Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/35d442f9-1fbb-49e6-acd8-86730d8dec69/
FMX
Fomento Economico MexicanoSnapshot 2026-07-26 · 0.9w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
31.4%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 39%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.72
V
Value Analysis
Cheapness relative to fundamentals
17.0%ile
P/E
27.6×
P/S
0.9×
P/B
3.7×
E/P
0.0297
FCF Yield
0.051
EBITDA/EV
0.049
SH Yield
0.314
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
71.00000000
/100 — 1=cheapest
VC2 (Trending Value)
31.00000000
/100
VC3 (Buyback)
32.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
73.0%ile
ROE
0.133
ROA
0.035
Net Margin
0.034
Op Margin
0.087
GPA
0.426
D/E
2.38
Current
1.16
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.888
Earn Growth
-0.917
Stability
1.745
lower=better
Accruals
-0.072
lower=better
5yr Consist
No
Highly leveraged with D/E of 2.38 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
81.0%ile
6M Return
20.7%
12M Return
38.3%
12-1 Mom
38.9%
Risk-Adj
1.72
Vol 252d
22.6%
Vol 60d
47.8%
↑ Expanding
Max DD 12M
-11.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 39% is very strong — a clear uptrend. Risk-adjusted momentum of 1.72 is excellent — strong returns relative to volatility. Near-term vol (48%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.46
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 212 peers
Sector Value %ile
11.3%
Sector Quality %ile
72.8%
P/E z-score
-0.06
P/B z-score
-0.07
Sector Avg OS
51.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (73th) and momentum (81th) but expensive (17th value). Premium priced — watch for mean reversion.
Strong Capital Return
Shareholder yield 31.4% backed by 5.1% FCF yield. Returns are well-funded.
Quality at a Premium
High quality (73th) but expensive (17th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (48%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
57.0% avg (7 factors)
Quality
C
45.4% avg (8 factors)
Momentum
B
73.1% avg (4 factors)
Risk
A
79.0% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.460 | —0 | — | |
| Value %ile | 0.170 | —8 | — | |
| Quality %ile | 0.730 | —8 | — | |
| Momentum %ile | 0.810 | —8 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.958 | —8 | — | |
| Volatility | 0.226 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
27.58
Earnings Yield (E/P)
0.0297
Price / Sales
0.93
Price / Book
3.67
Price / Cash Flow
9.09
FCF Yield
5.1%
EBITDA / EV
4.9%
Sales Yield (1/P·S)
0.3417
Shareholder Yield
Div + net buyback / mktcap
31.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.3%
Return on Assets
3.5%
Net Margin
3.4%
Operating Margin
8.7%
Gross Profit / Assets
Novy-Marx GPA
42.6%
Debt / Equity
2.38
Current Ratio
1.16
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.072
MomentumPrice trend strength over different horizons
6M Return
20.7%
12M Return
38.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
38.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.72
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-88.8%
Earnings Growth (YoY)
-91.7%
Earnings Stability (CV)
Lower = more stable
1.745
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
2.8%
Buyback Yield
28.5%
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
71
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
31
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
32
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