Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/7538f1cf-e19d-4a28-9e49-c1c0c7538cd6/
KLA
KLA CorporationSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 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
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 123%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 3.41
V
Value Analysis
Cheapness relative to fundamentals
1.0%ile
P/E
48.5×
P/S
17.3×
P/B
38.9×
E/P
0.0206
FCF Yield
0.017
EBITDA/EV
0.026
SH Yield
0.013
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
99.00000000
/100 — 1=cheapest
VC2 (Trending Value)
99.00000000
/100
VC3 (Buyback)
99.00000000
/100
P/E of 48.5x is premium-priced — the market is paying up for expected growth. VC2 score of 99.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
95.0%ile
ROE
0.801
ROA
0.277
Net Margin
0.357
Op Margin
0.417
GPA
0.477
Current
3.03
F-Score
9/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.239
Earn Growth
0.497
Stability
0.043
lower=better
Accruals
0.016
lower=better
5yr Consist
Yes
ROE of 80% is exceptional. F-Score of 9/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
95.0%ile
6M Return
65.6%
12M Return
145.5%
12-1 Mom
123.3%
Risk-Adj
3.41
Vol 252d
36.2%
Vol 60d
86.4%
↑ Expanding
Max DD 12M
-10.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 123% is very strong — a clear uptrend. Risk-adjusted momentum of 3.41 is excellent — strong returns relative to volatility. Near-term vol (86%) is expanding vs long-term (36%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.48
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 121 peers
Sector Value %ile
8.2%
Sector Quality %ile
91.8%
P/E z-score
-0.12
P/B z-score
3.65
Sector Avg OS
37.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (95th) and momentum (95th) but expensive (1th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (95th) but expensive (1th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (86%) significantly exceeds 252-day (36%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
11.8% avg (7 factors)
Quality
A
92.7% avg (7 factors)
Momentum
A
100.0% avg (4 factors)
Risk
C
56.4% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.480 | —0 | — | |
| Value %ile | 0.010 | —1 | — | |
| Quality %ile | 0.950 | —1 | — | |
| Momentum %ile | 0.950 | —1 | — | |
| F-Score | 9.000 | —1 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.362 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
48.50
Earnings Yield (E/P)
0.0206
Price / Sales
17.30
Price / Book
38.85
Price / Cash Flow
51.46
FCF Yield
1.7%
EBITDA / EV
2.6%
Sales Yield (1/P·S)
0.0567
Shareholder Yield
Div + net buyback / mktcap
1.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
80.1%
Return on Assets
27.7%
Net Margin
35.7%
Operating Margin
41.7%
Gross Profit / Assets
Novy-Marx GPA
47.7%
Current Ratio
3.03
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.016
External Financing
Net issuance — lower=better
0.136
MomentumPrice trend strength over different horizons
6M Return
65.6%
12M Return
145.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
123.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.41
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
23.9%
Earnings Growth (YoY)
49.7%
Earnings Stability (CV)
Lower = more stable
0.043
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
9
Dividend Yield
0.4%
Buyback Yield
0.9%
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
99
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
99
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
99
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity