Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/3aaa2669-cd5e-4bc7-b215-7e91825eb642/

META

Meta Platforms Inc.
Chart
$593.00
Latest Week 2026-06-05
Communication ServicesInternet Content & InformationMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.25
OS Score
18.0%
Value
98.0%
Quality
15.0%
Momentum
5/9
F-Score
0.420
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
Div 0.4%
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
ROE 29%
📈
Consistent Earners
✗
🌱
GARP
Rev +26%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
18.0%ile
P/E
21.5×
P/S
7.1×
P/B
6.2×
E/P
0.0464
FCF Yield
0.128
EBITDA/EV
0.073
SH Yield
0.004
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
86.00000000
/100 — 1=cheapest
VC2 (Trending Value)
84.00000000
/100
VC3 (Buyback)
84.00000000
/100
FCF yield of 12.8% is strong — the business generates significant free cash relative to price. VC2 score of 84.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
98.0%ile
ROE
0.290
ROA
0.179
Net Margin
0.328
Op Margin
0.431
GPA
0.446
D/E
0.62
Current
2.35
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.262
Earn Growth
0.059
Stability
0.420
lower=better
Accruals
-0.135
lower=better
5yr Consist
No
ROE of 29% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
15.0%ile
6M Return
-11.8%
12M Return
-14.7%
12-1 Mom
-12.4%
Risk-Adj
-0.34
Vol 252d
36.6%
Vol 60d
88.7%
↑ Expanding
Max DD 12M
-32.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -12% signals a downtrend — price is moving against you. Near-term vol (89%) is expanding vs long-term (37%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.25
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services · 264 peers
Sector Value %ile
12.8%
Sector Quality %ile
99.6%
P/E z-score
-0.18
P/B z-score
-0.07
Sector Avg OS
55.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
AMX America Movil SAB de CV ADR 99.0% 98.0% 98.0% 86.0%
TIMB TIM Participacoes SA 99.0% 98.0% 98.0% 79.0%
BODI The Beachbody Company, Inc. 99.0% 92.0% 91.0% 97.0%
AMCX AMC Networks Inc 98.0% 98.0% 77.0% 83.0%
VIV Telefonica Brasil SA ADR 98.0% 98.0% 91.0% 81.0%
TIGO Millicom International Cellular SA 97.0% 81.0% 98.0% 95.0%
RCI Rogers Communications Inc 97.0% 96.0% 71.0% 84.0%
TV Grupo Televisa SAB ADR 96.0% 97.0% 71.0% 80.0%
Factor Interactions
Quality at a Premium
High quality (98th) but expensive (18th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (89%) significantly exceeds 252-day (37%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
46.1% avg (7 factors)
Quality
A
90.0% avg (8 factors)
Momentum
F
18.3% avg (4 factors)
Risk
C
55.6% 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 Composite0.250—1—
Value %ile0.180—1—
Quality %ile0.980—1—
Momentum %ile0.150—1—
F-Score5.000—0—
Confidence1.000—1—
Volatility0.366—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
21.54
Earnings Yield (E/P)
0.0464
Price / Sales
7.07
Price / Book
6.24
Price / Cash Flow
12.26
FCF Yield
12.8%
EBITDA / EV
7.3%
Sales Yield (1/P·S)
0.1380
Shareholder Yield
Div + net buyback / mktcap
0.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
29.0%
Return on Assets
17.9%
Net Margin
32.8%
Operating Margin
43.1%
Gross Profit / Assets
Novy-Marx GPA
44.6%
Debt / Equity
0.62
Current Ratio
2.35
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.135
MomentumPrice trend strength over different horizons
6M Return
-11.8%
12M Return
-14.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-12.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.34
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
26.2%
Earnings Growth (YoY)
5.9%
Earnings Stability (CV)
Lower = more stable
0.420
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.4%
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
86
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
84
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
84
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
Market Leader
Above-avg mcap+revenue, non-utility
Yes
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