Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/717a7334-2097-4e1b-ba27-3aaad10ced8a/
XYZ
Block, Inc.Snapshot 2026-07-12 · 0.6w · Fresh
Strategy Eligibility
2 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
3.7%
💰
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
7.0%ile
P/E
82.4×
P/S
2.7×
P/B
3.1×
E/P
0.0465
FCF Yield
0.053
EBITDA/EV
0.042
SH Yield
0.037
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
98.00000000
/100 — 1=cheapest
VC2 (Trending Value)
95.00000000
/100
VC3 (Buyback)
95.00000000
/100
P/E of 82.4x is premium-priced — the market is paying up for expected growth. VC2 score of 95.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
94.0%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
83.0%ile
6M Return
6.6%
12M Return
7.7%
12-1 Mom
-4.3%
Risk-Adj
-0.08
Vol 252d
51.2%
Vol 60d
119.1%
↑ Expanding
Max DD 12M
-45.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (119%) is expanding vs long-term (51%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.46
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 132 peers
Sector Value %ile
20.3%
Sector Quality %ile
95.5%
P/E z-score
0.06
P/B z-score
-0.47
Sector Avg OS
41.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (94th) and momentum (83th) but expensive (7th value). Premium priced — watch for mean reversion.
Hot but Volatile
Strong momentum (83th) but high volatility (51%). Momentum could reverse sharply.
Quality at a Premium
High quality (94th) but expensive (7th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (119%) significantly exceeds 252-day (51%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
43.6% avg (7 factors)
Quality
D
42.4% avg (7 factors)
Momentum
D
34.5% 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
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.460 | —0 | — | |
| Value %ile | 0.070 | —6 | — | |
| Quality %ile | 0.940 | —6 | — | |
| Momentum %ile | 0.830 | —4 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.891 | —6 | — | |
| Volatility | 0.512 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
82.36
Earnings Yield (E/P)
0.0465
Price / Sales
2.72
Price / Book
3.06
Price / Cash Flow
19.48
FCF Yield
5.3%
EBITDA / EV
4.2%
Sales Yield (1/P·S)
0.3959
Shareholder Yield
Div + net buyback / mktcap
3.7%
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
6.6%
12M Return
7.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-4.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.08
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
Buyback Yield
3.7%
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
98
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
95
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
95
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