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CROX

Crocs Inc
Chart
$119.35
Latest Week 2026-06-05
Consumer CyclicalFootwear & AccessoriesMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.8
OS Score
73.0%
Value
83.0%
Quality
30.0%
Momentum
5/9
F-Score
0.778
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 of 23 passing
★
OS Composite
OS 0.800
↗
Trending Value
✗
◆
Quality × Value
QV 0.778
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
12.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
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
73.0%ile
P/S
1.5×
P/B
4.2×
FCF Yield
0.106
EBITDA/EV
0.129
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
29.00000000
/100 — 1=cheapest
VC2 (Trending Value)
32.00000000
/100
VC3 (Buyback)
32.00000000
/100
FCF yield of 10.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
83.0%ile
ROE
-0.073
ROA
-0.024
Net Margin
-0.026
Op Margin
0.215
GPA
0.538
D/E
2.04
Current
1.67
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.019
Stability
2.392
lower=better
Accruals
-0.191
lower=better
5yr Consist
No
Highly leveraged with D/E of 2.04 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
30.0%ile
6M Return
33.1%
12M Return
17.6%
12-1 Mom
2.1%
Risk-Adj
0.04
Vol 252d
52.4%
Vol 60d
106.8%
↑ Expanding
Max DD 12M
-31.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (107%) is expanding vs long-term (52%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.8
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 500 peers
Sector Value %ile
61.7%
Sector Quality %ile
85.6%
P/B z-score
0.09
Sector Avg OS
54.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BWMX Betterware de México, S.A.P.I. de C.V. 99.0% 98.0% 93.0% 95.0%
CYD China Yuchai International Limited 98.0% 99.0% 71.0% 97.0%
HTHT Huazhu Group Ltd 98.0% 96.0% 94.0% 79.0%
M Macy’s Inc 98.0% 97.0% 81.0% 90.0%
FLXS Flexsteel Industries Inc 98.0% 93.0% 79.0% 91.0%
KSS Kohl's Corporation 98.0% 98.0% 74.0% 90.0%
SBH Sally Beauty Holdings Inc 98.0% 95.0% 92.0% 84.0%
STRT Strattec Security Corporation 97.0% 95.0% 82.0% 76.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (73th) and quality (83th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Volatility Expanding
60-day vol (107%) significantly exceeds 252-day (52%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
61.5% avg (5 factors)
Quality
C
47.4% avg (8 factors)
Momentum
C
48.5% avg (4 factors)
Risk
F
29.4% 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
FactorCurrentStreakTrendSpark
OS Composite0.800—1—
Value %ile0.730—1—
Quality %ile0.830—1—
Momentum %ile0.300—1—
F-Score5.000—0—
Confidence0.909—1—
Volatility0.524—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
1.50
Price / Book
4.24
Price / Cash Flow
8.35
FCF Yield
10.6%
EBITDA / EV
12.9%
Sales Yield (1/P·S)
0.5480
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-7.3%
Return on Assets
-2.4%
Net Margin
-2.6%
Operating Margin
21.5%
Gross Profit / Assets
Novy-Marx GPA
53.8%
Debt / Equity
2.04
Current Ratio
1.67
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.191
MomentumPrice trend strength over different horizons
6M Return
33.1%
12M Return
17.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
2.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.04
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-1.9%
Earnings Stability (CV)
Lower = more stable
2.392
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.0%
Buyback Yield
0.0%
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
29
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
32
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
32
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity