Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/692f1b32-4b7d-4954-b87e-a6ba67dc2277/

TOL

Toll Brothers Inc
Chart
150.76 USD
Latest Week 2026-07-17
Consumer CyclicalResidential ConstructionLARGE
Snapshot 2026-07-12 · 0.9w · Fresh
0.82
OS Score
87.0%
Value
24.0%
Quality
65.0%
Momentum
4/9
F-Score
0.457
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.820
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
5.5%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 22%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.80
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
87.0%ile
P/E
10.8×
P/S
1.3×
P/B
1.6×
E/P
0.1084
FCF Yield
0.089
EBITDA/EV
0.113
SH Yield
0.055
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
16.00000000
/100 — 1=cheapest
VC2 (Trending Value)
14.00000000
/100
VC3 (Buyback)
16.00000000
/100
P/E of 10.8x places this firmly in deep value territory. FCF yield of 8.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
24.0%ile
ROE
0.152
ROA
0.089
Net Margin
0.117
Op Margin
0.155
GPA
0.189
D/E
0.71
Current
4.07
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.036
Earn Growth
-0.067
Stability
0.322
lower=better
Accruals
-0.002
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
65.0%ile
6M Return
3.0%
12M Return
24.5%
12-1 Mom
22.3%
Risk-Adj
0.69
Vol 252d
32.1%
Vol 60d
68.1%
↑ Expanding
Max DD 12M
-23.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 22% is very strong — a clear uptrend. Near-term vol (68%) is expanding vs long-term (32%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.82
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 500 peers
Sector Value %ile
85.2%
Sector Quality %ile
30.9%
P/E z-score
-0.22
P/B z-score
-0.09
Sector Avg OS
49.9%
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% 90.0%
HTHT Huazhu Group Ltd 99.0% 95.0% 92.0% 83.0%
FLXS Flexsteel Industries Inc 98.0% 95.0% 76.0% 92.0%
SBH Sally Beauty Holdings Inc 97.0% 92.0% 88.0% 78.0%
M Macy’s Inc 97.0% 96.0% 73.0% 87.0%
CYD China Yuchai International Limited 97.0% 99.0% 69.0% 86.0%
RRR Red Rock Resorts Inc 96.0% 85.0% 98.0% 74.0%
LE Lands’ End Inc 96.0% 96.0% 77.0% 69.0%
Factor Interactions
Cheap for a Reason?
Looks cheap (87th value) but weak quality (24th). Classic value trap risk.
Strong Capital Return
Shareholder yield 5.5% backed by 8.9% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (68%) significantly exceeds 252-day (32%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
77.8% avg (7 factors)
Quality
B
60.3% avg (8 factors)
Momentum
C
51.8% avg (4 factors)
Risk
B
63.1% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.820—6—
Value %ile0.870—6—
Quality %ile0.240—6—
Momentum %ile0.650—0—
F-Score4.000—6—
Confidence1.000—6—
Volatility0.321—0—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.85
Earnings Yield (E/P)
0.1084
Price / Sales
1.27
Price / Book
1.65
Price / Cash Flow
10.65
FCF Yield
8.9%
EBITDA / EV
11.3%
Sales Yield (1/P·S)
0.6990
Shareholder Yield
Div + net buyback / mktcap
5.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
15.2%
Return on Assets
8.9%
Net Margin
11.7%
Operating Margin
15.5%
Gross Profit / Assets
Novy-Marx GPA
18.9%
Debt / Equity
0.71
Current Ratio
4.07
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.002
MomentumPrice trend strength over different horizons
6M Return
3.0%
12M Return
24.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
22.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.69
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.6%
Earnings Growth (YoY)
-6.7%
Earnings Stability (CV)
Lower = more stable
0.322
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
4
Dividend Yield
0.7%
Buyback Yield
4.8%
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
16
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
14
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
16
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