Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/35d8550f-f77f-4d7f-b70e-aa1009590a4c/
MO
Altria GroupSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 15.0
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.8%
💰
High Yield
Div 5.8%
🚀
Momentum Leaders
12-1 23%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
30.0%ile
P/E
15.0×
P/S
5.5×
E/P
0.0667
FCF Yield
0.065
EBITDA/EV
0.082
SH Yield
0.058
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
73.00000000
/100 — 1=cheapest
VC2 (Trending Value)
33.00000000
/100
VC3 (Buyback)
33.00000000
/100
FCF yield of 6.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
81.0%ile
ROE
-2.508
ROA
0.233
Net Margin
0.369
Op Margin
0.526
GPA
0.428
D/E
-11.75
Current
0.56
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.077
Earn Growth
-0.211
Stability
0.396
lower=better
Accruals
-0.024
lower=better
5yr Consist
No
Conservative balance sheet with D/E of -11.75.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
75.0%ile
6M Return
28.9%
12M Return
30.5%
12-1 Mom
23.1%
Risk-Adj
0.82
Vol 252d
28.2%
Vol 60d
69.3%
↑ Expanding
Max DD 12M
-15.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 23% is very strong — a clear uptrend. Near-term vol (69%) is expanding vs long-term (28%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.62
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 236 peers
Sector Value %ile
24.9%
Sector Quality %ile
83.1%
P/E z-score
-0.28
Sector Avg OS
50.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (81th) and momentum (75th) but expensive (30th value). Premium priced — watch for mean reversion.
Strong Capital Return
Shareholder yield 5.8% backed by 6.5% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (69%) significantly exceeds 252-day (28%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
60.6% avg (6 factors)
Quality
B
69.7% avg (8 factors)
Momentum
B
62.6% avg (4 factors)
Risk
B
69.7% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.620 | —0 | — | |
| Value %ile | 0.300 | —1 | — | |
| Quality %ile | 0.810 | —1 | — | |
| Momentum %ile | 0.750 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.282 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.00
Earnings Yield (E/P)
0.0667
Price / Sales
5.54
Price / Cash Flow
13.58
FCF Yield
6.5%
EBITDA / EV
8.2%
Sales Yield (1/P·S)
0.1538
Shareholder Yield
Div + net buyback / mktcap
5.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-250.8%
Return on Assets
23.3%
Net Margin
36.9%
Operating Margin
52.6%
Gross Profit / Assets
Novy-Marx GPA
42.8%
Debt / Equity
-11.75
Current Ratio
0.56
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.024
MomentumPrice trend strength over different horizons
6M Return
28.9%
12M Return
30.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
23.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.82
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.7%
Earnings Growth (YoY)
-21.1%
Earnings Stability (CV)
Lower = more stable
0.396
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
5.8%
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
73
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
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
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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
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