Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/3ce0c304-fc0b-4011-946f-11e7d3ecc87c/
ADP
Automatic Data Processing IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 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
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
2.8%
💰
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
10.0%ile
P/E
21.5×
P/S
4.3×
P/B
14.7×
E/P
0.0466
FCF Yield
0.061
EBITDA/EV
0.069
SH Yield
0.028
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
89.00000000
/100 — 1=cheapest
VC2 (Trending Value)
83.00000000
/100
VC3 (Buyback)
83.00000000
/100
FCF yield of 6.1% is strong — the business generates significant free cash relative to price. VC2 score of 83.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
94.0%ile
ROE
0.684
ROA
0.067
Net Margin
0.201
Op Margin
0.279
GPA
0.159
D/E
9.15
Current
1.04
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.069
Earn Growth
0.087
Stability
0.170
lower=better
Accruals
-0.017
lower=better
5yr Consist
Yes
ROE of 68% is exceptional. Highly leveraged with D/E of 9.15 — returns are being amplified by debt. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
9.0%ile
6M Return
-10.1%
12M Return
-27.2%
12-1 Mom
-33.2%
Risk-Adj
-1.32
Vol 252d
25.1%
Vol 60d
62.2%
↑ Expanding
Max DD 12M
-37.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -33% signals a downtrend — price is moving against you. Near-term vol (62%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.13
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
16.6%
Sector Quality %ile
91.2%
P/E z-score
-0.14
P/B z-score
0.01
Sector Avg OS
53.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Leveraged Returns
Strong ROE (68%) boosted by high leverage (D/E 9.2). Returns look good but come with balance sheet risk.
Quality at a Premium
High quality (94th) but expensive (10th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (62%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
43.1% avg (7 factors)
Quality
C
54.0% avg (8 factors)
Momentum
F
7.0% avg (4 factors)
Risk
B
74.8% 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.130 | —1 | — | |
| Value %ile | 0.100 | —1 | — | |
| Quality %ile | 0.940 | —1 | — | |
| Momentum %ile | 0.090 | —1 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.251 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
21.47
Earnings Yield (E/P)
0.0466
Price / Sales
4.32
Price / Book
14.69
Price / Cash Flow
17.11
FCF Yield
6.1%
EBITDA / EV
6.9%
Sales Yield (1/P·S)
0.2296
Shareholder Yield
Div + net buyback / mktcap
2.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
68.4%
Return on Assets
6.7%
Net Margin
20.1%
Operating Margin
27.9%
Gross Profit / Assets
Novy-Marx GPA
15.9%
Debt / Equity
9.15
Current Ratio
1.04
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.017
MomentumPrice trend strength over different horizons
6M Return
-10.1%
12M Return
-27.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-33.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.32
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.9%
Earnings Growth (YoY)
8.7%
Earnings Stability (CV)
Lower = more stable
0.170
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
8
Dividend Yield
2.8%
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
89
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
83
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
83
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