Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/39160769-fdb6-4f88-83b6-13b8d68e0bc2/

BKNG

Booking Holdings Inc
Chart
$165.84
Latest Week 2026-06-05
Consumer CyclicalTravel ServicesLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.23
OS Score
23.0%
Value
88.0%
Quality
10.0%
Momentum
6/9
F-Score
0.450
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 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
Rev +15%
🔄
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
23.0%ile
P/E
21.4×
P/S
4.8×
E/P
0.0467
FCF Yield
0.072
EBITDA/EV
0.071
SH Yield
0.010
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
79.00000000
/100 — 1=cheapest
VC2 (Trending Value)
76.00000000
/100
VC3 (Buyback)
76.00000000
/100
FCF yield of 7.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
88.0%ile
ROE
-0.705
ROA
0.222
Net Margin
0.222
Op Margin
0.318
GPA
0.999
D/E
-4.18
Current
1.06
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.150
Earn Growth
0.131
Stability
0.563
lower=better
Accruals
-0.115
lower=better
5yr Consist
No
Conservative balance sheet with D/E of -4.18.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
10.0%ile
6M Return
-20.0%
12M Return
-25.7%
12-1 Mom
-25.9%
Risk-Adj
-0.83
Vol 252d
31.1%
Vol 60d
74.5%
↑ Expanding
Max DD 12M
-32.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -26% signals a downtrend — price is moving against you. Near-term vol (75%) is expanding vs long-term (31%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.23
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 500 peers
Sector Value %ile
14.2%
Sector Quality %ile
90.6%
P/E z-score
-0.10
Sector Avg OS
54.7%
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%
KSS Kohl's Corporation 98.0% 98.0% 74.0% 90.0%
FLXS Flexsteel Industries Inc 98.0% 93.0% 79.0% 91.0%
STRT Strattec Security Corporation 97.0% 95.0% 82.0% 76.0%
Factor Interactions
Quality at a Premium
High quality (88th) but expensive (23th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (75%) significantly exceeds 252-day (31%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
47.9% avg (6 factors)
Quality
A
76.6% avg (8 factors)
Momentum
F
5.4% avg (4 factors)
Risk
B
64.9% 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 Composite0.230—1—
Value %ile0.230—1—
Quality %ile0.880—1—
Momentum %ile0.100—1—
F-Score6.000—0—
Confidence0.909—1—
Volatility0.311—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
21.40
Earnings Yield (E/P)
0.0467
Price / Sales
4.76
Price / Cash Flow
14.10
FCF Yield
7.2%
EBITDA / EV
7.1%
Sales Yield (1/P·S)
0.2065
Shareholder Yield
Div + net buyback / mktcap
1.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-70.5%
Return on Assets
22.2%
Net Margin
22.2%
Operating Margin
31.8%
Gross Profit / Assets
Novy-Marx GPA
99.9%
Debt / Equity
-4.18
Current Ratio
1.06
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.115
MomentumPrice trend strength over different horizons
6M Return
-20.0%
12M Return
-25.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-25.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.83
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
15.0%
Earnings Growth (YoY)
13.1%
Earnings Stability (CV)
Lower = more stable
0.563
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
1.0%
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
79
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
76
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
76
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
Show all
Op Income
OCF
CapEx
Equity