Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/65c54369-5a8b-408b-8b39-c12a88c16e70/
MTN
Vail Resorts IncSnapshot 2026-07-26 · 0.6w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.8%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
10.8%
💰
High Yield
Div 6.1%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.50
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
29.0%ile
P/E
29.2×
P/S
1.8×
P/B
9.4×
E/P
0.0518
FCF Yield
0.084
EBITDA/EV
0.088
SH Yield
0.108
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
75.00000000
/100 — 1=cheapest
VC2 (Trending Value)
66.00000000
/100
VC3 (Buyback)
36.00000000
/100
FCF yield of 8.4% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
91.0%ile
ROE
0.323
ROA
0.031
Net Margin
0.063
Op Margin
0.154
GPA
0.277
D/E
8.65
Current
0.91
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.043
Earn Growth
-0.385
Stability
4.466
lower=better
Accruals
-0.052
lower=better
5yr Consist
No
ROE of 32% is exceptional. Highly leveraged with D/E of 8.65 — 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
22.0%ile
6M Return
7.2%
12M Return
-4.8%
12-1 Mom
-9.9%
Risk-Adj
-0.29
Vol 252d
33.9%
Vol 60d
77.5%
↑ Expanding
Max DD 12M
-25.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (78%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.36
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 486 peers
Sector Value %ile
24.4%
Sector Quality %ile
94.0%
P/E z-score
-0.10
P/B z-score
-0.03
Sector Avg OS
50.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 10.8% backed by 8.4% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (32%) boosted by high leverage (D/E 8.6). Returns look good but come with balance sheet risk.
Quality at a Premium
High quality (91th) but expensive (29th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (78%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
55.5% avg (7 factors)
Quality
D
44.6% avg (8 factors)
Momentum
F
28.1% avg (4 factors)
Risk
B
60.2% 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
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.360 | —0 | — | |
| Value %ile | 0.290 | —3 | — | |
| Quality %ile | 0.910 | —8 | — | |
| Momentum %ile | 0.220 | —8 | — | |
| F-Score | 8.000 | —8 | — | |
| Confidence | 0.970 | —8 | — | |
| Volatility | 0.339 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
29.17
Earnings Yield (E/P)
0.0518
Price / Sales
1.83
Price / Book
9.41
Price / Cash Flow
10.93
FCF Yield
8.4%
EBITDA / EV
8.8%
Sales Yield (1/P·S)
0.3354
Shareholder Yield
Div + net buyback / mktcap
10.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
32.3%
Return on Assets
3.1%
Net Margin
6.3%
Operating Margin
15.4%
Gross Profit / Assets
Novy-Marx GPA
27.7%
Debt / Equity
8.65
Current Ratio
0.91
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.052
MomentumPrice trend strength over different horizons
6M Return
7.2%
12M Return
-4.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-9.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.29
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-4.3%
Earnings Growth (YoY)
-38.5%
Earnings Stability (CV)
Lower = more stable
4.466
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
6.1%
Buyback Yield
4.7%
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
75
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
66
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