Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/81c58cda-68c2-4075-8e34-ddf7da703ea1/
ETN
Eaton Corporation PLCSnapshot 2026-06-07 · 0.0w · 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
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 23%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
5.0%ile
P/E
38.6×
P/S
5.4×
P/B
7.8×
E/P
0.0259
FCF Yield
0.031
EBITDA/EV
0.034
SH Yield
0.011
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
96.00000000
/100 — 1=cheapest
VC2 (Trending Value)
95.00000000
/100
VC3 (Buyback)
95.00000000
/100
P/E of 38.6x 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
78.0%ile
ROE
0.202
ROA
0.072
Net Margin
0.140
Op Margin
0.180
GPA
0.191
D/E
1.79
Current
1.19
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.127
Earn Growth
0.014
Stability
0.074
lower=better
Accruals
-0.014
lower=better
5yr Consist
Yes
ROE of 20% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
71.0%ile
6M Return
17.9%
12M Return
20.8%
12-1 Mom
22.5%
Risk-Adj
0.83
Vol 252d
27.1%
Vol 60d
61.6%
↑ Expanding
Max DD 12M
-18.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 23% is very strong — a clear uptrend. Near-term vol (62%) is expanding vs long-term (27%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.31
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
7.2%
Sector Quality %ile
80.4%
P/E z-score
0.07
P/B z-score
-0.05
Sector Avg OS
53.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (78th) and momentum (71th) but expensive (5th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (78th) but expensive (5th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (62%) significantly exceeds 252-day (27%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
26.7% avg (7 factors)
Quality
C
51.2% avg (8 factors)
Momentum
C
56.4% avg (4 factors)
Risk
B
71.5% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.310 | —0 | — | |
| Value %ile | 0.050 | —1 | — | |
| Quality %ile | 0.780 | —1 | — | |
| Momentum %ile | 0.710 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.271 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
38.61
Earnings Yield (E/P)
0.0259
Price / Sales
5.40
Price / Book
7.80
Price / Cash Flow
32.50
FCF Yield
3.1%
EBITDA / EV
3.4%
Sales Yield (1/P·S)
0.1633
Shareholder Yield
Div + net buyback / mktcap
1.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
20.2%
Return on Assets
7.2%
Net Margin
14.0%
Operating Margin
18.0%
Gross Profit / Assets
Novy-Marx GPA
19.1%
Debt / Equity
1.79
Current Ratio
1.19
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.014
MomentumPrice trend strength over different horizons
6M Return
17.9%
12M Return
20.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
22.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.83
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
12.7%
Earnings Growth (YoY)
1.4%
Earnings Stability (CV)
Lower = more stable
0.074
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
1.1%
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
96
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