Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/350947af-6029-4090-b805-9a2c845147b4/
MET
MetLife IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.850
↗
Trending Value
✗
◆
Quality × Value
QV 0.813
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.7
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
3.0%
💰
High Yield
Div 3.0%
🚀
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
87.0%ile
P/E
15.3×
P/S
0.7×
P/B
2.0×
E/P
0.0653
FCF Yield
0.314
EBITDA/EV
0.112
SH Yield
0.030
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
13.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
11.00000000
/100
FCF yield of 31.4% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
76.0%ile
ROE
0.132
ROA
0.005
Net Margin
0.047
Op Margin
0.063
GPA
0.029
D/E
26.18
Current
85.01
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.061
Earn Growth
-0.196
Stability
0.220
lower=better
Accruals
-0.017
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 26.18 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
28.0%ile
6M Return
9.0%
12M Return
8.9%
12-1 Mom
-0.1%
Risk-Adj
-0.01
Vol 252d
23.0%
Vol 60d
52.0%
↑ Expanding
Max DD 12M
-17.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (52%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.85
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
66.7%
Sector Quality %ile
51.3%
P/E z-score
0.06
P/B z-score
-0.03
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (87th) and quality (76th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Volatility Expanding
60-day vol (52%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
71.1% avg (7 factors)
Quality
D
34.7% avg (8 factors)
Momentum
D
37.5% avg (4 factors)
Risk
A
78.4% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.850 | —1 | — | |
| Value %ile | 0.870 | —1 | — | |
| Quality %ile | 0.760 | —1 | — | |
| Momentum %ile | 0.280 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.230 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.31
Earnings Yield (E/P)
0.0653
Price / Sales
0.72
Price / Book
2.03
Price / Cash Flow
3.35
FCF Yield
31.4%
EBITDA / EV
11.2%
Sales Yield (1/P·S)
1.4599
Shareholder Yield
Div + net buyback / mktcap
3.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.2%
Return on Assets
0.5%
Net Margin
4.7%
Operating Margin
6.3%
Gross Profit / Assets
Novy-Marx GPA
2.9%
Debt / Equity
26.18
Current Ratio
85.01
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.017
MomentumPrice trend strength over different horizons
6M Return
9.0%
12M Return
8.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-0.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.01
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.1%
Earnings Growth (YoY)
-19.6%
Earnings Stability (CV)
Lower = more stable
0.220
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
3.0%
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
13
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
11
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