Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/334fb650-3dfd-4234-b2c2-06085e4fcb79/

KMB

Kimberly-Clark Corporation
Chart
$99.04
Latest Week 2026-06-05
Consumer DefensiveHousehold & Personal ProductsLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.31
OS Score
31.0%
Value
87.0%
Quality
10.0%
Momentum
5/9
F-Score
0.519
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
5.1%
💰
High Yield
Div 5.1%
🚀
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
31.0%ile
P/E
15.6×
P/S
2.0×
P/B
18.4×
E/P
0.0642
FCF Yield
0.117
EBITDA/EV
0.077
SH Yield
0.051
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
74.00000000
/100 — 1=cheapest
VC2 (Trending Value)
34.00000000
/100
VC3 (Buyback)
34.00000000
/100
FCF yield of 11.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
87.0%ile
ROE
1.180
ROA
0.123
Net Margin
0.128
Op Margin
0.146
GPA
0.345
D/E
8.50
Current
0.77
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.088
Earn Growth
-0.140
Stability
0.266
lower=better
Accruals
-0.063
lower=better
5yr Consist
Yes
ROE of 118% is exceptional. Highly leveraged with D/E of 8.50 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
10.0%ile
6M Return
-2.6%
12M Return
-23.3%
12-1 Mom
-24.8%
Risk-Adj
-1.11
Vol 252d
22.3%
Vol 60d
52.7%
↑ Expanding
Max DD 12M
-28.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -25% signals a downtrend — price is moving against you. Near-term vol (53%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.31
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive · 236 peers
Sector Value %ile
27.0%
Sector Quality %ile
89.5%
P/E z-score
-0.27
P/B z-score
0.30
Sector Avg OS
50.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
ABEV Ambev SA ADR 99.0% 98.0% 97.0% 80.0%
VFF Village Farms International Inc 98.0% 97.0% 78.0% 91.0%
SENEB Seneca Foods Corp B 97.0% 94.0% 73.0% 86.0%
HLF Herbalife Nutrition Ltd 97.0% 95.0% 72.0% 86.0%
SENEA Seneca Foods Corp A 96.0% 94.0% 74.0% 84.0%
DDL Dingdong (Cayman) Limited ADR 96.0% 99.0% 73.0% 71.0%
JBS JBS N.V. 95.0% 98.0% 72.0% 65.0%
NATR Natures Sunshine Products Inc 95.0% 81.0% 86.0% 82.0%
Factor Interactions
Strong Capital Return
Shareholder yield 5.1% backed by 11.7% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (118%) boosted by high leverage (D/E 8.5). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (53%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
58.8% avg (7 factors)
Quality
C
55.2% avg (8 factors)
Momentum
F
10.5% avg (4 factors)
Risk
A
79.6% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.310—0—
Value %ile0.310—0—
Quality %ile0.870—1—
Momentum %ile0.100—1—
F-Score5.000—0—
Confidence0.970—1—
Volatility0.223—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.57
Earnings Yield (E/P)
0.0642
Price / Sales
2.00
Price / Book
18.37
Price / Cash Flow
10.33
FCF Yield
11.7%
EBITDA / EV
7.7%
Sales Yield (1/P·S)
0.4183
Shareholder Yield
Div + net buyback / mktcap
5.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
118.0%
Return on Assets
12.3%
Net Margin
12.8%
Operating Margin
14.6%
Gross Profit / Assets
Novy-Marx GPA
34.5%
Debt / Equity
8.50
Current Ratio
0.77
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.063
MomentumPrice trend strength over different horizons
6M Return
-2.6%
12M Return
-23.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-24.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.11
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-8.8%
Earnings Growth (YoY)
-14.0%
Earnings Stability (CV)
Lower = more stable
0.266
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
5.1%
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
74
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
34
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
34
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