Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/4092c7f2-04a2-4b53-a772-31a7f1cf1243/
ELF
ELF Beauty IncSnapshot 2026-07-26 · 0.6w · 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
CAQ 0.73
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
5.0%ile
P/E
173.2×
P/S
2.8×
P/B
4.0×
E/P
0.0157
FCF Yield
0.045
EBITDA/EV
0.031
SH Yield
0.010
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
95.00000000
/100 — 1=cheapest
VC2 (Trending Value)
94.00000000
/100
VC3 (Buyback)
94.00000000
/100
P/E of 173.2x is premium-priced — the market is paying up for expected growth. VC2 score of 94.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
30.0%ile
ROE
0.023
ROA
0.011
Net Margin
0.016
Op Margin
0.050
GPA
0.483
D/E
1.12
Current
2.35
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.246
Earn Growth
-0.765
Stability
1.752
lower=better
Accruals
-0.078
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
8.0%ile
6M Return
-17.8%
12M Return
-36.0%
12-1 Mom
-44.2%
Risk-Adj
-0.63
Vol 252d
69.7%
Vol 60d
164.6%
↑ Expanding
Max DD 12M
-64.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -44% signals a downtrend — price is moving against you. Near-term vol (165%) is expanding vs long-term (70%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.01
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 212 peers
Sector Value %ile
2.8%
Sector Quality %ile
31.0%
P/E z-score
2.56
P/B z-score
-0.07
Sector Avg OS
52.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (165%) significantly exceeds 252-day (70%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
32.9% avg (7 factors)
Quality
C
49.6% avg (8 factors)
Momentum
F
6.1% avg (4 factors)
Risk
F
0.5% 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.010 | —8 | — | |
| Value %ile | 0.050 | —8 | — | |
| Quality %ile | 0.300 | —2 | — | |
| Momentum %ile | 0.080 | —8 | — | |
| F-Score | 3.000 | —8 | — | |
| Confidence | 0.900 | —8 | — | |
| Volatility | 0.697 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
173.24
Earnings Yield (E/P)
0.0157
Price / Sales
2.79
Price / Book
4.03
Price / Cash Flow
21.45
FCF Yield
4.5%
EBITDA / EV
3.1%
Sales Yield (1/P·S)
0.3155
Shareholder Yield
Div + net buyback / mktcap
1.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
2.3%
Return on Assets
1.1%
Net Margin
1.6%
Operating Margin
5.0%
Gross Profit / Assets
Novy-Marx GPA
48.3%
Debt / Equity
1.12
Current Ratio
2.35
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.078
External Financing
Net issuance — lower=better
0.023
MomentumPrice trend strength over different horizons
6M Return
-17.8%
12M Return
-36.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-44.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.63
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
24.6%
Earnings Growth (YoY)
-76.5%
Earnings Stability (CV)
Lower = more stable
1.752
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Buyback Yield
1.0%
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
95
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
94
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
94
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