Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/72ffd49a-7ba9-4c0b-bff9-63d5503ee449/
COY
Tapestry, Inc.Snapshot 2026-07-26 · 1.0w · Fresh
Strategy Eligibility
4 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
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.8%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.55
⚡
Risk-Adj Momentum
RAM 1.51
V
Value Analysis
Cheapness relative to fundamentals
14.0%ile
P/E
38.0×
P/S
3.2×
P/B
37.0×
E/P
0.0621
FCF Yield
0.062
EBITDA/EV
0.040
SH Yield
0.048
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
93.00000000
/100 — 1=cheapest
VC2 (Trending Value)
87.00000000
/100
VC3 (Buyback)
82.00000000
/100
P/E of 38.0x is premium-priced — the market is paying up for expected growth. FCF yield of 6.2% is strong — the business generates significant free cash relative to price. VC2 score of 87.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
99.0%ile
ROE
0.971
ROA
0.102
Net Margin
0.084
Op Margin
0.222
GPA
0.925
Current
1.84
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.051
Earn Growth
-0.752
Stability
2.358
lower=better
Accruals
-0.192
lower=better
5yr Consist
No
ROE of 97% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
99.0%ile
6M Return
14.4%
12M Return
374.1%
12-1 Mom
357.0%
Risk-Adj
1.51
Vol 252d
236.8%
Vol 60d
66.8%
↓ Contracting
Max DD 12M
-12.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 357% is very strong — a clear uptrend. Risk-adjusted momentum of 1.51 is excellent — strong returns relative to volatility. Volatility is compressing — 60d (67%) well below 252d (237%).
OS
Composite & Factor Heatmap
All factors at a glance
0.7
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 85 peers
Sector Value %ile
16.3%
Sector Quality %ile
100.0%
P/E z-score
-0.13
P/B z-score
8.43
Sector Avg OS
47.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (99th) and momentum (99th) but expensive (14th value). Premium priced — watch for mean reversion.
Strong Capital Return
Shareholder yield 4.8% backed by 6.2% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (99th) but high volatility (237%). Momentum could reverse sharply.
Quality at a Premium
High quality (99th) but expensive (14th value). Upside may be limited without earnings growth.
Volatility Compressing
60-day vol (67%) well below 252-day (237%). Price action is stabilising.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
41.6% avg (7 factors)
Quality
A
75.3% avg (7 factors)
Momentum
A
79.5% avg (4 factors)
Risk
F
0.0% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.700 | —2 | — | |
| Value %ile | 0.140 | —8 | — | |
| Quality %ile | 0.990 | —8 | — | |
| Momentum %ile | 0.990 | —8 | — | |
| F-Score | 7.000 | —8 | — | |
| Confidence | 0.900 | —8 | — | |
| Volatility | 2.368 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
38.04
Earnings Yield (E/P)
0.0621
Price / Sales
3.21
Price / Book
36.95
Price / Cash Flow
13.25
FCF Yield
6.2%
EBITDA / EV
4.0%
Sales Yield (1/P·S)
0.2795
Shareholder Yield
Div + net buyback / mktcap
4.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
97.1%
Return on Assets
10.2%
Net Margin
8.4%
Operating Margin
22.2%
Gross Profit / Assets
Novy-Marx GPA
92.5%
Current Ratio
1.84
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.192
External Financing
Net issuance — lower=better
0.213
MomentumPrice trend strength over different horizons
6M Return
14.4%
12M Return
374.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
357.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.51
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.1%
Earnings Growth (YoY)
-75.2%
Earnings Stability (CV)
Lower = more stable
2.358
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
0.3%
Buyback Yield
4.5%
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
93
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
87
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
82
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