Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/48b151be-fd0d-4358-b19d-978ed08ce03b/
TDG
Transdigm Group IncorporatedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 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
7.4%
💰
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
8.0%ile
P/E
35.6×
P/S
7.6×
E/P
0.0281
FCF Yield
0.024
EBITDA/EV
0.048
SH Yield
0.074
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
92.00000000
/100 — 1=cheapest
VC2 (Trending Value)
83.00000000
/100
VC3 (Buyback)
83.00000000
/100
P/E of 35.6x is premium-priced — the market is paying up for expected growth. VC2 score of 83.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
67.0%ile
ROE
-0.215
ROA
0.080
Net Margin
0.213
Op Margin
0.466
GPA
0.220
D/E
-3.71
Current
3.52
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.133
Earn Growth
0.064
Stability
0.131
lower=better
Accruals
-0.003
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of -3.71.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
18.0%ile
6M Return
-8.0%
12M Return
-9.7%
12-1 Mom
-11.4%
Risk-Adj
-0.40
Vol 252d
28.3%
Vol 60d
62.6%
↑ Expanding
Max DD 12M
-24.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -11% signals a downtrend — price is moving against you. Near-term vol (63%) is expanding vs long-term (28%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.08
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
11.0%
Sector Quality %ile
66.1%
P/E z-score
0.01
Sector Avg OS
53.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (63%) significantly exceeds 252-day (28%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
41.6% avg (6 factors)
Quality
B
66.6% avg (8 factors)
Momentum
F
20.8% avg (4 factors)
Risk
B
69.4% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. 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 | 0.080 | —1 | — | |
| Value %ile | 0.080 | —1 | — | |
| Quality %ile | 0.670 | —0 | — | |
| Momentum %ile | 0.180 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.283 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
35.64
Earnings Yield (E/P)
0.0281
Price / Sales
7.59
Price / Cash Flow
34.25
FCF Yield
2.4%
EBITDA / EV
4.8%
Sales Yield (1/P·S)
0.0948
Shareholder Yield
Div + net buyback / mktcap
7.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-21.5%
Return on Assets
8.0%
Net Margin
21.3%
Operating Margin
46.6%
Gross Profit / Assets
Novy-Marx GPA
22.0%
Debt / Equity
-3.71
Current Ratio
3.52
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.003
MomentumPrice trend strength over different horizons
6M Return
-8.0%
12M Return
-9.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-11.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.40
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
13.3%
Earnings Growth (YoY)
6.4%
Earnings Stability (CV)
Lower = more stable
0.131
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
7.4%
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
92
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
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