Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/40afe942-ff5d-401f-8dc9-543b65e06ba4/

TJX

The TJX Companies, Inc.
Chart
€136.00
Latest Week 2026-06-05
Consumer CyclicalApparel RetailLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.43
OS Score
13.0%
Value
85.0%
Quality
73.0%
Momentum
7/9
F-Score
0.332
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 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
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
2.7%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 18%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 17%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.04
V
Value Analysis
Cheapness relative to fundamentals
13.0%ile
P/E
26.0×
P/S
2.4×
P/B
14.4×
E/P
0.0385
FCF Yield
0.034
EBITDA/EV
0.057
SH Yield
0.027
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
87.00000000
/100 — 1=cheapest
VC2 (Trending Value)
85.00000000
/100
VC3 (Buyback)
86.00000000
/100
VC2 score of 85.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
85.0%ile
ROE
0.557
ROA
0.160
Net Margin
0.094
Op Margin
0.123
GPA
0.534
Current
1.14
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.071
Earn Growth
0.142
Stability
0.199
lower=better
Accruals
-0.050
lower=better
5yr Consist
Yes
ROE of 56% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
73.0%ile
6M Return
5.2%
12M Return
22.7%
12-1 Mom
17.8%
Risk-Adj
1.04
Vol 252d
17.2%
Vol 60d
39.0%
↑ Expanding
Max DD 12M
-8.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (39%) is expanding vs long-term (17%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.43
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 86 peers
Sector Value %ile
9.2%
Sector Quality %ile
88.5%
P/E z-score
-0.18
P/B z-score
1.73
Sector Avg OS
48.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
HMSB H & M Hennes & Mauritz AB (publ) 99.0% 99.0% 92.0% 92.0%
BIJ Bijou Brigitte modische Accessoires Aktiengesellschaft 97.0% 78.0% 96.0% 77.0%
AFT Abercrombie & Fitch Co. 96.0% 92.0% 83.0% 59.0%
TUI1 TUI AG 93.0% 97.0% 79.0% 30.0%
BOSS Hugo Boss AG 93.0% 89.0% 95.0% 27.0%
DEX Delticom AG 92.0% 97.0% 41.0% 63.0%
ZIL2 ElringKlinger AG 90.0% 94.0% 20.0% 81.0%
FAU Forvia SE 89.0% 89.0% 25.0% 84.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (85th) and momentum (73th) but expensive (13th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (85th) but expensive (13th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (39%) significantly exceeds 252-day (17%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
39.0% avg (7 factors)
Quality
B
69.0% avg (7 factors)
Momentum
C
52.6% avg (4 factors)
Risk
A
88.1% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.430—0—
Value %ile0.130—1—
Quality %ile0.850—1—
Momentum %ile0.730—1—
F-Score7.000—1—
Confidence0.939—1—
Volatility0.172—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
25.96
Earnings Yield (E/P)
0.0385
Price / Sales
2.44
Price / Book
14.45
Price / Cash Flow
19.78
FCF Yield
3.4%
EBITDA / EV
5.7%
Sales Yield (1/P·S)
0.3876
Shareholder Yield
Div + net buyback / mktcap
2.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
55.7%
Return on Assets
16.0%
Net Margin
9.4%
Operating Margin
12.3%
Gross Profit / Assets
Novy-Marx GPA
53.4%
Current Ratio
1.14
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.050
External Financing
Net issuance — lower=better
0.079
MomentumPrice trend strength over different horizons
6M Return
5.2%
12M Return
22.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
17.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.04
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.1%
Earnings Growth (YoY)
14.2%
Earnings Stability (CV)
Lower = more stable
0.199
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
1.3%
Buyback Yield
1.5%
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
87
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
85
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
86
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity