Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/5496b80f-3b1d-4f2c-aa9d-5150d718da4e/
DWD
Morgan StanleySnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 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
4.5%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 46%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 21%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.19
V
Value Analysis
Cheapness relative to fundamentals
31.0%ile
P/E
16.3×
P/S
4.3×
P/B
2.6×
E/P
0.0615
FCF Yield
-0.007
SH Yield
0.045
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
66.00000000
/100 — 1=cheapest
VC2 (Trending Value)
63.00000000
/100
VC3 (Buyback)
65.00000000
/100
Negative FCF yield (-0.7%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
14.0%ile
ROE
0.158
ROA
0.011
Net Margin
0.263
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.145
Earn Growth
0.278
Stability
0.162
lower=better
Accruals
0.012
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
87.0%ile
6M Return
24.4%
12M Return
66.5%
12-1 Mom
46.1%
Risk-Adj
2.19
Vol 252d
21.1%
Vol 60d
50.4%
↑ Expanding
Max DD 12M
-17.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 46% is very strong — a clear uptrend. Risk-adjusted momentum of 2.19 is excellent — strong returns relative to volatility. Near-term vol (50%) is expanding vs long-term (21%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.28
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 94 peers
Sector Value %ile
18.9%
Sector Quality %ile
17.9%
P/E z-score
-0.22
P/B z-score
-0.03
Sector Avg OS
56.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (50%) significantly exceeds 252-day (21%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
55.4% avg (6 factors)
Quality
C
51.5% avg (4 factors)
Momentum
A
85.6% avg (4 factors)
Risk
A
81.5% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.280 | —1 | — | |
| Value %ile | 0.310 | —0 | — | |
| Quality %ile | 0.140 | —1 | — | |
| Momentum %ile | 0.870 | —1 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 0.727 | —1 | — | |
| Volatility | 0.211 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.25
Earnings Yield (E/P)
0.0615
Price / Sales
4.28
Price / Book
2.58
FCF Yield
-0.7%
Sales Yield (1/P·S)
0.1160
Shareholder Yield
Div + net buyback / mktcap
4.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
15.8%
Return on Assets
1.1%
Net Margin
26.3%
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.012
External Financing
Net issuance — lower=better
0.004
MomentumPrice trend strength over different horizons
6M Return
24.4%
12M Return
66.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
46.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.19
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
14.5%
Earnings Growth (YoY)
27.8%
Earnings Stability (CV)
Lower = more stable
0.162
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
3
Dividend Yield
2.3%
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
66
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
63
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
65
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity