Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/3aaa2669-cd5e-4bc7-b215-7e91825eb642/
META
Meta Platforms Inc.Snapshot 2026-07-12 · 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
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
ROE 29%
📈
Consistent Earners
✗
🌱
GARP
Rev +26%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.71
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
19.0%ile
P/E
24.1×
P/S
7.9×
P/B
7.0×
E/P
0.0526
FCF Yield
0.113
EBITDA/EV
0.064
SH Yield
0.011
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
88.00000000
/100 — 1=cheapest
VC2 (Trending Value)
86.00000000
/100
VC3 (Buyback)
88.00000000
/100
FCF yield of 11.3% is strong — the business generates significant free cash relative to price. VC2 score of 86.00000000/100 — 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
26.0%ile
6M Return
2.6%
12M Return
-6.4%
12-1 Mom
-20.8%
Risk-Adj
-0.52
Vol 252d
39.8%
Vol 60d
98.0%
↑ Expanding
Max DD 12M
-32.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -21% signals a downtrend — price is moving against you. Near-term vol (98%) is expanding vs long-term (40%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.31
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 248 peers
Sector Value %ile
16.5%
Sector Quality %ile
98.8%
P/E z-score
-0.15
P/B z-score
0.07
Sector Avg OS
54.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality at a Premium
High quality (98th) but expensive (19th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (98%) significantly exceeds 252-day (40%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
43.7% avg (7 factors)
Quality
A
90.0% avg (8 factors)
Momentum
F
21.1% avg (4 factors)
Risk
C
50.3% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.310 | —0 | — | |
| Value %ile | 0.190 | —6 | — | |
| Quality %ile | 0.980 | —6 | — | |
| Momentum %ile | 0.260 | —6 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.398 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
24.07
Earnings Yield (E/P)
0.0526
Price / Sales
7.90
Price / Book
6.97
Price / Cash Flow
13.70
FCF Yield
11.3%
EBITDA / EV
6.4%
Sales Yield (1/P·S)
0.1220
Shareholder Yield
Div + net buyback / mktcap
1.1%
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
2.6%
12M Return
-6.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-20.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.52
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
0.3%
Buyback Yield
0.8%
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
88
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
86
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
88
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
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