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CAKE

The Cheesecake Factory
Chart
$66.13
Latest Week 2026-06-05
Consumer CyclicalRestaurantsMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.4
OS Score
27.0%
Value
90.0%
Quality
31.0%
Momentum
6/9
F-Score
0.493
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.8
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.0%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
27.0%ile
P/E
19.4×
P/S
0.8×
P/B
7.0×
E/P
0.0515
FCF Yield
0.123
EBITDA/EV
0.080
SH Yield
0.017
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
68.00000000
/100 — 1=cheapest
VC2 (Trending Value)
33.00000000
/100
VC3 (Buyback)
33.00000000
/100
FCF yield of 12.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
90.0%ile
ROE
0.359
ROA
0.050
Net Margin
0.043
Op Margin
0.050
GPA
0.718
D/E
6.18
Current
0.59
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.051
Earn Growth
0.054
Stability
0.267
lower=better
Accruals
-0.046
lower=better
5yr Consist
Yes
ROE of 36% is exceptional. Highly leveraged with D/E of 6.18 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
31.0%ile
6M Return
42.2%
12M Return
16.7%
12-1 Mom
8.2%
Risk-Adj
0.24
Vol 252d
33.9%
Vol 60d
78.7%
↑ Expanding
Max DD 12M
-31.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (79%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.4
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 500 peers
Sector Value %ile
16.8%
Sector Quality %ile
92.4%
P/E z-score
-0.13
P/B z-score
0.52
Sector Avg OS
54.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BWMX Betterware de México, S.A.P.I. de C.V. 99.0% 98.0% 93.0% 95.0%
SBH Sally Beauty Holdings Inc 98.0% 95.0% 92.0% 84.0%
M Macy’s Inc 98.0% 97.0% 81.0% 90.0%
HTHT Huazhu Group Ltd 98.0% 96.0% 94.0% 79.0%
CYD China Yuchai International Limited 98.0% 99.0% 71.0% 97.0%
FLXS Flexsteel Industries Inc 98.0% 93.0% 79.0% 91.0%
KSS Kohl's Corporation 98.0% 98.0% 74.0% 90.0%
STRT Strattec Security Corporation 97.0% 95.0% 82.0% 76.0%
Factor Interactions
Leveraged Returns
Strong ROE (36%) boosted by high leverage (D/E 6.2). Returns look good but come with balance sheet risk.
Quality at a Premium
High quality (90th) but expensive (27th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (79%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
54.6% avg (7 factors)
Quality
C
45.9% avg (8 factors)
Momentum
C
54.4% avg (4 factors)
Risk
B
60.1% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.400—0—
Value %ile0.270—1—
Quality %ile0.900—1—
Momentum %ile0.310—0—
F-Score6.000—0—
Confidence1.000—1—
Volatility0.339—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
19.42
Earnings Yield (E/P)
0.0515
Price / Sales
0.84
Price / Book
6.98
Price / Cash Flow
10.08
FCF Yield
12.3%
EBITDA / EV
8.0%
Sales Yield (1/P·S)
1.0088
Shareholder Yield
Div + net buyback / mktcap
1.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
35.9%
Return on Assets
5.0%
Net Margin
4.3%
Operating Margin
5.0%
Gross Profit / Assets
Novy-Marx GPA
71.8%
Debt / Equity
6.18
Current Ratio
0.59
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.046
MomentumPrice trend strength over different horizons
6M Return
42.2%
12M Return
16.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
8.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.24
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.1%
Earnings Growth (YoY)
5.4%
Earnings Stability (CV)
Lower = more stable
0.267
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
1.7%
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
68
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
33
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
33
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
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Op Income
OCF
CapEx
Equity