Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/52803e3d-534c-42df-a5f9-389472b0b5f5/

ILT

Illinois Tool Works Inc.
Chart
€219.60
Latest Week 2026-06-05
IndustrialsSpecialty Industrial MachineryLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.21
OS Score
16.0%
Value
78.0%
Quality
38.0%
Momentum
5/9
F-Score
0.353
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
5.1%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 21%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
16.0%ile
P/E
20.2×
P/S
3.9×
P/B
19.6×
E/P
0.0496
FCF Yield
0.038
EBITDA/EV
0.066
SH Yield
0.051
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
87.00000000
/100 — 1=cheapest
VC2 (Trending Value)
81.00000000
/100
VC3 (Buyback)
82.00000000
/100
VC2 score of 81.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
78.0%ile
ROE
0.971
ROA
0.193
Net Margin
0.193
Op Margin
0.264
GPA
0.440
Current
1.19
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.009
Earn Growth
-0.105
Stability
0.059
lower=better
Accruals
-0.001
lower=better
5yr Consist
Yes
ROE of 97% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
38.0%ile
6M Return
3.4%
12M Return
3.9%
12-1 Mom
2.8%
Risk-Adj
0.13
Vol 252d
21.1%
Vol 60d
51.1%
↑ Expanding
Max DD 12M
-15.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (51%) is expanding vs long-term (21%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.21
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 143 peers
Sector Value %ile
20.8%
Sector Quality %ile
84.0%
P/E z-score
-0.17
P/B z-score
2.42
Sector Avg OS
50.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
INR International Consolidated Airlines Group S.A. 98.0% 89.0% 91.0% 73.0%
ERAG Ernst Russ AG 98.0% 94.0% 81.0% 72.0%
AAG Aumann AG 98.0% 93.0% 90.0% 63.0%
MBB MBB SE 98.0% 90.0% 94.0% 74.0%
XD4 Strabag SE 97.0% 87.0% 86.0% 71.0%
QJQ ISS A/S 97.0% 98.0% 88.0% 51.0%
AFR0 Air France-KLM SA 97.0% 91.0% 76.0% 71.0%
ABS2 PORR AG 96.0% 92.0% 60.0% 83.0%
Factor Interactions
Quality at a Premium
High quality (78th) but expensive (16th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (51%) significantly exceeds 252-day (21%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
45.4% avg (7 factors)
Quality
A
77.6% avg (7 factors)
Momentum
D
36.2% avg (4 factors)
Risk
A
81.5% avg (1 factors)
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
FactorCurrentStreakTrendSpark
OS Composite0.210—1—
Value %ile0.160—1—
Quality %ile0.780—1—
Momentum %ile0.380—0—
F-Score5.000—0—
Confidence0.939—1—
Volatility0.211—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
20.16
Earnings Yield (E/P)
0.0496
Price / Sales
3.89
Price / Book
19.57
Price / Cash Flow
20.01
FCF Yield
3.8%
EBITDA / EV
6.6%
Sales Yield (1/P·S)
0.2269
Shareholder Yield
Div + net buyback / mktcap
5.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
97.1%
Return on Assets
19.3%
Net Margin
19.3%
Operating Margin
26.4%
Gross Profit / Assets
Novy-Marx GPA
44.0%
Current Ratio
1.19
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.001
External Financing
Net issuance — lower=better
0.097
MomentumPrice trend strength over different horizons
6M Return
3.4%
12M Return
3.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
2.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.13
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.9%
Earnings Growth (YoY)
-10.5%
Earnings Stability (CV)
Lower = more stable
0.059
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
2.9%
Buyback Yield
2.3%
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
81
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
82
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