Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/8a791f9f-8510-4de5-997a-6d06292432c2/

ADP

Automatic Data Processing, Inc.
Chart
€201.10
Latest Week 2026-06-05
TechnologySoftware - ApplicationLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.53
OS Score
24.0%
Value
93.0%
Quality
58.0%
Momentum
8/9
F-Score
0.472
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.2%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
5.4%
💰
High Yield
Div 3.2%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
24.0%ile
P/E
18.5×
P/S
3.7×
P/B
12.7×
E/P
0.0539
FCF Yield
0.059
EBITDA/EV
0.082
SH Yield
0.054
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
79.00000000
/100 — 1=cheapest
VC2 (Trending Value)
71.00000000
/100
VC3 (Buyback)
75.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
93.0%ile
ROE
0.684
ROA
0.067
Net Margin
0.201
Op Margin
0.265
GPA
0.155
Current
1.04
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.071
Earn Growth
0.095
Stability
0.163
lower=better
Accruals
-0.017
lower=better
5yr Consist
Yes
ROE of 68% is exceptional. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
58.0%ile
6M Return
-9.1%
Vol 252d
31.5%
Vol 60d
69.4%
↑ Expanding
Max DD 12M
-28.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (69%) is expanding vs long-term (32%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.53
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology · 121 peers
Sector Value %ile
46.7%
Sector Quality %ile
87.7%
P/E z-score
-0.18
P/B z-score
0.61
Sector Avg OS
37.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
ERCB Telefonaktiebolaget LM Ericsson (publ) 99.0% 99.0% 87.0% 93.0%
ERCG Telefonaktiebolaget LM Ericsson (publ) 99.0% 99.0% 86.0% 92.0%
CSH CENIT Aktiengesellschaft 85.0% 91.0% 66.0% 22.0%
V6C Viscom SE 85.0% 78.0% 32.0% 85.0%
BKHT Brockhaus Technologies AG 84.0% 67.0% 61.0% 74.0%
HRPK 7C Solarparken AG 83.0% 78.0% 82.0% 29.0%
TPG0 The Platform Group SE & Co. KGaA 83.0% 99.0% 67.0% 0.0%
AEIN Allgeier SE 82.0% 92.0% 59.0% 18.0%
Factor Interactions
Strong Capital Return
Shareholder yield 5.4% backed by 5.9% FCF yield. Returns are well-funded.
Quality at a Premium
High quality (93th) but expensive (24th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (69%) significantly exceeds 252-day (32%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
50.2% avg (7 factors)
Quality
B
61.0% avg (7 factors)
Momentum
F
26.1% avg (1 factors)
Risk
B
64.1% 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 Composite0.530—0—
Value %ile0.240—1—
Quality %ile0.930—1—
Momentum %ile0.580—0—
F-Score8.000—1—
Confidence0.879—1—
Volatility0.315—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
18.54
Earnings Yield (E/P)
0.0539
Price / Sales
3.73
Price / Book
12.69
Price / Cash Flow
14.78
FCF Yield
5.9%
EBITDA / EV
8.2%
Sales Yield (1/P·S)
0.2646
Shareholder Yield
Div + net buyback / mktcap
5.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
68.4%
Return on Assets
6.7%
Net Margin
20.1%
Operating Margin
26.5%
Gross Profit / Assets
Novy-Marx GPA
15.5%
Current Ratio
1.04
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.017
External Financing
Net issuance — lower=better
0.028
MomentumPrice trend strength over different horizons
6M Return
-9.1%
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.1%
Earnings Growth (YoY)
9.5%
Earnings Stability (CV)
Lower = more stable
0.163
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
8
Dividend Yield
3.2%
Buyback Yield
2.2%
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
79
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
71
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
75
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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