Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/214f239b-8d89-46a5-9b69-b264599ad496/
MOS
The Mosaic CompanySnapshot 2026-07-26 · 1.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 9.8
◇
VC2 Cheapest
VC2 5
📐
EBITDA/EV
29.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
3.9%
💰
High Yield
Div 3.9%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
9.8×
P/S
0.6×
P/B
0.6×
E/P
0.1632
FCF Yield
0.277
EBITDA/EV
0.295
SH Yield
0.039
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
4.00000000
/100 — 1=cheapest
VC2 (Trending Value)
5.00000000
/100
VC3 (Buyback)
6.00000000
/100
P/E of 9.8x places this firmly in deep value territory. FCF yield of 27.7% is strong — the business generates significant free cash relative to price. VC2 score of 5.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
26.0%ile
ROE
0.062
ROA
0.030
Net Margin
0.060
Op Margin
0.110
GPA
0.068
D/E
1.07
Current
1.25
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.090
Earn Growth
0.976
Stability
1.763
lower=better
Accruals
-0.006
lower=better
5yr Consist
No
F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
8.0%ile
6M Return
-21.1%
12M Return
-37.5%
12-1 Mom
-37.3%
Risk-Adj
-0.88
Vol 252d
42.3%
Vol 60d
96.1%
↑ Expanding
Max DD 12M
-38.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -37% signals a downtrend — price is moving against you. Near-term vol (96%) is expanding vs long-term (42%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.67
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 219 peers
Sector Value %ile
98.2%
Sector Quality %ile
35.0%
P/E z-score
-0.34
P/B z-score
-0.29
Sector Avg OS
53.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Piotroski + Value Convergence
F-Score 8/9 with good value (97th). Strong fundamental improvement in a cheap stock.
Cheap for a Reason?
Looks cheap (97th value) but weak quality (26th). Classic value trap risk.
Falling Knife
Weak momentum (8th) despite looking cheap (97th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (96%) significantly exceeds 252-day (42%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
91.6% avg (7 factors)
Quality
D
36.8% avg (8 factors)
Momentum
F
3.5% avg (4 factors)
Risk
C
46.2% 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 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.670 | —0 | — | |
| Value %ile | 0.970 | —8 | — | |
| Quality %ile | 0.260 | —8 | — | |
| Momentum %ile | 0.080 | —8 | — | |
| F-Score | 8.000 | —8 | — | |
| Confidence | 0.958 | —8 | — | |
| Volatility | 0.423 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.75
Earnings Yield (E/P)
0.1632
Price / Sales
0.59
Price / Book
0.60
Price / Cash Flow
8.00
FCF Yield
27.7%
EBITDA / EV
29.5%
Sales Yield (1/P·S)
1.4774
Shareholder Yield
Div + net buyback / mktcap
3.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.2%
Return on Assets
3.0%
Net Margin
6.0%
Operating Margin
11.0%
Gross Profit / Assets
Novy-Marx GPA
6.8%
Debt / Equity
1.07
Current Ratio
1.25
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.006
External Financing
Net issuance — lower=better
0.000
MomentumPrice trend strength over different horizons
6M Return
-21.1%
12M Return
-37.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-37.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.88
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.0%
Earnings Growth (YoY)
97.6%
Earnings Stability (CV)
Lower = more stable
1.763
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
3.9%
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
4
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
5
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
6
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
73
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