Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/4be581cd-a3db-4066-9264-89ca30e77971/
EXPE
Expedia Group Inc.Snapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.930
↗
Trending Value
✗
◆
Quality × Value
QV 0.817
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.0%
◐
Veiled Value
Yes
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +10%
🔄
Shareholder Yield
7.7%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 23%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.85
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
71.0%ile
P/E
21.8×
P/S
2.1×
P/B
56.4×
E/P
0.0712
FCF Yield
0.190
EBITDA/EV
0.100
SH Yield
0.077
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
67.00000000
/100 — 1=cheapest
VC2 (Trending Value)
33.00000000
/100
VC3 (Buyback)
36.00000000
/100
FCF yield of 19.0% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
94.0%ile
ROE
2.583
ROA
0.056
Net Margin
0.098
Op Margin
0.144
GPA
0.518
D/E
42.75
Current
0.73
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.100
Earn Growth
0.273
Stability
1.100
lower=better
Accruals
-0.127
lower=better
5yr Consist
No
ROE of 258% is exceptional. Highly leveraged with D/E of 42.75 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
84.0%ile
6M Return
-8.2%
12M Return
48.6%
12-1 Mom
23.4%
Risk-Adj
0.53
Vol 252d
43.9%
Vol 60d
106.6%
↑ Expanding
Max DD 12M
-31.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 23% is very strong — a clear uptrend. Near-term vol (107%) is expanding vs long-term (44%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.93
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 500 peers
Sector Value %ile
62.3%
Sector Quality %ile
96.0%
P/E z-score
-0.16
P/B z-score
0.60
Sector Avg OS
49.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (71th) and quality (94th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (71th value) with strong momentum (84th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 7.7% backed by 19.0% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (84th) but high volatility (44%). Momentum could reverse sharply.
Leveraged Returns
Strong ROE (258%) boosted by high leverage (D/E 42.7). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (107%) significantly exceeds 252-day (44%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
63.5% avg (7 factors)
Quality
C
55.3% avg (8 factors)
Momentum
C
54.3% avg (4 factors)
Risk
D
43.5% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.930 | —6 | — | |
| Value %ile | 0.710 | —6 | — | |
| Quality %ile | 0.940 | —6 | — | |
| Momentum %ile | 0.840 | —4 | — | |
| F-Score | 7.000 | —6 | — | |
| Confidence | 0.920 | —6 | — | |
| Volatility | 0.439 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
21.85
Earnings Yield (E/P)
0.0712
Price / Sales
2.14
Price / Book
56.43
Price / Cash Flow
6.69
FCF Yield
19.0%
EBITDA / EV
10.0%
Sales Yield (1/P·S)
0.4944
Shareholder Yield
Div + net buyback / mktcap
7.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
258.3%
Return on Assets
5.6%
Net Margin
9.8%
Operating Margin
14.4%
Gross Profit / Assets
Novy-Marx GPA
51.8%
Debt / Equity
42.75
Current Ratio
0.73
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.127
External Financing
Net issuance — lower=better
0.090
MomentumPrice trend strength over different horizons
6M Return
-8.2%
12M Return
48.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
23.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.53
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.0%
Earnings Growth (YoY)
27.3%
Earnings Stability (CV)
Lower = more stable
1.100
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
0.6%
Buyback Yield
7.0%
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
67
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
33
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
36
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