Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/69f6f960-111b-4c0e-8e6f-aaf0dedb306f/
ALSN
Allison Transmission Holdings IncSnapshot 2026-07-26 · 0.7w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
Rev +14%
🔄
Shareholder Yield
2.7%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 36%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.81
⚡
Risk-Adj Momentum
RAM 1.27
V
Value Analysis
Cheapness relative to fundamentals
29.0%ile
P/E
18.7×
P/S
2.8×
P/B
5.3×
E/P
0.0592
FCF Yield
0.071
EBITDA/EV
0.070
SH Yield
0.027
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
77.00000000
/100 — 1=cheapest
VC2 (Trending Value)
74.00000000
/100
VC3 (Buyback)
76.00000000
/100
FCF yield of 7.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
85.0%ile
ROE
0.285
ROA
0.062
Net Margin
0.149
Op Margin
0.229
GPA
0.170
D/E
3.60
Current
1.85
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.140
Earn Growth
-0.280
Stability
0.248
lower=better
Accruals
-0.030
lower=better
5yr Consist
Yes
ROE of 29% is exceptional. Highly leveraged with D/E of 3.60 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
80.0%ile
6M Return
12.2%
12M Return
38.3%
12-1 Mom
35.5%
Risk-Adj
1.27
Vol 252d
27.9%
Vol 60d
64.8%
↑ Expanding
Max DD 12M
-18.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 36% is very strong — a clear uptrend. Near-term vol (65%) is expanding vs long-term (28%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.65
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
88.1%
P/E z-score
-0.17
P/B z-score
-0.06
Sector Avg OS
50.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (85th) and momentum (80th) but expensive (29th value). Premium priced — watch for mean reversion.
Leveraged Returns
Strong ROE (29%) boosted by high leverage (D/E 3.6). Returns look good but come with balance sheet risk.
Quality at a Premium
High quality (85th) but expensive (29th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (65%) significantly exceeds 252-day (28%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
52.8% avg (7 factors)
Quality
C
53.5% avg (8 factors)
Momentum
B
66.5% avg (4 factors)
Risk
B
70.2% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.650 | —0 | — | |
| Value %ile | 0.290 | —1 | — | |
| Quality %ile | 0.850 | —8 | — | |
| Momentum %ile | 0.800 | —2 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.929 | —8 | — | |
| Volatility | 0.279 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
18.69
Earnings Yield (E/P)
0.0592
Price / Sales
2.78
Price / Book
5.33
Price / Cash Flow
12.60
FCF Yield
7.1%
EBITDA / EV
7.0%
Sales Yield (1/P·S)
0.2588
Shareholder Yield
Div + net buyback / mktcap
2.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
28.5%
Return on Assets
6.2%
Net Margin
14.9%
Operating Margin
22.9%
Gross Profit / Assets
Novy-Marx GPA
17.0%
Debt / Equity
3.60
Current Ratio
1.85
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.030
External Financing
Net issuance — lower=better
0.024
MomentumPrice trend strength over different horizons
6M Return
12.2%
12M Return
38.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
35.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.27
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
14.0%
Earnings Growth (YoY)
-28.0%
Earnings Stability (CV)
Lower = more stable
0.248
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
0.9%
Buyback Yield
1.8%
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
77
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
74
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
76
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