Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/54e135e7-16f3-4f19-abbd-058e14ee90b8/
KEY
KeyCorpSnapshot 2026-07-26 · 0.6w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.840
↗
Trending Value
✗
◆
Quality × Value
QV 0.670
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +13%
🔄
Shareholder Yield
4.4%
💰
High Yield
Div 3.6%
🚀
Momentum Leaders
12-1 31%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 24%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.73
⚡
Risk-Adj Momentum
RAM 1.27
V
Value Analysis
Cheapness relative to fundamentals
67.0%ile
P/E
12.0×
P/S
2.3×
P/B
1.2×
E/P
0.0476
FCF Yield
0.058
EBITDA/EV
0.048
SH Yield
0.044
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
32.00000000
/100 — 1=cheapest
VC2 (Trending Value)
28.00000000
/100
VC3 (Buyback)
24.00000000
/100
P/E of 12.0x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
67.0%ile
ROE
0.103
ROA
0.011
Net Margin
0.194
Op Margin
0.181
GPA
0.035
D/E
8.66
Current
0.35
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.135
Stability
1.367
lower=better
Accruals
-0.001
lower=better
5yr Consist
No
Highly leveraged with D/E of 8.66 — returns are being amplified by debt. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
75.0%ile
6M Return
9.5%
12M Return
27.1%
12-1 Mom
30.6%
Risk-Adj
1.27
Vol 252d
24.0%
Vol 60d
53.4%
↑ Expanding
Max DD 12M
-17.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 31% is very strong — a clear uptrend. Near-term vol (53%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.84
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
24.2%
Sector Quality %ile
42.5%
P/E z-score
-0.19
P/B z-score
-0.06
Sector Avg OS
85.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Piotroski + Value Convergence
F-Score 8/9 with good value (67th). Strong fundamental improvement in a cheap stock.
Strong Capital Return
Shareholder yield 4.4% backed by 5.8% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (53%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
61.8% avg (7 factors)
Quality
D
31.2% avg (8 factors)
Momentum
B
60.9% avg (4 factors)
Risk
A
76.7% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.840 | —8 | — | |
| Value %ile | 0.670 | —0 | — | |
| Quality %ile | 0.670 | —0 | — | |
| Momentum %ile | 0.750 | —8 | — | |
| F-Score | 8.000 | —8 | — | |
| Confidence | 1.000 | —8 | — | |
| Volatility | 0.240 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.96
Earnings Yield (E/P)
0.0476
Price / Sales
2.32
Price / Book
1.23
Price / Cash Flow
11.00
FCF Yield
5.8%
EBITDA / EV
4.8%
Sales Yield (1/P·S)
0.2639
Shareholder Yield
Div + net buyback / mktcap
4.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.3%
Return on Assets
1.1%
Net Margin
19.4%
Operating Margin
18.1%
Gross Profit / Assets
Novy-Marx GPA
3.5%
Debt / Equity
8.66
Current Ratio
0.35
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.001
External Financing
Net issuance — lower=better
0.001
MomentumPrice trend strength over different horizons
6M Return
9.5%
12M Return
27.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
30.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.27
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
13.5%
Earnings Stability (CV)
Lower = more stable
1.367
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
3.6%
Buyback Yield
0.8%
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
32
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
28
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
24
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