Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/84edbc13-a1a4-48c7-9d64-c83073075601/

GOOG

Alphabet Inc.
Chart
58.80 CAD
Latest Week 2026-06-05
Communication ServicesInternet Content & InformationMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.44
OS Score
2.0%
Value
94.0%
Quality
89.0%
Momentum
6/9
F-Score
0.137
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
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
12-1 122%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 3.92
V
Value Analysis
Cheapness relative to fundamentals
2.0%ile
P/E
36.8×
P/S
13.9×
P/B
12.3×
E/P
0.0233
FCF Yield
0.011
EBITDA/EV
0.037
SH Yield
0.007
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
98.00000000
/100 — 1=cheapest
VC2 (Trending Value)
97.00000000
/100
VC3 (Buyback)
98.00000000
/100
P/E of 36.8x is premium-priced — the market is paying up for expected growth. VC2 score of 97.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
94.0%ile
ROE
0.335
ROA
0.228
Net Margin
0.379
Op Margin
0.327
GPA
0.362
Current
1.92
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.151
Earn Growth
0.334
Stability
0.347
lower=better
Accruals
-0.020
lower=better
5yr Consist
Yes
ROE of 33% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
89.0%ile
6M Return
12.7%
12M Return
105.4%
12-1 Mom
122.4%
Risk-Adj
3.92
Vol 252d
31.2%
Vol 60d
71.6%
↑ Expanding
Max DD 12M
-19.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 122% is very strong — a clear uptrend. Risk-adjusted momentum of 3.92 is excellent — strong returns relative to volatility. Near-term vol (72%) is expanding vs long-term (31%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.44
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services · 23 peers
Sector Value %ile
4.2%
Sector Quality %ile
91.7%
P/E z-score
2.14
P/B z-score
1.33
Sector Avg OS
61.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
TVA-B TVA Group Inc. 99.0% 99.0% 89.0% 85.0%
Y Yellow Pages Limited 92.0% 93.0% 88.0% 31.0%
CCA Cogeco Communications Inc. 91.0% 97.0% 91.0% 18.0%
CGO Cogeco Inc. 90.0% 97.0% 79.0% 20.0%
BCE BCE Inc. 89.0% 91.0% 80.0% 29.0%
WILD WildBrain Ltd. 87.0% 99.0% 84.0% 2.0%
RCI-B Rogers Communications Inc. 86.0% 88.0% 35.0% 71.0%
RCI-A Rogers Communications Inc. 84.0% 87.0% 35.0% 66.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (94th) and momentum (89th) but expensive (2th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (94th) but expensive (2th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (72%) significantly exceeds 252-day (31%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
15.9% avg (7 factors)
Quality
A
84.7% avg (7 factors)
Momentum
A
88.3% avg (4 factors)
Risk
B
64.6% 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
FactorCurrentStreakTrendSpark
OS Composite0.440—0—
Value %ile0.020—1—
Quality %ile0.940—1—
Momentum %ile0.890—1—
F-Score6.000—0—
Confidence0.939—1—
Volatility0.312—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
36.75
Earnings Yield (E/P)
0.0233
Price / Sales
13.94
Price / Book
12.30
Price / Cash Flow
33.77
FCF Yield
1.1%
EBITDA / EV
3.7%
Sales Yield (1/P·S)
0.0711
Shareholder Yield
Div + net buyback / mktcap
0.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
33.5%
Return on Assets
22.8%
Net Margin
37.9%
Operating Margin
32.7%
Gross Profit / Assets
Novy-Marx GPA
36.2%
Current Ratio
1.92
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.020
MomentumPrice trend strength over different horizons
6M Return
12.7%
12M Return
105.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
122.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.92
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
15.1%
Earnings Growth (YoY)
33.4%
Earnings Stability (CV)
Lower = more stable
0.347
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
0.0%
Buyback Yield
0.5%
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
98
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
97
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
98
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