0.172—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
28.73
Earnings Yield (E/P)
0.0348
Price / Sales
4.12
Price / Book
5.02
Price / Cash Flow
28.86
FCF Yield
4.0%
EBITDA / EV
5.5%
Sales Yield (1/P·S)
0.2472
Shareholder Yield
Div + net buyback / mktcap
0.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
17.5%
Return on Assets
12.5%
Net Margin
14.3%
Operating Margin
19.6%
Gross Profit / Assets
Novy-Marx GPA
42.8%
Debt / Equity
0.40
Current Ratio
2.72
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.001
MomentumPrice trend strength over different horizons
6M Return
15.4%
12M Return
29.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
21.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.26
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
14.2%
Earnings Growth (YoY)
25.2%
Earnings Stability (CV)
Lower = more stable
0.153
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
0.7%
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
92
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
91
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
91
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