Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/77a66fd4-ad90-49e5-9bb6-d6fa773247dd/

APD

Air Products and Chemicals Inc
Chart
$282.35
Latest Week 2026-06-05
Basic MaterialsSpecialty ChemicalsLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.11
OS Score
12.0%
Value
65.0%
Quality
27.0%
Momentum
2/9
F-Score
0.279
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
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
2.5%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
12.0%ile
P/E
29.9×
P/S
5.0×
P/B
4.0×
E/P
0.0335
FCF Yield
0.121
EBITDA/EV
0.055
SH Yield
0.025
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
89.00000000
/100 — 1=cheapest
VC2 (Trending Value)
84.00000000
/100
VC3 (Buyback)
84.00000000
/100
FCF yield of 12.1% is strong — the business generates significant free cash relative to price. VC2 score of 84.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
65.0%ile
ROE
0.135
ROA
0.051
Net Margin
0.169
Op Margin
0.225
GPA
0.096
D/E
1.50
Current
1.43
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.037
Earn Growth
0.374
Stability
2.272
lower=better
Accruals
-0.048
lower=better
5yr Consist
No
F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
27.0%ile
6M Return
9.8%
12M Return
3.6%
12-1 Mom
8.4%
Risk-Adj
0.36
Vol 252d
23.3%
Vol 60d
53.2%
↑ Expanding
Max DD 12M
-19.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (53%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.11
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials · 224 peers
Sector Value %ile
11.1%
Sector Quality %ile
66.7%
P/E z-score
-0.02
P/B z-score
-0.07
Sector Avg OS
55.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
CPAC Cementos Pacasmayo SAA ADR 99.0% 98.0% 83.0% 92.0%
IAG IAMGold Corporation 99.0% 91.0% 98.0% 94.0%
NEXA Nexa Resources SA 99.0% 96.0% 85.0% 96.0%
HMY Harmony Gold Mining Company Limited 98.0% 99.0% 98.0% 67.0%
RIO Rio Tinto ADR 98.0% 92.0% 85.0% 91.0%
SSL Sasol Ltd 98.0% 99.0% 68.0% 97.0%
ERO Ero Copper Corp 98.0% 87.0% 96.0% 89.0%
B Barrick Mining Corporation 98.0% 86.0% 98.0% 93.0%
Factor Interactions
Volatility Expanding
60-day vol (53%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
50.6% avg (7 factors)
Quality
C
51.7% avg (8 factors)
Momentum
D
41.4% avg (4 factors)
Risk
A
77.8% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.110—1—
Value %ile0.120—1—
Quality %ile0.650—0—
Momentum %ile0.270—1—
F-Score2.000—1—
Confidence1.000—1—
Volatility0.233—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
29.87
Earnings Yield (E/P)
0.0335
Price / Sales
5.05
Price / Book
4.02
Price / Cash Flow
15.27
FCF Yield
12.1%
EBITDA / EV
5.5%
Sales Yield (1/P·S)
0.1563
Shareholder Yield
Div + net buyback / mktcap
2.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.5%
Return on Assets
5.1%
Net Margin
16.9%
Operating Margin
22.5%
Gross Profit / Assets
Novy-Marx GPA
9.6%
Debt / Equity
1.50
Current Ratio
1.43
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.048
MomentumPrice trend strength over different horizons
6M Return
9.8%
12M Return
3.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
8.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.36
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.7%
Earnings Growth (YoY)
37.4%
Earnings Stability (CV)
Lower = more stable
2.272
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
2.5%
Buyback Yield
0.0%
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
89
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
84
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
84
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