Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/44f7c4c7-d4d5-4f0f-a583-3c4aa4bcf24a/
CMC
JPMorgan Chase & Co.Snapshot 2026-07-26 · 0.4w · 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
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
5.5%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 16%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 20%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
51.0%ile
P/E
14.4×
P/S
4.5×
P/B
2.3×
FCF Yield
-0.141
SH Yield
0.055
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
50.00000000
/100 — 1=cheapest
VC2 (Trending Value)
52.00000000
/100
VC3 (Buyback)
51.00000000
/100
Negative FCF yield (-14.1%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
50.0%ile
ROE
0.157
ROA
0.012
Net Margin
0.314
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
0.085
lower=better
Accruals
0.042
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
51.0%ile
6M Return
22.9%
12M Return
24.1%
12-1 Mom
16.2%
Risk-Adj
0.79
Vol 252d
20.4%
Vol 60d
48.5%
↑ Expanding
Max DD 12M
-13.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (48%) is expanding vs long-term (20%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.57
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 94 peers
Sector Value %ile
48.4%
Sector Quality %ile
58.9%
P/E z-score
-0.21
P/B z-score
-0.08
Sector Avg OS
51.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (48%) significantly exceeds 252-day (20%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
59.9% avg (5 factors)
Quality
C
48.5% avg (4 factors)
Momentum
C
56.5% avg (4 factors)
Risk
A
82.6% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.570 | —0 | — | |
| Value %ile | 0.510 | —0 | — | |
| Quality %ile | 0.500 | —0 | — | |
| Momentum %ile | 0.510 | —0 | — | |
| F-Score | 3.000 | —8 | — | |
| Confidence | 0.636 | —0 | — | |
| Volatility | 0.204 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.43
Price / Sales
4.53
Price / Book
2.26
FCF Yield
-14.1%
Sales Yield (1/P·S)
0.1735
Shareholder Yield
Div + net buyback / mktcap
5.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
15.7%
Return on Assets
1.2%
Net Margin
31.4%
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.042
External Financing
Net issuance — lower=better
0.008
MomentumPrice trend strength over different horizons
6M Return
22.9%
12M Return
24.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
16.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.79
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
0.085
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
3
Dividend Yield
1.7%
Buyback Yield
3.8%
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
50
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
52
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
51
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