Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/717a7334-2097-4e1b-ba27-3aaad10ced8a/
XYZ
Block, Inc.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.2%
💰
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
9.0%ile
P/E
72.5×
P/S
2.4×
P/B
2.7×
E/P
0.0534
FCF Yield
0.060
EBITDA/EV
0.048
SH Yield
0.042
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
97.00000000
/100 — 1=cheapest
VC2 (Trending Value)
93.00000000
/100
VC3 (Buyback)
93.00000000
/100
P/E of 72.5x is premium-priced — the market is paying up for expected growth. FCF yield of 6.0% is strong — the business generates significant free cash relative to price. VC2 score of 93.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
92.0%ile
ROE
0.037
ROA
0.020
Net Margin
0.033
Op Margin
0.117
GPA
0.275
Current
1.99
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.003
Earn Growth
-0.536
Stability
1.680
lower=better
Accruals
-0.065
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
16.0%ile
6M Return
4.9%
12M Return
0.1%
12-1 Mom
4.9%
Risk-Adj
0.10
Vol 252d
51.2%
Vol 60d
120.6%
↑ Expanding
Max DD 12M
-45.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (121%) is expanding vs long-term (51%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.26
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 133 peers
Sector Value %ile
24.6%
Sector Quality %ile
93.3%
P/E z-score
-0.02
P/B z-score
-0.53
Sector Avg OS
43.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 4.2% backed by 6.0% FCF yield. Returns are well-funded.
Quality at a Premium
High quality (92th) but expensive (9th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (121%) significantly exceeds 252-day (51%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
47.3% avg (7 factors)
Quality
D
42.4% avg (7 factors)
Momentum
D
36.1% avg (4 factors)
Risk
D
31.4% avg (1 factors)
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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.260 | —1 | — | |
| Value %ile | 0.090 | —1 | — | |
| Quality %ile | 0.920 | —1 | — | |
| Momentum %ile | 0.160 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.512 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
72.55
Earnings Yield (E/P)
0.0534
Price / Sales
2.39
Price / Book
2.70
Price / Cash Flow
17.16
FCF Yield
6.0%
EBITDA / EV
4.8%
Sales Yield (1/P·S)
0.4543
Shareholder Yield
Div + net buyback / mktcap
4.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
3.7%
Return on Assets
2.0%
Net Margin
3.3%
Operating Margin
11.7%
Gross Profit / Assets
Novy-Marx GPA
27.5%
Current Ratio
1.99
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.065
External Financing
Net issuance — lower=better
0.065
MomentumPrice trend strength over different horizons
6M Return
4.9%
12M Return
0.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
4.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.10
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.3%
Earnings Growth (YoY)
-53.6%
Earnings Stability (CV)
Lower = more stable
1.680
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.0%
Buyback Yield
4.2%
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
97
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
93
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
93
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