Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/6b2a1a2a-efd5-4610-95f9-fcba989f7328/
TT8
The Trade Desk, Inc.Snapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.770
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +18%
🔄
Shareholder Yield
13.5%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.63
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
63.0%ile
P/E
18.8×
P/S
2.7×
P/B
3.3×
E/P
0.0785
FCF Yield
0.108
EBITDA/EV
0.096
SH Yield
0.135
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
63.00000000
/100 — 1=cheapest
VC2 (Trending Value)
39.00000000
/100
VC3 (Buyback)
40.00000000
/100
FCF yield of 10.8% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
94.0%ile
ROE
0.176
ROA
0.075
Net Margin
0.146
Op Margin
0.203
GPA
0.403
Current
1.68
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.185
Earn Growth
0.176
Stability
0.609
lower=better
Accruals
-0.115
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
0.0%ile
6M Return
-46.3%
12M Return
-73.1%
12-1 Mom
-74.9%
Risk-Adj
-1.15
Vol 252d
64.9%
Vol 60d
126.4%
↑ Expanding
Max DD 12M
-78.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -75% signals a downtrend — price is moving against you. Near-term vol (126%) is expanding vs long-term (65%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.67
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 48 peers
Sector Value %ile
63.3%
Sector Quality %ile
100.0%
P/E z-score
-0.26
P/B z-score
0.44
Sector Avg OS
52.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Growth at Reasonable Price
Revenue growing 18% with P/E of 19×. Growth isn't fully priced in.
Falling Knife
Weak momentum (0th) despite looking cheap (63th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 13.5% backed by 10.8% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (126%) significantly exceeds 252-day (65%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
72.5% avg (7 factors)
Quality
B
64.8% avg (7 factors)
Momentum
F
0.0% avg (4 factors)
Risk
F
8.5% 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. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.670 | —0 | — | |
| Value %ile | 0.630 | —0 | — | |
| Quality %ile | 0.940 | —6 | — | |
| Momentum %ile | 0.000 | —6 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.891 | —6 | — | |
| Volatility | 0.649 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
18.76
Earnings Yield (E/P)
0.0785
Price / Sales
2.73
Price / Book
3.31
Price / Cash Flow
7.42
FCF Yield
10.8%
EBITDA / EV
9.6%
Sales Yield (1/P·S)
0.3877
Shareholder Yield
Div + net buyback / mktcap
13.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
17.6%
Return on Assets
7.5%
Net Margin
14.6%
Operating Margin
20.3%
Gross Profit / Assets
Novy-Marx GPA
40.3%
Current Ratio
1.68
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.115
External Financing
Net issuance — lower=better
0.212
MomentumPrice trend strength over different horizons
6M Return
-46.3%
12M Return
-73.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-74.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.15
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
18.5%
Earnings Growth (YoY)
17.6%
Earnings Stability (CV)
Lower = more stable
0.609
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Buyback Yield
13.5%
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
63
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
39
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
40
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