Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/49e40b94-ef44-4794-9c28-1c9dcf40b861/
UPAB
UNITED PARCEL SERVICE INC. RSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.9
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.2%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
6.5%
💰
High Yield
Div 6.7%
🚀
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
43.0%ile
P/E
15.4×
P/S
0.9×
P/B
5.1×
E/P
0.0649
FCF Yield
0.044
EBITDA/EV
0.112
SH Yield
0.065
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
43.00000000
/100 — 1=cheapest
VC2 (Trending Value)
36.00000000
/100
VC3 (Buyback)
38.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
57.0%ile
ROE
0.333
ROA
0.073
Net Margin
0.059
Op Margin
0.085
GPA
0.219
Current
1.21
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.026
Earn Growth
-0.031
Stability
0.259
lower=better
Accruals
-0.043
lower=better
5yr Consist
Yes
ROE of 33% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
42.0%ile
6M Return
20.6%
Vol 252d
69.6%
Vol 60d
153.1%
↑ Expanding
Max DD 12M
-46.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (153%) is expanding vs long-term (70%) — 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
Industrials
· 143 peers
Sector Value %ile
43.8%
Sector Quality %ile
52.8%
P/E z-score
-0.18
P/B z-score
0.08
Sector Avg OS
50.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (153%) significantly exceeds 252-day (70%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
62.8% avg (7 factors)
Quality
C
50.9% avg (7 factors)
Momentum
B
63.3% avg (1 factors)
Risk
F
0.7% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.430 | —0 | — | |
| Value %ile | 0.430 | —0 | — | |
| Quality %ile | 0.570 | —0 | — | |
| Momentum %ile | 0.420 | —0 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.879 | —1 | — | |
| Volatility | 0.696 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.40
Earnings Yield (E/P)
0.0649
Price / Sales
0.92
Price / Book
5.13
Price / Cash Flow
9.68
FCF Yield
4.4%
EBITDA / EV
11.2%
Sales Yield (1/P·S)
0.8515
Shareholder Yield
Div + net buyback / mktcap
6.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
33.3%
Return on Assets
7.3%
Net Margin
5.9%
Operating Margin
8.5%
Gross Profit / Assets
Novy-Marx GPA
21.9%
Current Ratio
1.21
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.043
External Financing
Net issuance — lower=better
0.002
MomentumPrice trend strength over different horizons
6M Return
20.6%
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-2.6%
Earnings Growth (YoY)
-3.1%
Earnings Stability (CV)
Lower = more stable
0.259
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
6.7%
Buyback Yield
-0.2%
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
43
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
36
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
38
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