Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/29d7037a-281a-435e-93f2-2f6469cefc36/

WMT

Walmart Inc.
Chart
109.47 USD
Latest Week 2026-07-24
Consumer DefensiveDiscount StoresMEGA
Snapshot 2026-07-26 · 0.9w · Fresh
0.33
OS Score
9.0%
Value
81.0%
Quality
66.0%
Momentum
7/9
F-Score
0.270
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 1.2
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 20%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.67
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
9.0%ile
P/E
38.3×
P/S
1.2×
P/B
9.2×
E/P
0.0356
FCF Yield
0.074
EBITDA/EV
0.051
SH Yield
0.015
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
88.00000000
/100 — 1=cheapest
VC2 (Trending Value)
86.00000000
/100
VC3 (Buyback)
87.00000000
/100
P/E of 38.3x is premium-priced — the market is paying up for expected growth. FCF yield of 7.4% is strong — the business generates significant free cash relative to price. VC2 score of 86.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
81.0%ile
ROE
0.241
ROA
0.079
Net Margin
0.031
Op Margin
0.046
GPA
0.626
D/E
2.00
Current
0.77
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.059
Earn Growth
0.208
Stability
0.186
lower=better
Accruals
-0.063
lower=better
5yr Consist
Yes
ROE of 24% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
66.0%ile
6M Return
-6.6%
12M Return
13.3%
12-1 Mom
19.7%
Risk-Adj
0.77
Vol 252d
25.4%
Vol 60d
57.7%
↑ Expanding
Max DD 12M
-17.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (58%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.33
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive · 212 peers
Sector Value %ile
6.1%
Sector Quality %ile
82.2%
P/E z-score
0.12
P/B z-score
-0.07
Sector Avg OS
51.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
ABEV Ambev SA ADR 99.0% 98.0% 98.0% 81.0%
SENEB Seneca Foods Corp B 98.0% 95.0% 80.0% 87.0%
SENEA Seneca Foods Corp A 98.0% 95.0% 80.0% 89.0%
VFF Village Farms International Inc 96.0% 97.0% 75.0% 73.0%
NATR Natures Sunshine Products Inc 96.0% 87.0% 86.0% 81.0%
KOF Coca-Cola Femsa SAB de CV ADR 96.0% 99.0% 75.0% 73.0%
APEI American Public Education Inc 95.0% 77.0% 93.0% 88.0%
HLF Herbalife Nutrition Ltd 95.0% 97.0% 67.0% 72.0%
Factor Interactions
Quality at a Premium
High quality (81th) but expensive (9th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (58%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
37.7% avg (7 factors)
Quality
C
51.1% avg (8 factors)
Momentum
C
45.3% avg (4 factors)
Risk
B
74.3% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.330—0—
Value %ile0.090—8—
Quality %ile0.810—8—
Momentum %ile0.660—0—
F-Score7.000—8—
Confidence1.000—8—
Volatility0.254—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
38.32
Earnings Yield (E/P)
0.0356
Price / Sales
1.20
Price / Book
9.24
Price / Cash Flow
21.30
FCF Yield
7.4%
EBITDA / EV
5.1%
Sales Yield (1/P·S)
0.7706
Shareholder Yield
Div + net buyback / mktcap
1.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
24.1%
Return on Assets
7.9%
Net Margin
3.1%
Operating Margin
4.6%
Gross Profit / Assets
Novy-Marx GPA
62.6%
Debt / Equity
2.00
Current Ratio
0.77
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.063
MomentumPrice trend strength over different horizons
6M Return
-6.6%
12M Return
13.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
19.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.77
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.9%
Earnings Growth (YoY)
20.8%
Earnings Stability (CV)
Lower = more stable
0.186
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
0.9%
Buyback Yield
0.6%
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
88
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
86
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
87
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity