Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/3bea682f-428f-4d25-96bc-c9a20d8e8d24/

IBM

International Business Machines
Chart
214.19 USD
Latest Week 2026-07-24
TechnologyInformation Technology ServicesMEGA
Snapshot 2026-07-26 · 0.4w · Fresh
0.29
OS Score
23.0%
Value
91.0%
Quality
22.0%
Momentum
6/9
F-Score
0.457
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
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
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
3.3%
💰
High Yield
Div 3.1%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.80
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
23.0%ile
P/E
18.8×
P/S
2.9×
P/B
5.9×
E/P
0.0476
FCF Yield
0.066
EBITDA/EV
0.062
SH Yield
0.033
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
80.00000000
/100 — 1=cheapest
VC2 (Trending Value)
76.00000000
/100
VC3 (Buyback)
76.00000000
/100
FCF yield of 6.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
91.0%ile
ROE
0.311
ROA
0.071
Net Margin
0.155
Op Margin
0.179
GPA
0.265
D/E
3.41
Current
0.79
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.079
Earn Growth
0.839
Stability
0.833
lower=better
Accruals
-0.027
lower=better
5yr Consist
No
ROE of 31% is exceptional. Highly leveraged with D/E of 3.41 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
22.0%ile
6M Return
-25.8%
12M Return
-15.4%
12-1 Mom
7.3%
Risk-Adj
0.15
Vol 252d
49.1%
Vol 60d
119.8%
↑ Expanding
Max DD 12M
-30.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (120%) is expanding vs long-term (49%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.29
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology · 500 peers
Sector Value %ile
25.3%
Sector Quality %ile
85.6%
P/E z-score
-0.14
P/B z-score
-0.07
Sector Avg OS
51.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
ASX ASE Industrial Holding Co Ltd ADR 99.0% 98.0% 84.0% 98.0%
TOYO TOYO Co., Ltd Ordinary Shares 99.0% 97.0% 97.0% 82.0%
ERIC Telefonaktiebolaget LM Ericsson B ADR 99.0% 99.0% 93.0% 78.0%
UMC United Microelectronics 99.0% 99.0% 80.0% 97.0%
TSM Taiwan Semiconductor Manufacturing 99.0% 98.0% 98.0% 90.0%
KARO Karooooo Ltd 98.0% 98.0% 98.0% 72.0%
PLAB Photronics Inc 98.0% 94.0% 86.0% 86.0%
CCSI Consensus Cloud Solutions Inc 98.0% 87.0% 98.0% 91.0%
Factor Interactions
Leveraged Returns
Strong ROE (31%) boosted by high leverage (D/E 3.4). Returns look good but come with balance sheet risk.
Quality at a Premium
High quality (91th) but expensive (23th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (120%) significantly exceeds 252-day (49%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
50.3% avg (7 factors)
Quality
C
51.0% avg (8 factors)
Momentum
F
23.3% avg (4 factors)
Risk
D
34.9% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.290—8—
Value %ile0.230—8—
Quality %ile0.910—1—
Momentum %ile0.220—4—
F-Score6.000—0—
Confidence0.970—8—
Volatility0.491—7—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
18.82
Earnings Yield (E/P)
0.0476
Price / Sales
2.92
Price / Book
5.86
Price / Cash Flow
13.56
FCF Yield
6.6%
EBITDA / EV
6.2%
Sales Yield (1/P·S)
0.2658
Shareholder Yield
Div + net buyback / mktcap
3.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
31.1%
Return on Assets
7.1%
Net Margin
15.5%
Operating Margin
17.9%
Gross Profit / Assets
Novy-Marx GPA
26.5%
Debt / Equity
3.41
Current Ratio
0.79
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.027
External Financing
Net issuance — lower=better
0.012
MomentumPrice trend strength over different horizons
6M Return
-25.8%
12M Return
-15.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
7.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.15
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.9%
Earnings Growth (YoY)
83.9%
Earnings Stability (CV)
Lower = more stable
0.833
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
3.1%
Buyback Yield
0.2%
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
80
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
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