Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/398ead43-500a-4dbb-bf6f-64e72956e2a5/
VSCO
Victoria's Secret & CoSnapshot 2026-06-07 · 0.0w · Fresh
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
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.64
V
Value Analysis
Cheapness relative to fundamentals
11.0%ile
P/E
37.2×
P/S
0.9×
P/B
7.0×
E/P
0.0269
FCF Yield
0.038
EBITDA/EV
0.062
SH Yield
-0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
79.00000000
/100 — 1=cheapest
VC2 (Trending Value)
87.00000000
/100
VC3 (Buyback)
86.00000000
/100
P/E of 37.2x is premium-priced — the market is paying up for expected growth. VC2 score of 87.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
29.0%ile
ROE
0.188
ROA
0.032
Net Margin
0.025
Op Margin
0.041
GPA
0.476
Current
1.25
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.052
Earn Growth
-0.040
Stability
1.542
lower=better
Accruals
-0.067
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
96.0%ile
6M Return
52.1%
12M Return
236.6%
12-1 Mom
116.8%
Risk-Adj
1.64
Vol 252d
71.3%
Vol 60d
168.6%
↑ Expanding
Max DD 12M
-35.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 117% is very strong — a clear uptrend. Risk-adjusted momentum of 1.64 is excellent — strong returns relative to volatility. Near-term vol (169%) is expanding vs long-term (71%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.24
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 500 peers
Sector Value %ile
7.2%
Sector Quality %ile
34.5%
P/E z-score
0.07
P/B z-score
0.52
Sector Avg OS
54.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Hot but Volatile
Strong momentum (96th) but high volatility (71%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (169%) significantly exceeds 252-day (71%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
34.0% avg (7 factors)
Quality
C
47.6% avg (7 factors)
Momentum
A
91.5% avg (4 factors)
Risk
F
0.0% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.240 | —1 | — | |
| Value %ile | 0.110 | —1 | — | |
| Quality %ile | 0.290 | —1 | — | |
| Momentum %ile | 0.960 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.885 | —1 | — | |
| Volatility | 0.713 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
37.19
Earnings Yield (E/P)
0.0269
Price / Sales
0.91
Price / Book
7.00
Price / Cash Flow
12.00
FCF Yield
3.8%
EBITDA / EV
6.2%
Sales Yield (1/P·S)
0.7880
Shareholder Yield
Div + net buyback / mktcap
-0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
18.8%
Return on Assets
3.2%
Net Margin
2.5%
Operating Margin
4.1%
Gross Profit / Assets
Novy-Marx GPA
47.6%
Current Ratio
1.25
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.067
External Financing
Net issuance — lower=better
0.001
MomentumPrice trend strength over different horizons
6M Return
52.1%
12M Return
236.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
116.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.64
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.2%
Earnings Growth (YoY)
-4.0%
Earnings Stability (CV)
Lower = more stable
1.542
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.0%
Buyback Yield
-0.1%
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
87
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
86
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