Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/892b5e03-14f5-4391-9dbe-cee894f5adb3/

YUMC

Yum China Holdings Inc
Chart
43.02 USD
Latest Week 2026-07-10
Consumer CyclicalRestaurantsLARGE
Snapshot 2026-07-12 · 0.7w · Fresh
0.79
OS Score
78.0%
Value
82.0%
Quality
15.0%
Momentum
7/9
F-Score
0.800
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.800
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 1.2
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
9.4%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.61
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
78.0%ile
P/E
15.6×
P/S
1.2×
P/B
2.7×
E/P
0.0798
FCF Yield
0.127
EBITDA/EV
0.106
SH Yield
0.094
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
25.00000000
/100 — 1=cheapest
VC2 (Trending Value)
18.00000000
/100
VC3 (Buyback)
21.00000000
/100
FCF yield of 12.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
82.0%ile
ROE
0.174
ROA
0.087
Net Margin
0.078
Op Margin
0.114
GPA
0.192
D/E
0.87
Current
1.01
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.067
Earn Growth
0.033
Stability
0.321
lower=better
Accruals
-0.057
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
15.0%ile
6M Return
-7.8%
12M Return
-7.6%
12-1 Mom
-4.1%
Risk-Adj
-0.15
Vol 252d
26.9%
Vol 60d
65.7%
↑ Expanding
Max DD 12M
-28.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (66%) is expanding vs long-term (27%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.79
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 500 peers
Sector Value %ile
73.1%
Sector Quality %ile
84.8%
P/E z-score
-0.19
P/B z-score
-0.07
Sector Avg OS
49.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BWMX Betterware de México, S.A.P.I. de C.V. 99.0% 98.0% 93.0% 90.0%
HTHT Huazhu Group Ltd 99.0% 95.0% 92.0% 83.0%
FLXS Flexsteel Industries Inc 98.0% 95.0% 76.0% 92.0%
SBH Sally Beauty Holdings Inc 97.0% 92.0% 88.0% 78.0%
M Macy’s Inc 97.0% 96.0% 73.0% 87.0%
CYD China Yuchai International Limited 97.0% 99.0% 69.0% 86.0%
RRR Red Rock Resorts Inc 96.0% 85.0% 98.0% 74.0%
STRT Strattec Security Corporation 96.0% 95.0% 79.0% 77.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (78th) and quality (82th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (15th) despite looking cheap (78th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 9.4% backed by 12.7% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (66%) significantly exceeds 252-day (27%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
78.1% avg (7 factors)
Quality
C
50.4% avg (8 factors)
Momentum
F
25.4% avg (4 factors)
Risk
B
71.8% 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
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.790—6—
Value %ile0.780—6—
Quality %ile0.820—6—
Momentum %ile0.150—4—
F-Score7.000—6—
Confidence0.980—6—
Volatility0.269—0—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.65
Earnings Yield (E/P)
0.0798
Price / Sales
1.22
Price / Book
2.72
Price / Cash Flow
9.46
FCF Yield
12.7%
EBITDA / EV
10.6%
Sales Yield (1/P·S)
0.6979
Shareholder Yield
Div + net buyback / mktcap
9.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
17.4%
Return on Assets
8.7%
Net Margin
7.8%
Operating Margin
11.4%
Gross Profit / Assets
Novy-Marx GPA
19.2%
Debt / Equity
0.87
Current Ratio
1.01
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.057
MomentumPrice trend strength over different horizons
6M Return
-7.8%
12M Return
-7.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-4.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.15
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.7%
Earnings Growth (YoY)
3.3%
Earnings Stability (CV)
Lower = more stable
0.321
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
1.3%
Buyback Yield
8.0%
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
25
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
18
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
21
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